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Tests for nonlinearity in EMS exchange rates

Vilasuso, Jon R. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 3, pp. 145-154

Persistent link: https://www.econbiz.de/10001769635

A Time Series Analysis of the Relationship between Inflation Uncertainty and Unemployment

Cunningham, Steven R.; Tang, Hong; Vilasuso, Jon R. - In: Journal of Macroeconomics 19 (1997) 4, pp. 731-751

Persistent link: https://www.econbiz.de/10005208031

Time Aggregation and the Money-Real GDP Relationship

Cunningham, Steven R.; Vilasuso, Jon R. - In: Journal of Macroeconomics 19 (1997) 4, pp. 675-695

Persistent link: https://www.econbiz.de/10005171644

Tests for Nonlinearity in EMS Exchange Rates

Vilasuso, Jon; Cunningham, Steve - In: Studies in Nonlinear Dynamics & Econometrics 1 (1996) 3

This paper tests for nonlinearity in EMS exchange rates using the bispectrum. The early experience of the ERM witnessed numerous realignments. We find that exchange rates follow a linear process over the period 1979-1987, consistent with the predictions of the realignment target zone model,...

Persistent link: https://www.econbiz.de/10014620791

Causality tests and conditional heteroskedasticity: : Monte Carlo evidence

Vilasuso, Jon - In: Journal of Econometrics 101 (2001) 1, pp. 25-35

Persistent link: https://www.econbiz.de/10005238982

Tests for Nonlinearity in EMS Exchange Rates

Vilasuso, Jon; Cunningham, Steve - In: Studies in Nonlinear Dynamics & Econometrics 1 (1996) 3, pp. 155-168

Persistent link: https://www.econbiz.de/10005246276

Are international stock returns predictable?: An application of spectral shape tests corrected for heteroskedasticity

McPherson, Matthew Q.; Palardy, Joseph; Vilasuso, Jon - In: Journal of Economics and Business 57 (2005) 2, pp. 103-118

Persistent link: https://www.econbiz.de/10005301611

Comparing U.S. GNP volatility across exchange rate regimes: An application of spahe cracking

Cunningham, Steven R.; Vilasuso, Jon - In: Journal of Macroeconomics 16 (1994) 3, pp. 445-459

Persistent link: https://www.econbiz.de/10005205864

Agency costs, asset specificity, and the capital structure of the firm

Vilasuso, Jon; Minkler, Alanson - In: Journal of Economic Behavior & Organization 44 (2001) 1, pp. 55-69

Persistent link: https://www.econbiz.de/10005145560

Tests for nonlinearity in EMS exchange rates

Vilasuso, Jon; Cunningham, Steve - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 3, pp. 145-154

Persistent link: https://www.econbiz.de/10009949703