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Estimation of a nonlinear Taylor rule using real-time US data

Lamarche, Jean-Francois; Koustas, Zisimos - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 5, pp. 1-25

Persistent link: https://www.econbiz.de/10009679637

Monetary neutrality

Serletis, Apostolos; Koustas, Zisimos - In: Macroeconomic dynamics 23 (2019) 6, pp. 2133-2149

Persistent link: https://www.econbiz.de/10012127324

Is there a phillips curve in Canada? A rational expectations approach

Koustas, Zisimos - In: Journal of Macroeconomics 10 (1988) 3, pp. 421-433

Persistent link: https://www.econbiz.de/10005247035

On the Fisher effect

Koustas, Zisimos; Serletis, Apostolos - In: Journal of Monetary Economics 44 (1999) 1, pp. 105-130

Persistent link: https://www.econbiz.de/10005082323

Instrumental variable estimation of a nonlinear Taylor rule

Koustas, Zisimos; Lamarche, Jean-François - In: Empirical Economics 42 (2012) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10010539306

Estimation of a nonlinear Taylor rule using real-time US data

Lamarche, Jean-Francois; Koustas, Zisimos - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 5, pp. 1-25

Persistent link: https://www.econbiz.de/10010077652

Long-run Phillips-type trade-offs in European Union countries

Koustas, Zisimos; Serletis, Apostolos - In: Economic Modelling 20 (2003) 4, pp. 679-701

Persistent link: https://www.econbiz.de/10005171257

Canadian Evidence on Long-Run Neutrality Propositions

Koustas, Zisimos - In: Journal of Macroeconomics 20 (1998) 2, pp. 397-411

Persistent link: https://www.econbiz.de/10005171382

Rational bubbles or persistent deviations from market fundamentals?

Koustas, Zisimos; Serletis, Apostolos - In: Journal of Banking & Finance 29 (2005) 10, pp. 2523-2539

Persistent link: https://www.econbiz.de/10005194409

Evidence of nonlinear mean reversion in the real interest rate

Koustas, Zisimos; Lamarche, Jean-Francois - In: Applied Economics 42 (2010) 2, pp. 237-248

This article utilizes tests for a unit root that have power against nonlinear alternatives to provide empirical evidence on the time series properties of the ex-post real interest rate in the G7 countries. We find that the unit root hypothesis can be rejected in the presence of a nonlinear...

Persistent link: https://www.econbiz.de/10008582980