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Rational bubbles and fractional alternatives

Eklund, Bruno; Nydahl, Stefan - 1998

Persistent link: https://www.econbiz.de/10000995305

Nonlinear error correction and the UK demand for broad money, 1878 - 1993

Teräsvirta, Timo; Eliasson, Ann-Charlotte - 1998

Persistent link: https://www.econbiz.de/10000994464

Nonlinear error correction and the UK demand for broad money, 1878 - 1993

Teräsvirta, Timo; Eliasson, Ann-Charlotte - 1998 - Rev. version

Persistent link: https://www.econbiz.de/10000998499

Foreign direct investment and employment : home country experience in the United States and Sweden

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Exchange rate expectations, the forward exchange rate bias and risk premia in target zones

Nessén, Marianne - 1994

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A latent factor model of European exchange rate risk premia

Alexius, Annika; Sellin, Peter - 1997

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A smooth transition ARCH model for asset returns

Hagerud, Gustaf E. - 1997

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Modeling Nordic stock returns with asymmetric GARCH models

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A time series model for an exchange rate in a target zone with applications

Lundbergh, Stefan (contributor); … - 2003 - [Elektronische Ressource]

In this paper we introduce a flexible target zone model that is capable of characterizing the dynamic behaviour of an exchange rate implied by the original target zone model of Krugman (1991) and its modifications. Our framework also enables the modeller to estimate an implicit target zone if it...

Persistent link: https://www.econbiz.de/10001786381

Likelihood-based cointegration tests in heterogeneous panels

Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - 1998

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