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Pairwise tests of purchasing power parity

Pesaran, M. Hashem; Smith, Ron; Yamagata, Takashi; … - In: Econometric reviews 28 (2009) 6, pp. 495-521

Persistent link: https://www.econbiz.de/10003881179

Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash

Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416

Persistent link: https://www.econbiz.de/10008825760

Oil price shocks and global imbalances : lessons from a model with trade and financial interdependencies

Allegret, Jean-Pierre; Mignon, Valérie; Sallenave, Audrey - In: Economic modelling 49 (2015), pp. 232-247

Persistent link: https://www.econbiz.de/10011439540

The impact of real exchange rates adjustments on global imbalances : a multilateral approach

Allegret, Jean-Pierre; Sallenave, Audrey - In: Economic modelling 37 (2014), pp. 149-163

Persistent link: https://www.econbiz.de/10010417769

International trade, foreign direct investments, and firms' systemic risk : evidence from the Netherlands

Van Cauwenberge, Annelies; Vancauteren, Mark; Braekers, Roel - In: Economic modelling 81 (2019), pp. 361-386

Persistent link: https://www.econbiz.de/10012202113

Measuring and explaining firm-level exchange rate exposure : the role of foreign market destinations and international trade

Van Cauwenberge, Annelies; Vancauteren, Mark; Braekers, Roel - In: Economic modelling 105 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013367199

Identification of New Keynesian Phillips Curves from a Global Perspective

Dees, Stephane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2021

New Keynesian Phillips Curves (NKPC) have been extensively used in the analysis of monetary policy, but yet there are a number of issues of concern about how they are estimated and then related to the underlying macroeconomic theory. The first is whether such equations are identified. To check...

Persistent link: https://www.econbiz.de/10013325166