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Real exchange rates and real interest rates once again : a multivariate panel cointegration analysis

Chakrabarti, Avik - In: Applied economics 38 (2006) 11, pp. 1217-1221

Persistent link: https://www.econbiz.de/10003340417

Generalized long memory and mean reversion of the real exchange rate

Norrbin, Stefan C.; Smallwood, Aaron D. - In: Applied economics 42 (2010) 10/12, pp. 1377-1386

Persistent link: https://www.econbiz.de/10008658488

Government social spending and GDP : has there been a change in social policy?

Clemente, Jesús; Marcuello, Carmen; Montañés, Antonio - In: Applied economics 44 (2012) 22/24, pp. 2895-2905

Persistent link: https://www.econbiz.de/10009616413

Long-run relationships between international stock prices : further evidence from fractional cointegration tests

Aloy, Marcel; Boutahar, Mohamed; Gente, Karine; … - In: Applied economics 45 (2013) 7/9, pp. 817-828

Persistent link: https://www.econbiz.de/10009718502

What do we know about recent exchange rate models? : in-sample fit and out-of-sample performance evaluated

Cheung, Yin-Wong; Chinn, Menzie David; Pascual, Antonio … - 2003

Previous assessments of nominal exchange rate determination have focused upon a narrow set of models typically of the 1970 s vintage, including monetary and portfolio balance models. In this paper we re-assess the in-sample fit and out-of-sample prediction of a wider set of models that have been...

Persistent link: https://www.econbiz.de/10011507659