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Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish; Pathak, Rajesh; Tiwari, Aviral Kumar; … - In: Applied economics 49 (2017) 31/33, pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
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State space models for the exchange rate pass-through : determinants and null/full pass-through hypotheses
Martins de Souza, Rafael; Maciel, Luiz Felipe Pires; … - In: Applied economics 45 (2013) 34/36, pp. 5062-5075
Persistent link: https://www.econbiz.de/10010226437
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Modelling inflation shifts and persistence in Tunisia : perspectives from an evolutionary spectral approach
Ftiti, Zied; Guesmi, Khaled; Nguyen, Duc Khuong; … - In: Applied economics 47 (2015) 55/57, pp. 6200-6210
Persistent link: https://www.econbiz.de/10011381288
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Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data
Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695
Persistent link: https://www.econbiz.de/10011293469
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A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve
Escribano, Álvaro; Santos-Martín, M. Teresa; Sipols, … - In: Applied economics 50 (2018) 36, pp. 3966-3978
Persistent link: https://www.econbiz.de/10012060174
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Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Narayan, Paresh Kumar; Narayan, Seema; Popp, Stephan; … - In: Applied economics 47 (2015) 22/24, pp. 2359-2378
Persistent link: https://www.econbiz.de/10010516625
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PPP in the 34 OECD countries : evidence from quantile-based unit root tests with both smooth and sharp breaks
Bahmani-Oskooee, Mohsen; Wu, Tsung-Pao - In: Applied economics 50 (2018) 23, pp. 2622-2634
Persistent link: https://www.econbiz.de/10011850300
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Re-testing Prebisch-Singer hypothesis : new evidence using Fourier quantile unit root test
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Elmi, Zahra Mila - In: Applied economics 50 (2018) 4, pp. 441-454
Persistent link: https://www.econbiz.de/10011846997
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Bayesian model averaging and identification of structural breaks in time series
Balcombe, Kelvin G.; Fraser, Iain M.; Sharma, Abhijit - In: Applied economics 43 (2011) 25/27, pp. 3805-3818
Persistent link: https://www.econbiz.de/10009380621
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Smooth structural breaks and the stationarity of the yen real exchange rates
Zhou, Su; Kutan, Ali Mustafa - In: Applied economics 46 (2014) 10/12, pp. 1150-1159
Persistent link: https://www.econbiz.de/10010399378