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Why crises happen : nonstationary macroeconomics

Davidson, James E. H.; Meenagh, David; Minford, Patrick; … - 2010

A Real Business Cycle model of the UK is developed to account for the behaviour of UK nonstationary macro data. The model is tested by the method of indirect inference, bootstrapping the errors to generate 95% confidence limits for a VECM representation of the data; we find the model can explain...

Persistent link: https://www.econbiz.de/10008758527

Partial current information and signal extraction in a rational expectations macroeconomic model : a computational solution

Lungu, Laurian (contributor); Matthews, Kent (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003390683

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003390828

Real exchange rate volatility and exchange rate regimes : evidence from long-term data

Hasan, Shahriar - In: Economics letters 52 (1996) 1, pp. 67-73

Persistent link: https://www.econbiz.de/10001207394

Testing efficient market hypothesis for the dollar-sterling gold standard exchange rate 1890 - 1906 : MLE with double truncation

Goldman, Elena - In: Economics letters 69 (2000) 3, pp. 253-259

Persistent link: https://www.econbiz.de/10001525548

Exchange rate returns, "news", and risk premia

Koedijk, Kees; Wolff, Christiaan Cornelis Petrus - In: Economics letters 50 (1996) 1, pp. 127-134

Persistent link: https://www.econbiz.de/10001194154

The monetary approach to the exchange rate : long-run relationships and coefficient restrictions

MacDonald, Ronald - In: Economics letters 37 (1991) 2, pp. 179-185

Persistent link: https://www.econbiz.de/10001114349

The effects of exchange rate volatility on exports : some new estimates

Asseery, Ahmed Abdulla A. - In: Economics letters 37 (1991) 2, pp. 173-177

Persistent link: https://www.econbiz.de/10001114352

Can nominal exchange rates be differenced to stationarity?

Wu, Jyh-lin - In: Economics letters 55 (1997) 3, pp. 397-402

Persistent link: https://www.econbiz.de/10001227219

Covered interest parity and UK monetary "news"

MacDonald, Ronald - In: Economics letters 1 (1988), pp. 53-56

Persistent link: https://www.econbiz.de/10001042724

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