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Codependence in a VAR framework
Kugler, Peter; Schwendener, Peter - 1990 - rev
Persistent link: https://www.econbiz.de/10000129212
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Testing for a long run relationship for trend and difference stationary series
Kugler, Peter; Schwendener, Peter - 1992
Persistent link: https://www.econbiz.de/10000151152
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The revival of the expectations hypothesis of the US term structure of interest rates
Hsu, Chiente; Kugler, Peter - 1996
Persistent link: https://www.econbiz.de/10000589029
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Long term bond yields, monetary policy and the expectations hypothesis of the term structure of interest rates
Kugler, Peter - 1996
Persistent link: https://www.econbiz.de/10000589033
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Growth, exports and cointegration : an empirical investigation
Kugler, Peter - 1989
Persistent link: https://www.econbiz.de/10000124692
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Transitory consumption, durability and different approaches to test the life cycle model
Kugler, Peter - 1989
Persistent link: https://www.econbiz.de/10000129204
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Euromarket interest rates, domestic interest rates and the expectations theory of the term structure
Kugler, Peter; Borutta, Hansjörg - 1989
Persistent link: https://www.econbiz.de/10000129205
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Multivariate cointegration analysis and the long-run validity of PPP
Kugler, Peter; Lenz, Carlos - 1990
Persistent link: https://www.econbiz.de/10000129208
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Chaos, Arch and the foreign exchange market : empirical results from weekly data
Kugler, Peter; Lenz, Carlos - 1990 - rev
Persistent link: https://www.econbiz.de/10000129209