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Real exchange rates and real interest differentials for sectoral data: A dynamic SUR approach
Kim, Jaebeom - In: Economics Letters 97 (2007) 3, pp. 247-252
Persistent link: https://www.econbiz.de/10005362015
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Inflation targeting and real exchange rates: A bias correction approach
Kim, Jaebeom - In: Economics Letters 125 (2014) 2, pp. 253-256
This paper examines whether inflation targeting (IT) influences purchasing power parity (PPP) by a bias correction approach under cross-sectional dependence. The recursive mean adjustment (RMA) method proposed by So and Shin (1999) and Shin and So (2001) is employed to correct a downward bias...
Persistent link: https://www.econbiz.de/10011076557
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A consistent test for the null of stationarity against the alternative of a unit root
Kahn, James A.; Ogaki, Masao - In: Economics Letters 39 (1992) 1, pp. 7-11
Persistent link: https://www.econbiz.de/10005296578
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A chi-square test for a unit root
Kahn, James A.; Ogaki, Masao - In: Economics Letters 34 (1990) 1, pp. 37-42
Persistent link: https://www.econbiz.de/10005296620
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Intertemporal substitution and durable goods: long-run data
Ogaki, Masao; Reinhart, Carmen M. - In: Economics Letters 61 (1998) 1, pp. 85-90
Persistent link: https://www.econbiz.de/10005362365
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On the Granger Representation Theorem: a counter example?
Ogaki, Masao - In: Economics Letters 60 (1998) 1, pp. 19-21
Persistent link: https://www.econbiz.de/10005257901
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Efficiency bound calculations for a time series model, with conditional heteroskedasticity
Heaton, John C.; Ogaki, Masao - In: Economics Letters 35 (1991) 2, pp. 167-171
Persistent link: https://www.econbiz.de/10005269840
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Cotrending and the stationarity of the real interest rate
Chapman, David A.; Ogaki, Masao - In: Economics Letters 42 (1993) 2-3, pp. 133-138
Persistent link: https://www.econbiz.de/10005270072