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Understanding spot and forward exchange rate regressions
Hai, Waike - In: Journal of applied econometrics 12 (1997) 6, pp. 715-734
Persistent link: https://www.econbiz.de/10001234187
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Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 3, pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
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Economic transition and growth
Phillips, Peter C. B.; Sul, Donggyu - In: Journal of applied econometrics 24 (2009) 7, pp. 1153-1185
Persistent link: https://www.econbiz.de/10003931469
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Dynamics of the federal funds target rate : a nonstationary discrete choice approach
Hu, Ling; Phillips, Peter C. B. - In: Journal of applied econometrics 19 (2004) 7, pp. 851-867
Persistent link: https://www.econbiz.de/10002467829
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Understanding the Fisher equation
Sun, Yixiao; Phillips, Peter C. B. - In: Journal of applied econometrics 19 (2004) 7, pp. 869-886
Persistent link: https://www.econbiz.de/10002467844
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Rethinking an old empirical puzzle : econometric evidence on the forward discount anomaly
Maynard, Alex; Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 6, pp. 671-708
Persistent link: https://www.econbiz.de/10001631960
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Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
Phillips, Peter C. B. - In: Journal of applied econometrics 11 (1996) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001196180
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Economic transition and growth : a replication
Schnurbus, Joachim; Haupt, Harry; Meier, Verena - In: Journal of applied econometrics 32 (2017) 5, pp. 1039-1042
Persistent link: https://www.econbiz.de/10011862973
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Economic transition and growth
Phillips, Peter C. B.; Sul, Donggyu - In: Journal of applied econometrics 24 (2009) 7, pp. 1153-1186
Persistent link: https://www.econbiz.de/10008847088