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Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate
Johansen, Søren; Jusélius, Katarina; Frydman, Roman; … - In: Journal of econometrics 158 (2010) 1, pp. 117-129
Persistent link: https://www.econbiz.de/10008826871
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Testing hypothesis in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
Johansen, Søren; Jusélius, Katarina; Frydman, Roman; … - 2007
Persistent link: https://www.econbiz.de/10003603881
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Jenseits rationaler Märkte : die neue Marktwirtschaft nach Keynes und Hayek
Frydman, Roman; Goldberg, Michael D.; Goldberg, Michael - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009532925
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Qualitative rationality and behavior in the foreign exchange market
Goldberg, Michael D.; Frydman, Roman - 1993
Persistent link: https://www.econbiz.de/10000867394
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Re-examining the empirical performance of the monetary models of the exchange rate : a problem of structural change
Goldberg, Michael D.; Frydman, Roman - 1991
Persistent link: https://www.econbiz.de/10000828818
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Theories, consistent expectations and exchange rate dynamics
Goldberg, Michael D.; Frydman, Roman - 1991 - Rev
Persistent link: https://www.econbiz.de/10000828926
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Empirical exchange rate models and shifts in the co-integrating vector
Goldberg, Michael D.; Frydman, Roman - 1993
Persistent link: https://www.econbiz.de/10000873562
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Limiting exchange rate swings in a world of imperfect knowledge
Frydman, Roman; Goldberg, Michael A. - In: Monetary Union in Europe : historical perspectives and …, (pp. 35-49). 2004
Persistent link: https://www.econbiz.de/10003888720
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Imperfect knowledge expectations, uncertainty premia and exchange rate dynamics
Frydman, Roman; Goldberg, Michael D. - In: International macroeconomics : recent developments, (pp. 153-205). 2006
Persistent link: https://www.econbiz.de/10003426003
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The dollar-euro exchange rate and the limits of knowledge
Frydman, Roman; Goldberg, Michael D. - In: Economia ensaios : revista do Instituto de Economia da … 23 (2008) 1
Persistent link: https://www.econbiz.de/10003976132