Similar Search Results

Corporate valuation and dividends : UK evidence from panel unit root and cointegration tests

Gregoriou, Andros - In: Atlantic economic journal : AEJ 38 (2010) 1, pp. 15-22

Persistent link: https://www.econbiz.de/10008696864

Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?

Caporale, Guglielmo Maria; Gregoriou, Andros - In: Applied economics letters 16 (2009) 1/3, pp. 223-226

Persistent link: https://www.econbiz.de/10003822964

Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap

Arghyrou, Michael Georgiou; Gregoriou, Andros - In: Economics letters 95 (2007) 2, pp. 285-290

Persistent link: https://www.econbiz.de/10003460484

Non-normality and recursive unit root tests for PPP : solving the PPP puzzle?

Caporale, Guglielmo Maria (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003434214

Inflation targeting and the stationarity of inflation : new results from an ESTAR unit root test

Gregoriou, Andros; Kontonikas, Alexandros - In: Bulletin of economic research 58 (2006) 4, pp. 309-322

Persistent link: https://www.econbiz.de/10003373165

Euro area inflation differentials : unit roots, structural breaks and non-linear adjustment

Gregoriou, Andros (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003519824

Euro area inflation differentials : unit roots and nonlinear adjustment

Gregoriou, Andros; Kontonikas, Alexandros; Montagnoli, … - In: Journal of common market studies : JCMS 49 (2011) 3, pp. 525-540

Persistent link: https://www.econbiz.de/10009156804

Market efficiency and the basis in the European Union Emissions Trading Scheme : new evidence from non linear mean reverting unit root tests

Gregoriou, Andros; Healy, Jerome; Savvides, Nicola - In: Journal of economic studies 41 (2014) 4, pp. 315-638

Persistent link: https://www.econbiz.de/10011338463

Inflation targeting and the stationarity of inflation : new results from an ESTAR unit root test

Gregoriou, Andros (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003226344

Inflation Targeting and the Stationarity of Inflation : New Results from an Estar Unit Root Test

Gregoriou, Andros; Kontonikas, Alexandros - 2009

In this paper, we examine the time series properties of inflation in seven countries that have adopted inflation targeting. Unlike previous studies, we utilize a non-linear mean reverting adjustment mechanism for inflation and we discover that, although deviations of inflation from the target...

Persistent link: https://www.econbiz.de/10014055814