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On the sustainability of the EU's current account deficits

Holmes, Mark J. (contributor); Otero, Jesús G. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003428262

Are EU budget deficits sustainable?

Holmes, Mark J. (contributor); Otero, Jesús G. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003475356

Are EU budget deficits stationary?

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - In: Empirical economics : a journal of the Institute for … 38 (2010) 3, pp. 767-778

Persistent link: https://www.econbiz.de/10003951659

The term structure of interest rates, the expectations hypothesis and international financial integration : evidence from Asian economies

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - In: International review of economics & finance : IREF 20 (2011) 4, pp. 679-689

Persistent link: https://www.econbiz.de/10009303888

PPP in OECD countries : an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks

Holmes, Mark J.; Otero, Jesús; Panagiōtidēs, Theodōros - In: Open economies review 23 (2012) 5, pp. 767-783

Persistent link: https://www.econbiz.de/10009670486

PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks

Holmes, Mark; Otero, Jesús; Panagiotidis, Theodore - In: Open Economies Review 23 (2012) 5, pp. 767-783

The stationarity of OECD real exchange rates over the period 1972–2008 is tested using a panel of 26 member countries. The methodology followed stems from the need to meet several key concerns: (i) the identification of which panel members are stationary; (ii) the presence of cross-sectional...

Persistent link: https://www.econbiz.de/10010988473

Are EU budget deficits stationary?

Holmes, Mark; Otero, Jesús; Panagiotidis, Theodore - In: Empirical Economics 38 (2010) 3, pp. 767-778

Persistent link: https://www.econbiz.de/10008515517

Real interest parity: A note on Asian countries using panel stationarity tests

Holmes, Mark J.; Otero, Jesús; Panagiotidis, Theodore - In: Journal of Asian Economics 22 (2011) 6, pp. 550-557

Existing panel data studies of real interest parity are either unable to identify which panel members are characterised by stationary real interest differentials, or are subject to size distortion resulting from the presence of structural breaks and cross-sectional dependencies. Using a panel...

Persistent link: https://www.econbiz.de/10011042792