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Forecasting the real exchange rate using a long span of data : a rematch ; linear vs. nonlinear

Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - 2009

Persistent link: https://www.econbiz.de/10003879555

Real exchange rates and time-varying trade costs

Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Journal of international money and finance 30 (2011) 6, pp. 1157-1179

Persistent link: https://www.econbiz.de/10009373951

Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation

Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Economics letters 132 (2015), pp. 13-17

Persistent link: https://www.econbiz.de/10011422757

Forecast evaluation of nonlinear models : the case of long-span real exchange rates

Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Journal of forecasting 31 (2012) 7, pp. 580-595

Persistent link: https://www.econbiz.de/10009722656

Further evidence on PPP adjustment speeds : the case of effective real exchange rates and the EMS

Paya, Ivan; Venetis, Ioannis A.; Peel, David - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 421-437

Persistent link: https://www.econbiz.de/10001776806

Purchasing Power Parity Adjustment Speeds in High Frequency Data When the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend

Paya, Ivan; Peel, David A. - 2003

Rogoff suggested in 1996 that the dollar-yen real exchange rate represented a 'canonical' case of a trend in the equilibrium real exchange rate. The implied speed of adjustment of the dollar-yen real exchange rate is found to be substantially faster, with half-life shocks of less than 2 years,...

Persistent link: https://www.econbiz.de/10014075718

Further Evidence on PPP Adjustment Speeds : The Case of Effective Real Exchange Rates and the EMS

Paya, Ivan; Venetis, Ioannis A.; Peel, David A. - 2003

Two different approaches intend to resolve the 'puzzling' slow convergence to purchasing power parity (PPP) reported in the literature [see Rogoff (1996), Journal of Economic Literature, Vol. 34.] On the one hand, there are models that consider a non-linear adjustment of real exchange rate to...

Persistent link: https://www.econbiz.de/10014076338

On the relationship between nominal exchange rates and domestic and foreign prices

Paya, Ivan (contributor); Peel, David (contributor) - 2006

Persistent link: https://www.econbiz.de/10003367553

On the equality of real interest rates across borders in integrated capital markets

Minford, Patrick; Peel, David - 2006

Persistent link: https://www.econbiz.de/10003322815

On the speed of adjustment in ESTAR models when allowance is made for bias in estimation

Payá, Ivan; Peel, David - In: Economics letters 90 (2006) 2, pp. 272-277

Persistent link: https://www.econbiz.de/10003276066