Narrow search
Showing 1 - 10 of 28
Cover Image
Deterministic impulse response in a nonlinear model : an analytical expression
Venetis, Ioannis A.; Payá, Ivan; Peel, David - In: Economics letters 95 (2007) 3, pp. 315-319
Persistent link: https://www.econbiz.de/10003476236
Cover Image
The long memory story of real interest rates : can it be supported?
Venetis, Ioannis A. (contributor);  … - 2005 - 1. ed.
Persistent link: https://www.econbiz.de/10002646257
Cover Image
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
Cover Image
On the relationship between nominal exchange rates and domestic and foreign prices
Payá, Ivan; Peel, David - In: Applied financial economics 17 (2007) 1/3, pp. 105-117
Persistent link: https://www.econbiz.de/10003427020
Cover Image
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
Cover Image
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty
Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David; … - In: Economics letters 115 (2012) 2, pp. 244-248
Persistent link: https://www.econbiz.de/10009619444
Cover Image
Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David; … - In: The European journal of finance 19 (2013) 5/6, pp. 572-588
Persistent link: https://www.econbiz.de/10010243592
Cover Image
Estimates of US monetary policy rules with allowance for changes in the output gap
Peel, David; Payá, Ivan; Venetis, I. - In: Applied economics letters 11 (2004) 10, pp. 601-605
Persistent link: https://www.econbiz.de/10002194024
Cover Image
Nonlinear PPP under the gold standard
Payá, Ivan (contributor); Peel, David (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203895
Cover Image
Temporal aggregation of an ESTAR process : some implications for purchasing power parity adjustment
Payá, Ivan (contributor); Peel, David (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203942