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Numerical issues in threshold autoregressive modelling of time series
Coakley, Jerry; Fuertes, Anna Maria; Perez, Maria-Teresa - 2000
Persistent link: https://www.econbiz.de/10001527684
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A non-linear analysis of excess foreign exchange returns
Coakley, Jerry; Fuertes, Ana María - In: The Manchester School 69 (2001) 6, pp. 623-642
Persistent link: https://www.econbiz.de/10001625354
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Numerical issues in threshold autoregressive modeling of time series
Coakley, Jerry; Fuertes, Ana María; Pérez, María-Teresa - In: Journal of economic dynamics & control 27 (2003) 11/12, pp. 2219-2242
Persistent link: https://www.econbiz.de/10001768920
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Short-run real exchange rate dynamics
Coakley, Jerry; Fuertes, Ana María - In: The Manchester School 68 (2000) 4, pp. 461-475
Persistent link: https://www.econbiz.de/10001508532
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Bootstrap LR tests of sign and amplitude asymmetry
Coakley, Jerry; Fuertes, Ana María - 2000
Persistent link: https://www.econbiz.de/10001488117
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Asymmetries and the forward premium puzzle
Coakley, Jerry; Fuertes, Ana María - 1999
Persistent link: https://www.econbiz.de/10001465704
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Short run PPP dynamics in a VEC framework
Coakley, Jerry; Fuertes, Ana María - 1997
Persistent link: https://www.econbiz.de/10000974604
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New tests of the exchange rate interest : differential relation in an OECD panel
Coakley, Jerry; Fuertes, Ana María - 1997
Persistent link: https://www.econbiz.de/10000974605
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TAR models of European real exchange rates 1973 - 97
Coakley, Jerry; Fuertes, Ana María - 1997
Persistent link: https://www.econbiz.de/10000976511
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New panel unit root tests of PPP
Coakley, Jerry - In: Economics letters 57 (1997) 1, pp. 17-22
Persistent link: https://www.econbiz.de/10001229597