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Inflation dynamics in the US : a nonlinear perspective
Nobay, Bob (contributor); Payá, Ivan (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003616108
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Inflation dynamics in the US : global but not local mean reversion
Nobay, Bob; Payá, Ivan; Peel, David - In: Journal of money, credit and banking : JMCB 42 (2010) 1, pp. 135-150
Persistent link: https://www.econbiz.de/10003922519
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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