Similar Search Results

Identifying the Common Component in International Economic Fluctuations : A New Approach

Lumsdaine, Robin L. - 1999

This paper develops an aggregation procedure using time-varying weights for constructing the common component of international economic fluctuations. The methodology for deriving time-varying weights is based on some stylized features of the data documented in the paper. The model allows for a...

Persistent link: https://www.econbiz.de/10014400869

The panel purchaising power parity puzzle

Papell, David H. - In: Journal of money, credit and banking : JMCB 38 (2006) 2, pp. 447-467

Persistent link: https://www.econbiz.de/10003311672

Searching for stationarity : purchasing power parity under the current float

Papell, David H. - In: Journal of international economics 43 (1997) 3, pp. 313-332

Persistent link: https://www.econbiz.de/10001233683

The great appreciation, the great depreciation, and the Purchasing Power Parity hypothesis

Papell, David H. - 1998

Persistent link: https://www.econbiz.de/10000988383

Identifying the common component in international economic fluctuations

Lumsdaine, Robin L.; Prasad, Eswar S. - 1997

Persistent link: https://www.econbiz.de/10000624019

Dating the integration of world equity markets

Bekaert, Geert; Harvey, Campbell R.; Lumsdaine, Robin L. - 1998

Persistent link: https://www.econbiz.de/10000675607

Identifying the common component of international economic fluctuations : a new approach

Lumsdaine, Robin L.; Prasad, Eswar S. - 2002

In this paper, we develop an aggregation procedure using time-varying weights for constructing the common component of international economic fluctuations. The methodology for deriving time-varying weights is based on some stylized features of the data documented in the paper. The model allows...

Persistent link: https://www.econbiz.de/10011411238

Dating the integration of world equity markets

Bekaert, Geert; Harvey, Campbell R.; Lumsdaine, Robin L. - In: Journal of financial economics 65 (2002) 2, pp. 203-247

Persistent link: https://www.econbiz.de/10001693005

New developments in the economic analysis of retirement

Lumsdaine, Robin L.; Mitchell, Olivia S. - 1999

Persistent link: https://www.econbiz.de/10001434334

Identifying the common component in international economic fluctuations : a new approach

Lumsdaine, Robin L.; Prasad, Eswar S. - 1999

Persistent link: https://www.econbiz.de/10001462364