Similar Search Results - EconBiz

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

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

Real exchange rates and time-varying trade costs'

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

Persistent link: https://www.econbiz.de/10003852992

Habit and long memory in UK lottery sales

McHale, Ian; Peel, David - In: Economics letters 109 (2010) 1, pp. 7-10

Persistent link: https://www.econbiz.de/10008806713

Inflation dynamics in the US : a nonlinear perspective

Nobay, Bob (contributor); Payá, Ivan (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003616108

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

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

Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form

Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-38

Persistent link: https://www.econbiz.de/10009515145

Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form

Pavlidis, Efthymios G. (contributor); … - 2009

Persistent link: https://www.econbiz.de/10003817102

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