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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

Empirical evidence on the time-series behaviour of stock and bond prices in the inter-war period

Peel, David - In: Applied financial economics 3 (1993) 1, pp. 15-20

Persistent link: https://www.econbiz.de/10001145272

The German hyperinflation and the demand for money : revisited

Michael, Panos - In: International economic review 35 (1994) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10001160454

Some empirical evidence on the time-series properties of four UK asset prices

Lane, J. A. - In: Economica 63 (1996) 251, pp. 405-426

Persistent link: https://www.econbiz.de/10001207841

Threshold nonlinearities in output : some international evidence

Peel, David - In: Applied economics 30 (1998) 3, pp. 323-333

Persistent link: https://www.econbiz.de/10001243873

A note on some properties of the ESTAR model

Chappell, David - In: Economics letters 60 (1998) 3, pp. 311-315

Persistent link: https://www.econbiz.de/10001251673

The nonlinear time series properties of unemployment rates : some further evidence

Peel, David - In: Applied economics 30 (1998) 2, pp. 287-294

Persistent link: https://www.econbiz.de/10001241289

Is the US business cycle asymmetric? : Some further evidence

Peel, David - In: Applied economics 28 (1996) 4, pp. 405-415

Persistent link: https://www.econbiz.de/10001197854

Critical bounds for MA(2) and MA(3) processes

Lane, J. A. - In: Economics letters 2 (1988), pp. 133-140

Persistent link: https://www.econbiz.de/10001051289

Modeling changes in US monetary policy

Nguyen, Anh D. M.; Pavlidis, Efthymios G.; Peel, David - 2016

Persistent link: https://www.econbiz.de/10012176808

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