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Corporate governance reform : character-building structures
Grant, Patricia; McGhee, Peter - In: Business ethics : a European review 23 (2014) 2, pp. 125-138
Persistent link: https://www.econbiz.de/10010347445
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The impact of foreign stock markets on macroeconomic dynamics in open economies : a structural estimation
Milani, Fabio - In: Journal of international money and finance 30 (2011) 1, pp. 111-129
Persistent link: https://www.econbiz.de/10009268861
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Do central banks respond to exchange rate movements? : some new evidence from structural estimation
Dong, Wei (contributor) - 2008
This paper investigates the impact of exchange rate movements on the conduct of monetary policy in Australia, Canada … exchange rate process are examined. The results indicate that the Reserve Bank of Australia, the Bank of Canada and the Bank of …
Persistent link: https://www.econbiz.de/10003749237
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Business excellence and governance : the drive for integration
El-Kafafi, Siham - In: World review of entrepreneurship, management and … 5 (2009) 2, pp. 120-131
Persistent link: https://www.econbiz.de/10003840534
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Uncovering the hit list for small inflation targeters : a Bayesian structural analysis
Kam, Timothy; Lees, Kirdan; Liu, Philip - In: Journal of money, credit and banking : JMCB 41 (2009) 4, pp. 583-618
Persistent link: https://www.econbiz.de/10003844249
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Inflation regimes and inflation expectations
Gagnon, Joseph E. - In: Review / Federal Reserve Bank of St. Louis 90 (2008) 3/2, pp. 229-243
Persistent link: https://www.econbiz.de/10003733899
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Modelling tax revenue growth
Creedy, John; Gemmell, Norman - 2006
Persistent link: https://www.econbiz.de/10003213205
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Confronting divergent interests in cross-country regulatory arrangements
Kane, Edward J. - 2005
Persistent link: https://www.econbiz.de/10003259812
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Mobile termination: what is the "right" charge?
Valletti, Tommaso M.; Houpis, George - In: Journal of regulatory economics 28 (2005) 3, pp. 235-258
Persistent link: https://www.econbiz.de/10003170897
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Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Rothe, Christoph (contributor);  … - 2005
In this paper, we propose Phillips-Perron type, semiparametric testing procedures to distinguish a unit root process from a mean-reverting exponential smooth transition autoregressive one. The limiting nonstandard distributions are derived under very general conditions and simulation evidence...
Persistent link: https://www.econbiz.de/10002926863