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Benati, Luca; Ireland, Peter N. - 2017

Persistent link: https://www.econbiz.de/10011712889

Empirical testing of purchasing power parity validity in selected European Union countries

Plošinjak, Jelko; Festić, Mejra - In: Naše gospodarstvo : NG 67 (2021) 4, pp. 13-32

exchange rate in a logarithm, while in the second phase, the cointegration of nominal exchange rate, domestic and foreign price … authors' knowledge, and taking into account Liu (1992), who states that it is more important to check the presence of co-integration … results suggest that all the real exchange rate time series are stationary, additionally, cointegration exists among all the …

Persistent link: https://www.econbiz.de/10012887177

Is the Thai government revenue-spending nexus asymmetric?

Jiranyakul, Komain - In: Journal of the Asia Pacific economy 28 (2023) 2, pp. 404-419

Persistent link: https://www.econbiz.de/10014295506

Are bitcoin prices isolated or co-integrated?

Vyas, Vishal; Mehta, Kiran; Sharma, Renuka - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 5-19

Persistent link: https://www.econbiz.de/10014388694

A new approach to estimating the natural rate of interest

Benati, Luca - 2022

Building upon the insight that M1 velocity is the permanent component of nominal interest rates - see Benati (2020) - I propose a novel, and straightforward approach to estimating the natural rate of interest, which is conceptually related to Cochrane's (1994a) proposal to estimate the permanent...

Persistent link: https://www.econbiz.de/10013362282