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The nonlinear dynamics of interest rates
Shively, Philip A. - In: Applied financial economics letters 1 (2005) 2, pp. 71-74
Persistent link: https://www.econbiz.de/10002807009
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The size and dynamic effect of aggregate-demand and aggregate-supply disturbances in expansionary and contractionary regimes
Shively, Philip A. - In: Journal of macroeconomics 26 (2004) 1, pp. 83-99
Persistent link: https://www.econbiz.de/10001988357
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Threshold nonlinear interest rates
Shively, Philip A. - In: Economics letters 88 (2005) 3, pp. 313-317
Persistent link: https://www.econbiz.de/10003035356
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Trend-stationary GNP : evidence from a new exact pointwise most powerful invariant unit root test
Shively, Philip A. - In: Journal of applied econometrics 16 (2001) 4, pp. 537-551
Persistent link: https://www.econbiz.de/10001601913
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A test of long-run purchasing power parity
Shively, Philip A. - In: Economics letters 73 (2001) 2, pp. 201-205
Persistent link: https://www.econbiz.de/10001613716
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An exact invariant variance ratio test
Shively, Philip A. - In: Economics letters 75 (2002) 3, pp. 347-353
Persistent link: https://www.econbiz.de/10001667189
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International evidence of temporary and permanent stock-price innovations : a mulivariate approach
Shively, Philip A. - In: Applied economics letters 10 (2003) 8, pp. 499-503
Persistent link: https://www.econbiz.de/10001770602
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Asymmetric temporary and permanent stock-price innovations
Shively, Philip A. - In: Journal of empirical finance 14 (2007) 1, pp. 120-130
Persistent link: https://www.econbiz.de/10003416068
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The effect of bank failures on economic activity : evidence from US states in the early 20th century
Ramirez, Carlos D.; Shively, Philip A. - In: Journal of money, credit and banking : JMCB 44 (2012) 2/3, pp. 433-455
Persistent link: https://www.econbiz.de/10009575292
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Time-varying risk components in the single-factor market model : an exact most powerful invariant test
Shively, Philip A. - In: Applied financial economics 14 (2004) 13, pp. 945-952
Persistent link: https://www.econbiz.de/10002195483