Similar Search Results - EconBiz

Exchange rates and foreign exchange reserves in Turkey : nonlinear and frequency domain causality approach

Bayat, Tayfur; Senturk, Mehmet; Kayhan, Selim - In: Theoretical and applied economics : GAER review 21 (2014) 11, pp. 27-42

Persistent link: https://www.econbiz.de/10011558173

Does non-linearity in exchange rate hold in Nigeria? : evidence from smooth transition autoregressive model

Dada, James Temitope; Olomola, Phillip Akanni; … - In: International journal of monetary economics and finance … 14 (2021) 2, pp. 152-165

Persistent link: https://www.econbiz.de/10012515399

Testing for UIP : nonlinearities, monetary announcements and interest rate expectations

Anderl, Christina; Caporale, Guglielmo Maria - 2021

This paper re-examines the UIP relation by estimating first a benchmark linear Cointegrated VAR including the nominal exchange rate and the interest rate differential as well as central bank announcements, and then a Cointegrated Smooth Transition VAR (CVSTAR) model incorporating nonlinearities...

Persistent link: https://www.econbiz.de/10012508617

Revisiting purchasing power parity for Central and East European counties : using rank test for nonlinear cointegration

Su, Chi-Wei; Chang, Hsu-Ling - In: Eastern European economics 49 (2011) 1, pp. 5-12

Persistent link: https://www.econbiz.de/10009313579

Real exchange rate dynamics in transition economies : a nonlinear analysis

Nusair, Salah A. - In: International journal of finance & economics : IJFE 18 (2013) 2, pp. 188-204

Persistent link: https://www.econbiz.de/10010355991

Nonlinear beahviour in EMBI series from Eastern Europe : evidence of 'window size effect'

Espinosa Méndez, Christian; Gorigoitía, Juan; … - In: Applied economics letters 21 (2014) 1/3, pp. 107-112

Persistent link: https://www.econbiz.de/10010238949

Oil prices and exchange rates : some new evidence using linear and nonlinear models

Arouri, Mohamed; Jawadi, Fredj - In: Nonlinear modeling of economic and financial time-series, (pp. 121-141). 2010

Persistent link: https://www.econbiz.de/10008857810

Non-linearities in the relation between the exchange rate and its fundamentals

Altavilla, Carlo; De Grauwe, Paul - In: International journal of finance & economics : IJFE 15 (2010) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10008702373

Nonlinearity and fractional integration in the US dollar/euro exchange rate

Kıran, Burcu - In: Panoeconomicus 59 (2012) 3, pp. 325-334

Persistent link: https://www.econbiz.de/10009572157

Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies

Allen, David E.; McAleer, Michael; Shelton, Peiris; … - 2015

Persistent link: https://www.econbiz.de/10011432736

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