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Symmetry, proportionality and the purchasing power parity: Evidence from panel cointegration tests

Cerrato, Mario; Sarantis, Nicholas - In: International Review of Economics & Finance 17 (2008) 1, pp. 56-65

Persistent link: https://www.econbiz.de/10005229894

Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates

Cerrato, Mario; Sarantis, Nicholas - In: International journal of finance & economics : IJFE 12 (2007) 4, pp. 427

Persistent link: https://www.econbiz.de/10007798582

The Cross Sectional Dependence Puzzle

Cerrato, Mario - Royal Economic Society - RES - 2002

The analysis of unit roots and cointegration in panel data is becoming a growing research area. A number of issues have been raised in the literature (see Phillips and Moon 1999 and 2000, Banerjee 2000, Maddala and Wu 1999). The aim of the present paper is to contribute to the issue of cross...

Persistent link: https://www.econbiz.de/10005393457

On the short-term predictability of exchange rates : a BVAR time-varying parameters approach

Sarantis, Nicholas - In: Journal of banking & finance 30 (2006) 8, pp. 2257-2279

Persistent link: https://www.econbiz.de/10003355791

Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations

Sarantis, Nicholas - In: Journal of international money and finance 25 (2006) 7, pp. 1168-1186

Persistent link: https://www.econbiz.de/10003394357

Fiscal policies and consumer behaviour in Western Europe

Sarantis, Nicholas - In: Kyklos : international review for social sciences 38 (1985) 2, pp. 233-248

Persistent link: https://www.econbiz.de/10002741983

Government deficits and personal expenditure in the E.E.C.

Sarantis, Nicholas - In: Rivista internazionale di scienze economiche e … 32 (1985) 7/8, pp. 723-734

Persistent link: https://www.econbiz.de/10002742020

Nonlinearities, cyclical behaviour and predictability in stock markets : international evidence

Sarantis, Nicholas - In: International journal of forecasting 17 (2001) 3, pp. 459-482

Persistent link: https://www.econbiz.de/10001604367

Credibility and inflation expectations in the European monetary system

Sarantis, Nicholas - In: Economic integration : limits and prospects, (pp. 77-90). 2002

Persistent link: https://www.econbiz.de/10001884528

Distribution and terms of trade dynamics, inflation, and growth

Sarantis, Nicholas - In: Journal of post-Keynesian economics : JPKE 13 (1990) 2, pp. 175-198

Persistent link: https://www.econbiz.de/10001102828

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