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Numerical issues in threshold autoregressive modeling of time series
Coakley, Jerry; Fuertes, Ana María; Pérez, María-Teresa - In: Journal of economic dynamics & control 27 (2003) 11/12, pp. 2219-2242
Persistent link: https://www.econbiz.de/10001768920
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A principal components approach to cross-section dependence in panels
Coakley, Jerry (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901099
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Short-run real exchange rate dynamics
Coakley, Jerry; Fuertes, Ana María - In: The Manchester School 68 (2000) 4, pp. 461-475
Persistent link: https://www.econbiz.de/10001508532
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Bootstrap LR tests of sign and amplitude asymmetry
Coakley, Jerry; Fuertes, Ana María - 2000
Persistent link: https://www.econbiz.de/10001488117
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Asymmetries and the forward premium puzzle
Coakley, Jerry; Fuertes, Ana María - 1999
Persistent link: https://www.econbiz.de/10001465704
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Numerical issues in threshold autoregressive modelling of time series
Coakley, Jerry; Fuertes, Anna Maria; Perez, Maria-Teresa - 2000
Persistent link: https://www.econbiz.de/10001527684
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Is there a base currency effect in long-run PPP?
Coakley, Jerry; Fuertes, Ana María - In: International journal of finance & economics : IJFE 5 (2000) 4, pp. 253-263
Persistent link: https://www.econbiz.de/10001539838
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Nonparametric cointegration analysis of real exchange rates
Coakley, Jerry; Fuertes, Ana María - In: Applied financial economics 11 (2001) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10001545361
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Cointegration of long span saving and investment
Coakley, Jerry - In: Economics letters 54 (1997) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10001222347
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Current account solvency and the Feldstein-Horioka puzzle
Coakley, Jerry - In: The economic journal : the journal of the Royal … 106 (1996) 436, pp. 620-627
Persistent link: https://www.econbiz.de/10001199285