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Doppelhofer, Gernot; Weeks, Melvyn - In: Journal of applied econometrics 24 (2009) 2, pp. 209-244

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Likelihood ratio and goodness of fit processes for quantile regression

Koenker, Roger; Machado, José A. F. - 1998

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Multiple structural breaks in cointegrating regressions : a model selection approach

Schmidt, Alexander; Schweikert, Karsten - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 2, pp. 219-254

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Quantile unit root inference for panel data with common shocks

Yang, Jisheng; Wei, Jinbao; Cai, Biqing - In: Economics letters 219 (2022), pp. 1-4

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The non-linear impact of monetary policy on international reserves : macroeconomic variables nexus

Wu, Po-Chin; Lee, Chung-Chih - In: Empirica : journal of european economics 45 (2018) 1, pp. 165-185

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Real exchange rate misalignment and economic growth : an update

Ulaşan, Bülent - Türkiye Cumhuriyet Merkez Bankası - 2018

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Three essays on nonlinear nonstationary econometrics and applied macroeconomics

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Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity

Moon, Hyungsik Roger; Perron, Benoit - In: Econometric reviews 23 (2004) 4, pp. 293-323

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The EU real exchange rates: asymmetries and crises

Cuestas, Juan Carlos - 2020

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Has the relationship between the real exchange rate and its fundamentals changed over time?

Cuestas, Juan Carlos; Monfort, Mercedes; Shimbov, Bojan - In: Baltic journal of economics 22 (2022) 2, pp. 68-89

In this paper we contribute to the literature on determining the real exchange rate by using models that incorporate structural breaks and nonlinearities. We estimate cointegrated dynamic ordinary least squares regressions and quantile regressions. We find that the estimated coefficients for the...

Persistent link: https://www.econbiz.de/10014319295