Articles
- Janice Boucher Breuer & Robert McNown & Myles Wallace, 2006.
"Misleading Inferences from Panel Unit Root Tests: a Reply,"
Review of International Economics,
Blackwell Publishing, vol. 14(3), pages 512-516, 08.
[Downloadable!] (restricted)
Cited by:
- António Afonso & Christophe Rault, 2008.
"3-Step Analysis of Public Finances Sustainability: the Case of the European Union,"
Working Papers
hal-00322086_v1, HAL.
[Downloadable!]
Other versions:- António Afonso & Christophe Rault, 2008.
"3-Step Analysis of Public Finances Sustainability: the Case of the European Union,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- António Afonso & Christophe Rault, 2008.
"3-step analysis of public finances sustainability - the case of the European Union,"
Working Paper Series
908, European Central Bank.
[Downloadable!]
- António Afonso & Christophe Rault, 2008.
"3-Step Analysis of Public Finances Sustainability: the Case of the European Union,"
Working Papers
2008/35, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
[Downloadable!]
- Breuer, Janice Boucher, 2006.
"Problem bank loans, conflicts of interest, and institutions,"
Journal of Financial Stability,
Elsevier, vol. 2(3), pages 266-285, October.
[Downloadable!] (restricted)
Cited by:
- Boudriga, Abdelakder & Boulila, Neila & Jellouli, Sana, 2009.
"Does bank supervision impact nonperforming loans : cross-country determinants using agregate data ?,"
MPRA Paper
18068, University Library of Munich, Germany.
[Downloadable!]
- Shimpalee, Pattama L. & Breuer, Janice Boucher, 2006.
"Currency crises and institutions,"
Journal of International Money and Finance,
Elsevier, vol. 25(1), pages 125-145, February.
[Downloadable!] (restricted)
Cited by:
- Eijffinger, S.C.W. & Goderis, B.V.G., 2007.
"The Effect of Monetary Policy on Exchange Rates During Currency Crises: The Role of Debt, Institutions and Financial Openness,"
Discussion Paper
2007-18, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions:- Eijffinger, S.C.W. & Goderis, B., 2007.
"The Effect of Monetary Policy on Exchange Rates during Currency Crises; The Role of Debt, Institutions and Financial Openness,"
Research Paper
ERS-2007-022-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
- Sylvester C. W. Eijffinger & Benedikt Goderis, 2008.
"The Effect of Monetary Policy on Exchange Rates during Currency Crises: the Role of Debt, Institutions, and Financial Openness,"
Review of International Economics,
Blackwell Publishing, vol. 16(3), pages 559-575, 08.
[Downloadable!] (restricted)
- Eijffinger, Sylvester C W & Goderis, Benedikt, 2007.
"The Effect of Monetary Policy on Exchange Rates During Currency Crises: The Role of Debt, Institutions and Financial Openness,"
CEPR Discussion Papers
6217, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Janice Boucher Breuer, 2004.
"An Exegesis on Currency and Banking Crises,"
Journal of Economic Surveys,
Blackwell Publishing, vol. 18, pages 293-320, 07.
[Downloadable!] (restricted)
Cited by:
- Bruinshoofd,Allard & Candelon,Bertrand & Raabe,Katharina, 2005.
"Banking Sector Strength and the Transmission of Currency Crises,"
Research Memoranda
023, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Other versions: - Delis, Manthos D & Staikouras, Panagiotis, 2009.
"On-site audits, sanctions, and bank risk-taking: An empirical overture towards a novel regulatory and supervisory philosophy,"
MPRA Paper
16836, University Library of Munich, Germany.
[Downloadable!]
- Breuer, Janice Boucher & Clements, Leianne A., 2003.
"The commodity composition of US-Japanese trade and the yen/dollar real exchange rate,"
Japan and the World Economy,
Elsevier, vol. 15(3), pages 307-330, August.
[Downloadable!] (restricted)
Cited by:
- Yoko Oguro & Kyoji Fukao & Yougesh Khatri, 2008.
"Trade Sensitivity to Exchange Rates in the Context of Intra-Industry Trade,"
IMF Working Papers
08/134, International Monetary Fund.
[Downloadable!]
- Mohsen Bahmani-Oskooee & Artatrana Ratha, 2004.
"The J-Curve: a literature review,"
Applied Economics,
Taylor and Francis Journals, vol. 36(13), pages 1377-1398, July.
[Downloadable!] (restricted)
- Breuer, Janice Boucher & McNown, Robert & Wallace, Myles, 2002.
" Series-Specific Unit Root Tests with Panel Data,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 64(5), pages 527-46, December.
[Downloadable!] (restricted)
Cited by:
- António Afonso & Christophe Rault, 2008.
"What do we really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: - Koedijk, C.G. & Tims, B. & Dijk, M.A. van, 2004.
"Purchasing Power Parity and the Euro Area,"
Research Paper
ERS-2004-025-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
- António Afonso & Christophe Rault, 2008.
"3-Step Analysis of Public Finances Sustainability: the Case of the European Union,"
Working Papers
hal-00322086_v1, HAL.
[Downloadable!]
Other versions:- António Afonso & Christophe Rault, 2008.
"3-Step Analysis of Public Finances Sustainability: the Case of the European Union,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- António Afonso & Christophe Rault, 2008.
"3-step analysis of public finances sustainability - the case of the European Union,"
Working Paper Series
908, European Central Bank.
[Downloadable!]
- António Afonso & Christophe Rault, 2008.
"3-Step Analysis of Public Finances Sustainability: the Case of the European Union,"
Working Papers
2008/35, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
[Downloadable!]
- António Afonso & Christophe Rault, 2007.
"What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic,"
Working Papers
2007/20, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
[Downloadable!]
- Yin-wong Cheung & Antonio Garcia-Pascual, 2004.
"Testing for Output Convergence: A Re-examination,"
Working Papers
052004, Hong Kong Institute for Monetary Research.
[Downloadable!]
Other versions:- Cheung, Yin-Wong & Pascual, Antonio Garcia, 2000.
"Testing for Output Convergence: A Re-Examination,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Yin-Wong Cheung & Antonio Garcia Pascual, 2004.
"Testing for output convergence: a re-examination,"
Oxford Economic Papers,
Oxford University Press, vol. 56(1), pages 45-63, January.
- Alina M. Spiru, 2008.
"Inflation Convergence In Central And Eastern European Economies,"
Romanian Economic Business Review,
Romanian-American University, vol. 3(4), pages 14-34, Winter.
[Downloadable!]
- Mark J. Holmes, 2004.
"Current Account Deficits In The Transition Economies,"
Prague Economic Papers,
University of Economics, Prague, vol. 2004(4), pages 347-358.
[Downloadable!] (restricted)
- Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi & Lau, Evan, 2005.
"Real Financial Integration among the East Asian Economies: A SURADF Panel Approach,"
MPRA Paper
2021, University Library of Munich, Germany, revised Feb 2007.
[Downloadable!]
- Haluk Erlat, .
"Persistence in Turkish Real Exchange Rates: Panel Approaches,"
FIW Working Paper series
029, FIW.
[Downloadable!]
- Tuck Cheong Tang & Evan Lau, 2008.
"An Empirical Investigation On The Sustainability Of Balancing Item Of Balance Of Payment Accounts For Oic Member Countries,"
Monash Economics Working Papers
31/08, Monash University, Department of Economics.
[Downloadable!]
- Jorg Breitung & Gianluca Cubadda, 2009.
"Testing for cointegration in high-dimensional systems,"
CEIS Research Paper
148, Tor Vergata University, CEIS, revised 30 Sep 2009.
[Downloadable!]
- Baharumshah, Ahmad Zubaidi & Chan, Tze-Haw & Masih, A. Mansur A. & Lau, Evan, 2007.
"Financial Integration of East Asian Economies: Evidence from Real Interest Parity,"
MPRA Paper
2210, University Library of Munich, Germany, revised 04 Jun 2007.
[Downloadable!]
- Fischer, Christoph, 2004.
"PPP : a Disaggregated View,"
Discussion Paper Series 1: Economic Studies
2004,07, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Other versions: - Jönsson, Kristian, 2003.
"Cross-sectional dependency and size distortion in a small-sample homogeneous panel-data unit root test,"
Working Papers
2003:10, Lund University, Department of Economics.
Other versions: - Bentzen, Jan & Madsen, Erik Strøjer & Smith, Valdemar & Dilling-Hansen, Mogens, 2004.
"Persistence in Corporate Performance? - Empirical Evidence from Panel Unit Root Tests,"
Working Papers
04-15, University of Aarhus, Aarhus School of Business, Department of Economics.
[Downloadable!]
Other versions: - Evan Lau & Ahmad Zubaidi Baharumshah, 2005.
"Assessing The Mean Reversion Behavior Of Fiscal Policy: The Case Of Asian Countries,"
Macroeconomics
0504002, EconWPA.
[Downloadable!]
- Alina Spiru, 2007.
"Inflation convergence in the new EU member states,"
Working Papers
005221, Lancaster University Management School, Economics Department.
[Downloadable!]
- Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006.
"The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp135, IIIS.
[Downloadable!]
Other versions:
- Breuer, Janice Boucher & McNown, Robert & Wallace, Myles S, 2001.
"Misleading Inferences from Panel Unit-Root Tests with an Illustration from Purchasing Power Parity,"
Review of International Economics,
Blackwell Publishing, vol. 9(3), pages 482-93, August.
[Downloadable!] (restricted)
Cited by:
- Ibrahim Chowdhury, 2004.
"Purchasing Power Parity and the Real Exchange Rate in Bangladesh: A Nonlinear Analysis,"
Working Paper Series in Economics
14, University of Cologne, Department of Economics.
[Downloadable!]
- Ebru Guven Solakoglu & Barry K. Goodwin, 2005.
"The effects of railroad development on price convergence among the states of the USA from 1866 to 1906,"
Applied Economics,
Taylor and Francis Journals, vol. 37(15), pages 1747-1761, August.
[Downloadable!] (restricted)
- Haluk Erlat, .
"Persistence in Turkish Real Exchange Rates: Panel Approaches,"
FIW Working Paper series
029, FIW.
[Downloadable!]
- Baharumshah, Ahmad Zubaidi & Chan, Tze-Haw & Masih, A. Mansur A. & Lau, Evan, 2007.
"Financial Integration of East Asian Economies: Evidence from Real Interest Parity,"
MPRA Paper
2210, University Library of Munich, Germany, revised 04 Jun 2007.
[Downloadable!]
- Fischer, Christoph, 2004.
"PPP : a Disaggregated View,"
Discussion Paper Series 1: Economic Studies
2004,07, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Other versions: - Martin O'Brien, 2007.
"Real Interest Parity in the EU and the Consequences for Euro Area Membership: Panel Data Evidence, 1979-2005,"
Papers
WP183, Economic and Social Research Institute (ESRI).
[Downloadable!]
- Bentzen, Jan & Madsen, Erik Strøjer & Smith, Valdemar & Dilling-Hansen, Mogens, 2004.
"Persistence in Corporate Performance? - Empirical Evidence from Panel Unit Root Tests,"
Working Papers
04-15, University of Aarhus, Aarhus School of Business, Department of Economics.
[Downloadable!]
Other versions: - Christoph Hanck, 2009.
"For which countries did PPP hold? A multiple testing approach,"
Empirical Economics,
Springer, vol. 37(1), pages 93-103, September.
[Downloadable!] (restricted)
- Eberhardt, Markus & Teal, Francis, 2009.
"Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics,"
MPRA Paper
15813, University Library of Munich, Germany.
[Downloadable!]
- Evan Lau & Ahmad Zubaidi Baharumshah, 2005.
"Assessing The Mean Reversion Behavior Of Fiscal Policy: The Case Of Asian Countries,"
Macroeconomics
0504002, EconWPA.
[Downloadable!]
- Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006.
"The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp135, IIIS.
[Downloadable!]
Other versions:
- Breuer, Janice Boucher, 2000.
"Term Effects and the Time-Varying Risk Premium in Tests of Forward Foreign Exchange Rate Unbiasedness,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 5(3), pages 211-20, July.
[Downloadable!] (restricted)
Cited by:
- Jeffrey Frankel & Jumana Poonawala, 2006.
"The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies,"
NBER Working Papers
12496, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
- Breuer, Janice Boucher & Wohar, Mark E, 1996.
"The Road Less Travelled: Institutional Aspects of Data and Their Influence on Empirical Estimates with an Application to Tests of Forward Rate Unbiasedness,"
Economic Journal,
Royal Economic Society, vol. 106(434), pages 26-38, January.
[Downloadable!] (restricted)
Cited by:
- Nelson C. Mark & Yangru Wu, 1996.
"Risk, Policy Rules, and Noise: Rethinking Deviations From Uncovered Interest Parity,"
Working Papers
014, Ohio State University, Department of Economics.
[Downloadable!]
Other versions: - Landon, Stuart & Smith, Constance, 1999.
"The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate,"
MPRA Paper
9775, University Library of Munich, Germany.
[Downloadable!]
Other versions: - Nelson Mark & Yangru Wu, 1998.
"Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise,"
Working Papers
98-05, Ohio State University, Department of Economics.
[Downloadable!]
Other versions: - Jeffrey Frankel & Jumana Poonawala, 2006.
"The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies,"
NBER Working Papers
12496, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
- Alston Flynn, N. & Boucher, Janice L., 1993.
"Tests of long-run Purchasing Power Parity using alternative methodologies,"
Journal of Macroeconomics,
Elsevier, vol. 15(1), pages 109-122.
[Downloadable!] (restricted)
Cited by:
- Paul Cashin & Luis Felipe Céspedes & Ratna Sahay, 2003.
"Commodity Currencies and the Real Exchange Rate,"
Working Papers Central Bank of Chile
236, Central Bank of Chile.
[Downloadable!]
Other versions: - Apostolos Serletis, 1994.
"Maximum likelihood cointegration tests of purchasing power parity: Evidence from seventeen OECD countries,"
Review of World Economics (Weltwirtschaftliches Archiv),
Springer, vol. 130(3), pages 476-493, September.
[Downloadable!] (restricted)
- Chang, Yoosoon & Sickles, Robin & Song, Wonho, 2001.
"Bootstrapping Unit Root Tests with Covariates,"
Working Papers
2001-07, Rice University, Department of Economics.
[Downloadable!]
- Kocenda, Evzen, 2000.
"Detecting Structural Breaks in Exchange Rates in Transition Economies,"
CEPR Discussion Papers
2546, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Michael Dueker & Apostolos Serletis, 2000.
"Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks,"
Working Papers
2000-016, Federal Reserve Bank of St. Louis.
[Downloadable!]
- Amalia Morales Zumaquero, 2002.
"Purchasing Power Parity By sectors From Selected European Countries: Cointegration and Structural Breaks,"
International Economic Journal,
Korean International Economic Association, vol. 16(4), pages 107-119, December.
[Downloadable!] (restricted)
- A. Mansur M. Masih & Rumi Masih, 2004.
"Fractional cointegration, low frequency dynamics and long-run purchasing power parity: an analysis of the Australian dollar over its recent float,"
Applied Economics,
Taylor and Francis Journals, vol. 36(6), pages 593-605, April.
[Downloadable!] (restricted)
- Heejoon Kang, 1999.
"The Applied Cointegration Analysis for the Open Economy: A Critical Review,"
Open Economies Review,
Springer, vol. 10(3), pages 325-346, July.
[Downloadable!] (restricted)
- Paresh Kumar Narayan, 2005.
"New evidence on purchasing power parity from 17 OECD countries,"
Applied Economics,
Taylor and Francis Journals, vol. 37(9), pages 1063-1071, May.
[Downloadable!] (restricted)
- Evzen Kocenda, 2001.
"Detecting Structural Breaks: Exchange Rates in Transition Economies,"
Development and Comp Systems
0012009, EconWPA.
[Downloadable!]
- Razzaque H. Bhatti, 1997.
"Do Expectations Play Any Role in Determining Pak Rupee Exchange Rates?,"
The Pakistan Development Review,
Pakistan Institute of Development Economics, vol. 36(3), pages 263-273.
[Downloadable!]
- Engert, Walter & Hendry, Scott, 1998.
"Forecasting Inflation with the M1-VECM: Part Two,"
Working Papers
98-6, Bank of Canada.
[Downloadable!]
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