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Information about:
Arielle Beyaert

Personal Details | Affiliation | Works
This is information that was supplied by Arielle Beyaert in registering through RePEc. If you are Arielle Beyaert , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Arielle
Middle Name:
Last Name: Beyaert
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RePEc Short-ID: pbe437

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Homepage: http://webs.um.es/arielle
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Arielle Beyaert, 2004. "Fractional Output Convergence, with an Application to Nine Developed Countries," Econometric Society 2004 Australasian Meetings 280, Econometric Society. [Downloadable!]

Articles

  1. Arielle Beyaert & Juan Jose Perez-Castejon, 2009. "Markov-switching models, rational expectations and the term structure of interest rates," Applied Economics, Taylor and Francis Journals, vol. 41(3), pages 399-412. [Downloadable!] (restricted)

  2. Arielle Beyaert & Maximo Camacho, 2008. "TAR Panel Unit Root Tests and Real Convergence," Review of Development Economics, Blackwell Publishing, vol. 12(3), pages 668-681, 08. [Downloadable!] (restricted)

  3. Beyaert, Arielle & Garcia-Solanes, Jose & Perez-Castejon, Juan J., 2007. "Uncovered interest parity with switching regimes," Economic Modelling, Elsevier, vol. 24(2), pages 189-202, March. [Downloadable!] (restricted)

  4. Beyaert, Arielle & Quesada Medina, Alfonso J., 2001. "Computation of the Beveridge-Nelson decomposition in the case of cointegrated systems with I(0) variables," Economics Letters, Elsevier, vol. 72(3), pages 283-289, September. [Downloadable!] (restricted)

  5. Arielle Beyaert, Juan J. P rez-Castej, 2000. "Switching regime models in the Spanish inter-bank market," European Journal of Finance, Taylor and Francis Journals, vol. 6(2), pages 93-112, June. [Downloadable!] (restricted)

  6. Albentosa, Maria Asuncion Prats & Beyaert, Arielle, 1998. "Testing the Expectations Theory in a Market of Short-Term Financial Assets," Applied Financial Economics, Taylor and Francis Journals, vol. 8(2), pages 101-09, April. [Downloadable!] (restricted)

  7. María del Mar Sánchez de la Vega & Arielle Beyaert, 1994. "Los contrastes de raiz unitaria: una panorámica," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 1, pages 109-154, Junio. [Downloadable!] (restricted)

  8. Maria del Mar Sanchez de la Vega & Arielle Beyaert, 1994. "Los contrastes de raíz unitaria con cambio estructural: una panorámica," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 2, pages 107-143, Diciembre. [Downloadable!] (restricted)

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. No paper was announced in a field specific NEP report
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This page was last updated on 2009-10-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.