Citations for "Regime (non)stationarity in the US/UK real exchange rate"
by Kanas, Angelos & Genius, Margarita
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- HOLMES, Mark J, 2008.
"Non-Linear Trend Stationarity And Co-Trending In Latin American Real Exchange Rates,"
Applied Econometrics and International Development,
Euro-American Association of Economic Development, vol. 8(1), pages 107-118.
- Chen, Shyh-Wei & Lin, Shih-Mo, 2014.
"Non-linear dynamics in international resource markets: Evidence from regime switching approach,"
Research in International Business and Finance,
Elsevier, vol. 30(C), pages 233-247.
- repec:ebl:ecbull:v:3:y:2008:i:11:p:1-11 is not listed on IDEAS
- R. Kruse & M. Frömmel & L. Menkhoff & P. Sibbertsen, 2010.
"What do we know about real exchange rate nonlinearities?,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
10/667, Ghent University, Faculty of Economics and Business Administration.
- Marcos José Dal Bianco, 2008.
"Argentinean real exchange rate 1900-2006, test purchasing power parity theory,"
Estudios de Economia,
University of Chile, Department of Economics, vol. 35(1 Year 20), pages 33-64, June.
- Lee, Hwa-Taek & Yoon, Gawon, 2007.
"Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange Rates,"
Economics Working Papers
2007,24, Christian-Albrechts-University of Kiel, Department of Economics.
- Sandy Suardi, 2010.
"Nonstationarity, cointegration and structural breaks in the Australian term structure of interest rates,"
Taylor & Francis Journals, vol. 42(22), pages 2865-2879.
- Kanas, Angelos, 2008.
"On real interest rate dynamics and regime switching,"
Journal of Banking & Finance,
Elsevier, vol. 32(10), pages 2089-2098, October.
- Mark Holmes, 2008.
"Real Exchange Rate Stationarity in Latin America and Relative Purchasing Power Parity: A Regime Switching Approach,"
Open Economies Review,
Springer, vol. 19(2), pages 261-275, April.
- Angelos Kanas, 2009.
"Real exchange rates and developing countries,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 14(3), pages 280-299.
- Robert Chambers & Margarita Genius & Vangelis Tzouvelekas, 2012.
"A Supply-Response Model Under Invariant Risk Preferences,"
1209, University of Crete, Department of Economics.
- Shyh-Wei Chen, 2008.
"Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries,"
AccessEcon, vol. 3(11), pages 1-11.
- Chambers, Robert G. & Tzouvelekas, Vangelis, 2013.
"Estimating population dynamics without population data,"
Journal of Environmental Economics and Management,
Elsevier, vol. 66(3), pages 510-522.
- Hwa-Taek Lee & Gawon Yoon, 2013.
"Does purchasing power parity hold sometimes? Regime switching in real exchange rates,"
Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
- Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008.
"Is the Great Moderation Ending? UK and US Evidence,"
0801, University of Nevada, Las Vegas , Department of Economics.
- Nikolaos Giannellis & Athanasios Papadopoulos, 2006.
"Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach,"
0717, University of Crete, Department of Economics.
- Chew Lian Chua & Sandy Suardi, 2005.
"Is There a Unit Root in East-Asian Short-Term Interest Rates?,"
Melbourne Institute Working Paper Series
wp2005n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Camacho, Maximo, 2011.
"Markov-switching models and the unit root hypothesis in real US GDP,"
Elsevier, vol. 112(2), pages 161-164, August.
- Kanas, Angelos, 2006.
"Purchasing Power Parity and Markov Regime Switching,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 38(6), pages 1669-1687, September.
- Emrah Çevik & Erdal Atukeren & Turhan Korkmaz, 2013.
"Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests,"
Springer, vol. 45(2), pages 675-695, October.
- Kuang-Liang Chang, 2012.
"Stock return predictability and stationarity of dividend yield,"
AccessEcon, vol. 32(1), pages 715-729.
- Angelos Kanas, 2009.
"Real exchange rate, stationarity, and economic fundamentals,"
Journal of Economics and Finance,
Springer, vol. 33(4), pages 393-409, October.
- Cevik, Emrah Ismail & Dibooglu, Sel, 2013.
"Persistence and non-linearity in US unemployment: A regime-switching approach,"
Elsevier, vol. 37(1), pages 61-68.
- Holmes, Mark J. & Maghrebi, Nabil, 2008.
"Is there a connection between monetary unification and real economic integration? Evidence from regime-switching stationarity tests,"
Journal of International Money and Finance,
Elsevier, vol. 27(6), pages 958-970, October.
- Gadea, Maria Dolores & Gracia, Ana Belen, 2009.
"European monetary integration and persistance of real exchange rates,"
Finance Research Letters,
Elsevier, vol. 6(4), pages 242-249, December.
- Lau, Chi Keung Marco & Chau, Frankie & Deesomsak, Rataporn, 2011.
"Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks,"
53602, University Library of Munich, Germany.