Nonlinear Permanent -Temporary Decompositions in Macroeconomics and Finance
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- Richard H. Clarida & Mark P. Taylor, 2003. "Nonlinear Permanent - Temporary Decompositions in Macroeconomics and Finance," Economic Journal, Royal Economic Society, vol. 113(486), pages 125-139, March.
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Citations
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Cited by:
- Luciana Juvenal & Mark P. Taylor, 2007. "The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics," Money Macro and Finance (MMF) Research Group Conference 2006 80, Money Macro and Finance Research Group.
- Morley, James & Piger, Jeremy, 2008. "Trend/cycle decomposition of regime-switching processes," Journal of Econometrics, Elsevier, vol. 146(2), pages 220-226, October.
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"Threshold Adjustment of Deviations from the Law of One Price,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 12(3), pages 1-46, September.
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- Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006.
"The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates,"
The Journal of Business,
University of Chicago Press, vol. 79(3), pages 1193-1224, May.
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- repec:gam:jeners:v:9:y:2016:i:4:p:250:d:66824 is not listed on IDEAS
- Daiki Maki, 2008. "The Performance of Variance Ratio Unit Root Tests Under Nonlinear Stationary TAR and STAR Processes: Evidence from Monte Carlo Simulations and Applications," Computational Economics, Springer;Society for Computational Economics, vol. 31(1), pages 77-94, February.
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- Huiru Zhao & Haoran Zhao & Sen Guo & Fuqiang Li & Yuou Hu, 2016. "The Impact of Financial Crisis on Electricity Demand: A Case Study of North China," Energies, MDPI, Open Access Journal, vol. 9(4), pages 1-13, March.
- Hyeon-seung Huh & Hyun Lee & Namkyung Lee, 2009. "Nonlinear Phillips curve, NAIRU and monetary policy rules," Empirical Economics, Springer, vol. 37(1), pages 131-151, September.
- Kim, Chang-Jin, 2008. "Markov-switching and the Beveridge-Nelson decomposition: Has US output persistence changed since 1984?," Journal of Econometrics, Elsevier, vol. 146(2), pages 227-240, October.
- repec:eee:asieco:v:50:y:2017:i:c:p:62-72 is not listed on IDEAS
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This paper has been announced in the following NEP Reports:- NEP-ALL-2002-07-08 (All new papers)
- NEP-ETS-2002-07-08 (Econometric Time Series)
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