[go: up one dir, main page]

create a website
The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests. (2003). Chortareas, Georgios ; Kapetanios, George.
In: Working Papers.
RePEc:qmw:qmwecw:484.

Full description at Econpapers || Download paper

Cited: 7

Citations received by this document

Cites: 44

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Testing diffusion processes for non-stationarity. (2009). Taqqu, Murad ; Hamrick, Jeff.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:69:y:2009:i:3:p:509-551.

    Full description at Econpapers || Download paper

  2. Are shocks to real effective exchange rates permanent or transitory? Evidence from Pacific Island countries. (2008). Narayan, Paresh ; Prasad, Biman Chand.
    In: Applied Economics.
    RePEc:taf:applec:v:40:y:2008:i:8:p:1053-1060.

    Full description at Econpapers || Download paper

  3. Monetary exchange rate model: supportive evidence from nonlinear testing procedures. (2008). Liew, Venus ; Habibullah, Muzafar Shah ; Baharumshah, Ahmad Zubaidi ; Midi, Habshah.
    In: MPRA Paper.
    RePEc:pra:mprapa:7293.

    Full description at Econpapers || Download paper

  4. Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies. (2006). Sarantis, Nick .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:6:y:2006:i:7:p:1-14.

    Full description at Econpapers || Download paper

  5. Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies. (2006). cerrato, mario ; Sarantis, Nick .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-06f30004.

    Full description at Econpapers || Download paper

  6. New evidence on purchasing power parity from 17 OECD countries. (2005). Narayan, Paresh.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:9:p:1063-1071.

    Full description at Econpapers || Download paper

  7. The Validity of Purchasing Power Parity Hypothesis for Eleven Middle Eastern Countries. (2005). Narayan, Paresh ; Prasad, Biman Chand.
    In: Review of Middle East Economics and Finance.
    RePEc:bpj:rmeecf:v:3:y:2005:i:2:n:3.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Banerjee, A., R. L. Lumsdaine, and J. H. Stock, (1992), “Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypothesis,” Journal of Business and Economics Statistics, Vol. 10, pp. 271-287.

  2. Baum, C. F., J. T. Barkoulas, and M. Caglayan, (2001), “Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era,” Journal of International Money and Finance, Vol. 20, pp. 379-399.

  3. Blake, A.P. and G. Kapetanios, (2001),“Pure Signi…cance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives”, Forthcoming in Journal of Time Series Analysis.
    Paper not yet in RePEc: Add citation now
  4. Boucher Breuer, J., (1994), “An Assessment of the Evidence on Purchasing Power Parity,” in J. Williamson (ed.) Estimating Equilibrium Exchange Rates, Institute for International Economics, Washington, DC, pp. 245-277.
    Paper not yet in RePEc: Add citation now
  5. Ceglowski, J., (1996), “The Real Yen Exchange Rate and Japanese Productivity Growth,” Review of International Economics, Vol. 4, No. 1, pp. 54-63.

  6. Chari, V.V, P. J. Kehoe, and E. R. McGrattan, (2000), “Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?” Federal Reserve Bank of Minneapolis Sta Report, No. 277, August.

  7. Cheung, Y. W. and K. S. Lai, (1998), “Parity Reversion in Real Exchange Rates During the Post-Bretton Woods Period,” Journal of International Money and Finance, Vol. 17, pp. 597-614.

  8. Cheung, Y. W. and K. S. Lai, (2001), “Long Memory and Nonlinear Mean Reversion in Japanese Yen-Based Real Exchange Rates,” Journal of International Money and Finance, Vol. 20, pp. 115-132.

  9. Chortareas, G. E. and R. L. Driver, (2001), “PPP and the Real Exchange Rate-Real Interest Rate Dierential Puzzle Revisited: Evidence from Nonstationary Panel Data,” Bank of England Working Paper Series, No. 138, June.

  10. Chortareas, G., G. Kapetanios and Y. Shin, (2002),“Nonlinear Mean Reversion in Real Exchange Rates”, Forthcoming in Economics Letters.

  11. Davies, R.B. (1977), “Hypothesis Testing When a Nuisance Parameter is Present Under the Alternative,” Biometrika, 64, 247-254.
    Paper not yet in RePEc: Add citation now
  12. Davies, R.B. (1987), “Hypothesis Testing When a Nuisance Parameter is Present Under the Alternative,” Biometrika, 74, 33-43.
    Paper not yet in RePEc: Add citation now
  13. Dornbusch, R., (1976), “Expectations and Exchange Rate Dynamics,” Journal of Political Economy, vol. 84, pp. 1161-1176.

  14. Dumas, B. (1992), “Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World,” The Review of Financial Studies, Vol. 5, pp. 153-180.

  15. Elliott, G., T. J. Rotenberg, J, H. Stock, (1996), “Ecient Tests for an Autoregressive Unit Root,” Econometrica, Vol. 64, 813-836.
    Paper not yet in RePEc: Add citation now
  16. Frankel, J. A. and A. K. Rose, (1996), “A Panel Project on Purchasing Power parity: Mean Reversion Within and Between Countries,” Journal of International Economics, Vol. 40, pp. 209-224.

  17. Froot, K. and K. Rogo, (1995), “Perspectives on PPP and Long-Run Real Exchange Rates,” In G. Grossman and K. Rogo (eds.), The Handbook of International Economics, Vol 3. Amsterdam: Elsevier Press, pp. 1647-1688.
    Paper not yet in RePEc: Add citation now
  18. Hicks, J.R. (1950), A Contribution to the Theory of the Trade Cycle. Oxford University Press: Oxford.
    Paper not yet in RePEc: Add citation now
  19. Ito, T., P. Isard, and S. Symansky, (1999), “Economic Growth and Real Exchange Rates: An Overview of the Balassa-Samuelson Hypothesis in Asia,” in T. Ito and A. JKrueger (eds.), Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues, Chicago, The University of Chicago Press, pp. 109-130.

  20. Kapetanios, G., Y. Shin and A. Snell, (2001), “Testing for a Unit Root in the Nonlinear STAR Framework,” Forthcoming in Journal of Econometrics.
    Paper not yet in RePEc: Add citation now
  21. Kim, Y., (1990), “Purchasing Power Parity in the LongRun: A Cointegration Approach,” Journal of Money Credit and Banking, Vol. 22, pp. 491-503.

  22. Koedijk, K. G., P. C. Schotman, and M. A. Van Dijk, (1998), “The ReEmergence of PPP in the 1990s,” Journal of International Money and Finance, Vol. 17, pp. 51-61.
    Paper not yet in RePEc: Add citation now
  23. Lothian , J. R., and M. P. Taylor, (1996), “Real Exchange Rate Behavior: the Recent Float from the Perspective of the Past Two Centuries,” Journal of Political Economy, Vol 104, pp. 488-509.

  24. Lucas, R., (1982), “Interest Rates and Currency Prices in a TwoCountry World,” Journal of Monetary Economics, Vol. 10, pp. 335-359.

  25. MacDonald, R., (1996), “Panel Unit Roor Tests and Real Exchange Rates,” Economics Letters, Vol. 50, pp. 7-11.
    Paper not yet in RePEc: Add citation now
  26. Mark, N. C., (2001), International Macroeconomics and Finance, Blackwell Publishers.
    Paper not yet in RePEc: Add citation now
  27. Marston, R. C., (1987) “Real Exchange Rates and Productivity Growth in the United States and Japan,” in S. V. Arndt and J.D. Richardson, eds., Real-Financial Linkages among Open Economies (Cambridge, MA: MIT Press), pp. 71-96.

  28. Michael, P., R.A. Nobay and D.A. Peel (1997), “Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: an Empirical Investigation, ” Journal of Political Economy, 105, 862-879.

  29. Mussa, M., (1986), “Nominal Exchnage Rate Regimes and the Behavior of REal Exchange Rates: Evidence and Implications,” in K. Brunner and A. Meltzer, (eds.), Carnegie-Rochetser Series on Public Policy, Vol. 25, pp. 117-214.

  30. O’Connell, P.G.J., (1998), “The Overvaluation of Purchasing Power Parity, ”, Journal of International Economics, Vol 44, pp. 1-19.
    Paper not yet in RePEc: Add citation now
  31. Obstfeld , M., (1993), “Model Trending Real Exchange Rates,” University of California at Berkeley Center for International and Development Economics Research Working Paper, C93-011.

  32. Oh, K.-Y., (1996), “Purchasing Power Parity and Unit Root Tests Using Panel Data,” Journal of International Money and Finance, Vol 15, pp. 405-418.

  33. Papell, D. H. and H. Theodoridis, (1998), “Increasing Evidence of Pourchasing Power Parioty over the Current Float,” Journal of International Money and Finance, Vol. 17, pp. 41-50.

  34. Papell, D. H., (1997), “Searching for Stationarity: Purchasing Power Parity under the Current Float,” Journal of International Economics, Vol 43, pp. 313-332.

  35. Park, H. J. and W. A. Fuller, (1995), “Alternative Estimators and Unit Root Tests for the Autoregressive Process,” Journal of Time Series Analysis, Vol. 16, pp. 415-429.

  36. Perron, P. (1990a), “Testing for a Unit Root in a Time Series with a Changing Mean,” Journal of Business and Economics Statistics, Vol. 8, pp. 153-162.

  37. Perron, P. and T. Vogelsang, (1992), “Nonstationarity and Level Shifts with an Application to Purchasing Power Parity,” Journal of Business and Economics Statistics, Vol. 10, pp. 301-320.

  38. Phylaktis, K. and Y. Kassimatis, (1994), “Does the Real Exchange Rate Follow a Random Walk? The Paci…c Basin Perspective,” Journal of International Money and Finance, Vol. 13, pp. 476-495.

  39. Rogo, K., (1996), “The Purchasing Power Parity Puzzle,” Journal of Economic Literature, Vol. XXXIV, pp. 647-668.
    Paper not yet in RePEc: Add citation now
  40. Sarantis, N., (1999), “Modeling Nonlinearities in Real Eective Exchange Rates,” Journal of International Money and Finance, Vol. 18, pp. 27-45.
    Paper not yet in RePEc: Add citation now
  41. Sercu, P., R. Uppal and C. Van Hulle (1995), “The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity,” Journal of Finance, 50, 1309-1319.

  42. Taylor, A. M., (2001), “Potential Pitfalls for the Purchasing-PowerParity Puzzle? Sampling and Speci…cation Biases in Mean-Reversion Tests of the Law of One Price,” Econometrica, Vol. 69 No. 2, pp. 473498.

  43. Uppal, R. (1993), “A General Equilibrium Model of International Portfolio Choice,” Journal of Finance, Vol. 48, pp. 529-553.

  44. Wu, Y., (1996), “Are Real Exchange Rates Nonstationary? Evidence from Panel-Data Tests,” Journal of Money Credit and Banking, Vol. 28, pp. 54-63.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Agricultural Growth in West Bengal (1949-50 to 2009-10): Evidence from Multiple Trend Break Unit Root Test. (2015). Kundu, Soumitra .
    In: Indian Journal of Agricultural Economics.
    RePEc:ags:inijae:229974.

    Full description at Econpapers || Download paper

  2. Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models. (2006). Harvie, Charles ; Pahlavani, Mosayeb .
    In: Economics Working Papers.
    RePEc:uow:depec1:wp06-09.

    Full description at Econpapers || Download paper

  3. Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L. (2006). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cuado, Juncal .
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0106.

    Full description at Econpapers || Download paper

  4. Learning, structural instability and present value calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:529.

    Full description at Econpapers || Download paper

  5. Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective. (2006). Spanos, Aris ; Heracleous, Maria .
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:493.

    Full description at Econpapers || Download paper

  6. Bayesian simultaneous determination of structural breaks and lag lengths. (2006). Karlsson, Sune ; Hultblad, Brigitta .
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0630.

    Full description at Econpapers || Download paper

  7. Learning, Structural Instability and Present Value Calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0602.

    Full description at Econpapers || Download paper

  8. BAD Taxation: Disintermediation and Illiquidity in a Bank Account Debits Tax Model. (2005). Albuquerque, Pedro.
    In: Public Economics.
    RePEc:wpa:wuwppe:0511019.

    Full description at Econpapers || Download paper

  9. Canaries and Vultures: A Quantitative History of Monetary Mismanagement in Brazil. (2005). Albuquerque, Pedro ; Gouvea, Solange .
    In: Development and Comp Systems.
    RePEc:wpa:wuwpdc:0511027.

    Full description at Econpapers || Download paper

  10. Savings, Investment, Foreign Inflows and Economic Growth of the Indian Economy 1950-2001. (2005). Wilson, E. J. ; Verma, R..
    In: Economics Working Papers.
    RePEc:uow:depec1:wp05-23.

    Full description at Econpapers || Download paper

  11. Structural Changes in the Middle East Stock Markets: The case of Israel and Arab Countries. (2005). Wilson, E. J. ; Marashdeh, Hazem.
    In: Economics Working Papers.
    RePEc:uow:depec1:wp05-22.

    Full description at Econpapers || Download paper

  12. Structural Change and the Order of Integration in Univariate Time Series. (2005). Gil-Alana, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp2005.

    Full description at Econpapers || Download paper

  13. New evidence on purchasing power parity from 17 OECD countries. (2005). Narayan, Paresh.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:9:p:1063-1071.

    Full description at Econpapers || Download paper

  14. Volatility in an Era of Reduced Uncertainty: Lessons from Pax Britannica. (2005). Weidenmier, Marc ; Burdekin, Richard ; Brown, Willaim O..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11319.

    Full description at Econpapers || Download paper

  15. The Equity Premium: 101 years of Empirical Evidence from the UK. (2005). Vivian, Andrew.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:92.

    Full description at Econpapers || Download paper

  16. Dickey-Fuller Type of Tests against Nonlinear Dynamic Models. (2005). He, Changli ; Sandberg, Rickard.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0580.

    Full description at Econpapers || Download paper

  17. Are US macroeconomic series difference stationary or trend-break stationary?. (2004). Sen, Amit .
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:18:p:2025-2029.

    Full description at Econpapers || Download paper

  18. Trend breaks and the fisher hypothesis in canada and the United States. (2004). Atkins, Frank ; Chan, Milanda.
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:17:p:1907-1913.

    Full description at Econpapers || Download paper

  19. How Do Banks Set Interest Rates?. (2004). Gambacorta, Leonardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10295.

    Full description at Econpapers || Download paper

  20. Modified Tests for a Change in Persistence. (2004). Taylor, Robert ; Leybourne, Stephen ; Harvey, David.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:64.

    Full description at Econpapers || Download paper

  21. A range unit root test. (2004). Escribano, Alvaro ; Garcia, Ana ; Aparicio, Felipe M..
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws041104.

    Full description at Econpapers || Download paper

  22. Unit roots in macroeconomic time series: theory, implications, and evidence. (2004). Libanio, Gilberto.
    In: Textos para Discussão Cedeplar-UFMG.
    RePEc:cdp:texdis:td228.

    Full description at Econpapers || Download paper

  23. EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST. (2003). Leybourne, Stephen ; Kim, Tae-Hwan ; Newbold, Paul.
    In: Econometrics.
    RePEc:wpa:wuwpem:0311007.

    Full description at Econpapers || Download paper

  24. Analysing the effects of labour standards on US export performance. A time series approach with structural change. (2003). Samy, Yiagadeesen ; Rodríguez, Gabriel ; Rodriguez, Gabriel.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:9:p:1043-1051.

    Full description at Econpapers || Download paper

  25. Modelling the linkages between US and Latin American stock markets. (2003). Sosvilla-Rivero, Simon.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:12:p:1423-1434.

    Full description at Econpapers || Download paper

  26. Range unit root tests. (2003). Escribano, Alvaro ; Garcia, Ana ; Aparicio, Felipe M..
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws031126.

    Full description at Econpapers || Download paper

  27. Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables. (2003). Panigo, Demian ; Carrera, Jorge ; Feliz, Mariano.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:6:y:2003:n:2:p:221-246.

    Full description at Econpapers || Download paper

  28. The Canadian Phillips Curve and Regime Shifting. (2003). Demers, Frederick.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-32.

    Full description at Econpapers || Download paper

  29. How Government Bond Prices Reflect Wartime Events. The Case of the Stockholm Market.. (2002). Waldenström, Daniel ; Frey, Bruno.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0489.

    Full description at Econpapers || Download paper

  30. Complete or Partial Inflation Convergence in the EU?. (2002). Zumaquero, Amalia Morales ; Amian, Consuelo Gamez.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2002_09.

    Full description at Econpapers || Download paper

  31. Structural Breaks and Unit Roots: A Further Test of the Sustainability of the Indian Fiscal Deficit. (2001). Sharma, Anurag ; Jha, Raghbendra.
    In: ASARC Working Papers.
    RePEc:pas:asarcc:2001-08.

    Full description at Econpapers || Download paper

  32. Fixed versus Flexible: Lessons from EMS Order Flow. (2001). Moore, Michael ; Lyons, Richard ; Killeen, William P..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8491.

    Full description at Econpapers || Download paper

  33. Do Oil Price Shocks Matter? Evidence For Some Europesan Countries. (2001). Pérez de Gracia, Fernando ; Cuñado, Juncal ; Fernando Pérez de Gracia, ; Juncal Cuñado, .
    In: Working Papers on International Economics and Finance.
    RePEc:fda:fdadef:01-02.

    Full description at Econpapers || Download paper

  34. Asymmetric unit root tests in the presence of structural breaks under the null. (2001). Cook, Steven.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-01c10002.

    Full description at Econpapers || Download paper

  35. The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity. (2001). Hansen, Bruce.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:15:y:2001:i:4:p:117-128.

    Full description at Econpapers || Download paper

  36. Switching regime models in the Spanish inter-bank market. (2000). Beyaert, Arielle.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:6:y:2000:i:2:p:93-112.

    Full description at Econpapers || Download paper

  37. Real exchange rate behaviour: evidence from black markets. (2000). Luintel, Kul.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:2:p:161-185.

    Full description at Econpapers || Download paper

  38. Strong Rules for Detecting the Number of Breaks in a Time Series. (2000). Corradi, Valentina ; Altissimo, Filippo .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0574.

    Full description at Econpapers || Download paper

  39. Testing for Structural Breaks in the Evaluation of Programs. (1999). Piehl, Anne ; AnthonyA. Braga, ; Cooper, Suzanne J. ; Kennedy, David M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7226.

    Full description at Econpapers || Download paper

  40. Is hysteresis important for U.S. unemployment?. (1999). Roberts, John ; Morin, Norman J..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-56.

    Full description at Econpapers || Download paper

  41. Wars and Markets: How Bond Values Reflect World War II. (1999). Frey, Bruno ; Kucher, Marcel .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_221.

    Full description at Econpapers || Download paper

  42. Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks. (1998). Papell, David ; Ben-David, Dan ; Lumsdaine, Robin L..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6397.

    Full description at Econpapers || Download paper

  43. The Uncertain Trend in U.S. GDP. (1998). Nelson, Charles ; Murray, Chris.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0074.

    Full description at Econpapers || Download paper

  44. Public Information and the Persistence of Bond Market Volatility. (1996). Lamont, Owen ; Jones, Charles M. ; Lumsdaine, Robin .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5446.

    Full description at Econpapers || Download paper

  45. Further Investigation of the Uncertain Unit Root in GNP. (1996). Cheung, Yin-Wong ; Chinn, Menzie.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0206.

    Full description at Econpapers || Download paper

  46. Are prices countercyclical? Evidence from East Asian countries. (1996). Kim, Yang-Woo.
    In: Review.
    RePEc:fip:fedlrv:y:1996:i:sep:p:69-82.

    Full description at Econpapers || Download paper

  47. Turning Points in the Civil War: Views from the Greenback Market. (1995). Rosen, Harvey ; Guinnane, Timothy ; Willard, Kristen L..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5381.

    Full description at Econpapers || Download paper

  48. The Great Wars, The Great Crash, and the Unit Root Hypothesis: Some New Evidence About an Old Stylized Fact. (1994). Papell, David ; Ben-David, Dan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4752.

    Full description at Econpapers || Download paper

  49. Asset prices in Chile: facts and fads.. (). Soto, Raimundo ; Morandé, Felipe ; Bergoeing, Raphael ; Morande, Felipe .
    In: ILADES-Georgetown University Working Papers.
    RePEc:ila:ilades:inv115.

    Full description at Econpapers || Download paper

  50. Existe alguna relación entre las tasas de desempleo y la estructura demográfica en España?. (). Begoña Eguía, ; Cruz Echevarría, .
    In: Studies on the Spanish Economy.
    RePEc:fda:fdaeee:11.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-19 06:01:45 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.