1

On European monetary integration and the persistence of real effective exchange rates

Year:
2011
Language:
english
File:
PDF, 169 KB
english, 2011
2

Testing for a break in persistence under long-range dependencies

Year:
2009
Language:
english
File:
PDF, 652 KB
english, 2009
4

Testing for a rational bubble under long memory

Year:
2012
Language:
english
File:
PDF, 224 KB
english, 2012
7

A new unit root test against ESTAR based on a class of modified statistics

Year:
2011
Language:
english
File:
PDF, 203 KB
english, 2011
9

Long memory and changing persistence

Year:
2012
Language:
english
File:
PDF, 271 KB
english, 2012
10

On tests for linearity against STAR models with deterministic trends

Year:
2012
Language:
english
File:
PDF, 197 KB
english, 2012
11

The power of unit root tests against nonlinear local alternatives

Year:
2012
Language:
english
File:
PDF, 1020 KB
english, 2012
13

When bubbles burst: econometric tests based on structural breaks

Year:
2013
Language:
english
File:
PDF, 291 KB
english, 2013
18

A modified test against spurious long memory

Year:
2015
Language:
english
File:
PDF, 356 KB
english, 2015
20

Interest rate convergence in the EMS prior to European Monetary Union

Year:
2015
Language:
english
File:
PDF, 762 KB
english, 2015
24

The Walking Debt Crisis

Year:
2017
Language:
english
File:
PDF, 916 KB
english, 2017
26

Bias-corrected estimation for speculative bubbles in stock prices

Year:
2018
Language:
english
File:
PDF, 589 KB
english, 2018