Daily Archives: 14 de October de 2020

On the relationship between inflation persistence and temporal aggregation

Paya I., Duarte A. and K. Holden
Journal of Money, Credit and Banking – 2007

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2007By coralio

Linkages between Shanghai and Hong Kong stock indices

Paya I. and S. Zhang
Applied Financial Economics – 2009

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2009By coralio

Inflation dynamics in the U.S.: Global but not local mean reversion

Novay A., Paya I. and D. Peel
Journal of Money, Credit and Banking – 2010

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2010By coralio

The Forward Premium Puzzle in the interwar period and deviations from covered interest parity

Paya I., Peel D. and A. Spiru
Economics Letters – 2010

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2010By coralio

Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form

Pavlidis E., Paya I. and D. Peel
Studies
in Nonlinear Dynamics and Econometrics – 2010

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2010By coralio

Sampling of nonlinear models: Evidence on speed of adjustment in index futures markets

Paya I. and D. Peel
Journal of Futures Markets – 2011

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2011By coralio

Real exchange rates and time-varying trade costs

Pavlidis E., Paya I. and D. Peel
Journal of International Money and Finance – 2011

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2011By coralio

Forecast evaluation of nonlinear models: The case of long-span real exchange rates”

Pavlidis E., Paya I. and D. Peel
Journal of Forecasting – 2012

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2012By coralio

On the stability of CRRA utility under high degrees of uncertainty

Ñiguez T.M., Paya, I., Peel, D. and J. Perote
Economics Letters – 2012

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2012By coralio

Forecasting monetary policy rules in South Africa

Naraidoo R. and I. Paya
International Journal of Forecasting – 2012

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, Pubfield, PubfieldEconometrics, PubfieldMacro, PubSelected, Pubyear2012By coralio