Author Archives: 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

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

The Public and Private Marginal Product of Capital

Lowe, M., C. Papageorgiou and F. Perez
Economica – 2019

14 de October de 2020Pub, PubFac, PubFacPerezF, PubfacSelected, PubfacSelectedPerezF, PubFeatured, Pubfield, PubfieldFeatured, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2019By coralio

Family Planning and Child Health Care: Effect of the Peruvian Programa de Salud Reproductiva y Planificación Familiar, 1996-2000

Battaglia, M., and N. Pallarés
Population and Development Review – 2020

14 de October de 2020Pub, PubFac, PubFacBattagliaM, Pubfield, PubfieldDevelopment, PubfieldLabor, Pubyear2020By coralio

Contests with Dominant Strategies

Beviá C., and L. Corchón
Economic Theory – 2019

14 de October de 2020Pub, PubFac, PubFacBeviaC, Pubfield, PubfieldTheory, Pubyear2019By coralio

Leverage effect in energy futures revisited

Carnero, M.A. and A. Perez
Energy Economics – 2019

14 de October de 2020Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubSelected, Pubyear2019By coralio

Estimating the Expected Shortfall of Cryptocurrencies: An Evaluation Based on Backtesting

Acereda, B., León, A. and Mora, J
Finance Research Letters – 2020

14 de October de 2020Pub, PubFac, PubfacLeonA, PubFacMoraJ, Pubfield, Pubyear2020By coralio

Heterogeneous Vertical Tax Externalities and Macroeconomic Effects of Federal Tax Changes: The Role of Fiscal Advantage

Perez-Sebastian F., O. Raveh and Y.
Reingewertz
Journal of Urban Economics – 2019

14 de October de 2020Pub, PubFac, PubFacPerezF, Pubfield, PubfieldTheory, Pubyear2019By coralio