Category Archives: Pub

Migration and co-residence choices : Evidence from Mexico

Bertoli, S. and E. Murard
Journal of Development Economics – 2019

14 de October de 2020Pub, PubFac, PubfacMurardE, PubfacSelected, PubfacSelectedMurardE, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2019By coralio

On the Joint Consumption and Labour Supply Effects of Migration on those Left Behind

Murard, E.
The Journal of Development Studies – 2019

14 de October de 2020Pub, PubFac, PubfacMurardE, PubfacSelected, PubfacSelectedMurardE, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2019By 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

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

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

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

Flexible Distribution Functions, Higher Order Preferences and Optimal Portfolio Allocations

Ñiguez T.M., Paya, I., Peel, D. and J. Perote
Quantitative Finance – 2019

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2019By coralio

Using market expectations to test for speculative bubbles in the crude oil market

Pavlidis E., Paya I. and D. Peel
Journal of Money, Credit and Banking – 2018

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2018By coralio

A nonlinear analysis of the real exchange rate-consumption relationship

Pavlidis E., Paya I. and D. Peel
Macroeconomic Dynamics, – 2018

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2018By coralio

Testing for speculative bubbles using spot and forward prices

Pavlidis E., Paya I. and D. Peel
International Economic Review – 2017

14 de October de 2020Pub, PubFac, PubfacPayaI, PubfacSelected, PubfacSelectedPayaI, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubfieldFeaturedMacro, PubfieldMacro, PubSelected, Pubyear2017By coralio