NONLINEAR TIME SERIES II
Wednesday 28th August 2002,
09:30 - 11:00
Room: 4.10
Session Chair(s):
Marcelo C Medeiros, Pontifical Catholic University of Rio de Janeiro, BRAZIL
Category: Econometrics
THE PURCHASING POWER PARITY PUZZLE : DOES THE LSTAR OUTPERFORM THE RANDOM WALK ?
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Presenter(s): |
Melika Ben Salem, CRIEF and EUREQua, FRANCE and Marine Carrasco, University of Rochester, FRANCE |
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Co-Author(s): |
Frederique Bec, CREST-ENSAE, FRANCE and Marine Carrasco, University of Rochester, FRANCE |
OIL PRICES AND EXCHANGE RATES: NORWEGIAN EVIDENCE
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Presenter(s): |
Qaisar Farooq Akram, Norges Bank, NORWAY |
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Co-Author(s): |
none |
A FLEXIBLE COEFFICIENT SMOOTH TRANSITION TIME SERIES MODEL
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Presenter(s): |
Marcelo C Medeiros, Pontifical Catholic University of Rio de Janeiro, BRAZIL |
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Co-Author(s): |
Alvaro Veiga, Pontifical Catholic University of Rio de Janeiro, BRAZIL |
Total Papers in This session: 3
Session Ref: 0
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