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An Econometric Evaluation of International Monetary Policy Rules: Fixed Versus Flexible Exchange Rates
Econometric Evaluation International Monetary Policy Rules
2015/8/4
An Econometric Evaluation of International Monetary Policy Rules: Fixed Versus Flexible Exchange Rates.
Return Predictability in the Treasury Market:Real Rates,Inflation,and Liquidity
Expectations Hypothesis Term Structure Real Interest Rate Risk Inflation Risk Inflation-Indexed Bonds
2015/4/24
Estimating the liquidity differential between inflation-indexed and nominal bond yields, we separately test for time-varying real rate risk premia, inflation risk premia, and liquidity premia in U.S. ...
Purchasing Power Parity Exchange Rates for the Global Poor
Purchasing Power Parity Exchange Rates Global Poor
2014/3/17
The global poverty count uses a common global poverty line, often referred to as the dollar-a-day line, currently $1.25 at 2005 international prices, whose construction and application depends on purc...
Exchange Rates and the Consumer Price Index in Nigeria: A Causality Approach
Consumer Price Index Official Exchange Rates
2011/6/1
This paper was motivated by the need to establish the impact of importation into Nigeria and its main objectives were to find out the significant relationships between the official and parallel exchan...
Wavelet Based Volatility Clustering Estimation of Foreign Exchange Rates
Time-Scale analysis Intermittency Nonlinearity and Chaos
2010/11/2
We have presented a novel technique of detecting intermittencies in a financial time series of the foreign exchange rate data of U.S.- Euro dollar( US/EUR) using a combination of both statistical and ...
Trade, development and converging growth rates
Trade Convergence Dynamic gains Uneven growth
2008/3/21
Within an endogenous growth framework, we examine dynamic gains from trade for
parametrically distinct countries. In the absence of international spillovers or factor
mobility, previous endogenous g...