Palgrave Handbook of Econometrics: Applied Econometrics

1072 The Econometrics of Exchange Rates takes the form: Bt= b b+θ EtBt+ 1 −(^1 −θ)b b+θ Et− 1 Bt+(^1 −θ)b b+θ Bt− 1. Forθ=1 we o ...

Efthymios G. Pavlidis, Ivan Paya and David A. Peel 1073 A regime switching behavior of the exchange rate can be attributed to f ...

1074 The Econometrics of Exchange Rates References Abadir, K. and G. Talmain (2006) Distilling co-movements from persistent macr ...

Efthymios G. Pavlidis, Ivan Paya and David A. Peel 1075 Beran, J. (1995) Maximum likelihood estimation of the differencing param ...

1076 The Econometrics of Exchange Rates Clark, T. and M. McCracken (2005) The power of tests of predictive ability in the presen ...

Efthymios G. Pavlidis, Ivan Paya and David A. Peel 1077 Engle, R. (1982) Autoregressive conditional heteroscedasticity with esti ...

1078 The Econometrics of Exchange Rates Granger, C. and R. Joyeux (1980) An introduction to long memory time series models and f ...

Efthymios G. Pavlidis, Ivan Paya and David A. Peel 1079 Kapetanios, G., Y. Shin and A. Snell (2003b) Testing for cointegration i ...

1080 The Econometrics of Exchange Rates MacDonald, R. (1993) Long-run purchasing power parity: is it for real?Review of Economic ...

Efthymios G. Pavlidis, Ivan Paya and David A. Peel 1081 Obstfeld, M. and A. Taylor (1997) Nonlinear aspects of goods-market arbi ...

1082 The Econometrics of Exchange Rates Pippenger, M. and G. Goering (1993) A note on the empirical power of unit root tests und ...

Efthymios G. Pavlidis, Ivan Paya and David A. Peel 1083 Storey, J. (2003) The positive false discovery rate: a Bayesian interpre ...

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Part VIII Growth/Development Econometrics ...

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23 The Econometrics of Convergence Steven N. Durlauf, Paul A. Johnson and Jonathan R.W. Temple Abstract The presence or absence ...

1088 The Econometrics of Convergence history, the opposite extremes of savage and civilised life. Such reflections tend to enlar ...

Steven Durlauf, Paul Johnson and Jonathan Temple 1089 of Summers and Heston (1988, 1991), has meant that it is now possible to s ...

1090 The Econometrics of Convergence technological progress, so thatAi,t=Ai,0egit, equation (23.1) may be rewritten as: logyi,t− ...

Steven Durlauf, Paul Johnson and Jonathan Temple 1091 23.2.2 Cross-country regressions andβ-convergence In order to translate th ...