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Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks.

, and . Comput. Stat. Data Anal., 52 (11): 4998-5013 (2008)

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A mixed-game agent-based model for simulating financial contagion., , and . IEEE Congress on Evolutionary Computation, page 3421-3426. IEEE, (2008)Testing for contagion: a conditional correlation analysis, , and . Journal of Empirical Finance, 12 (3): 476--489 (June 2005)Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails, and . Economic Modelling, 13 (1): 1--14 (January 1996)Learning about monetary union: An analysis of bounded rational learning in European labor markets, , , and . Journal of Policy Modeling, 19 (5): 469--489 (October 1997)Coordination and price shocks: an empirical analysis, , , and . Economic Modelling, 18 (4): 569--584 (December 2001)Estimator Choice and Fisher's Paradox: A Monte Carlo Study, and . Econometric Reviews, 23 (1): 25--52 (2004)Nominal exchange rate regimes and the stochastic behavior of real variables, and . Journal of International Money and Finance, 14 (3): 395-415 (June 1995)available at http://ideas.repec.org/a/eee/jimfin/v14y1995i3p395-415.html.Testing for Causality-in-Variance: An Application to the East Asian Markets, , and . International Journal of Finance & Economics, 7 (3): 235-45 (July 2002)available at http://ideas.repec.org/a/ijf/ijfiec/v7y2002i3p235-45.html.Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns, , and . Journal of Policy Modeling, 20 (5): 581--601 (October 1998)Interest rate linkages: a Kalman filter approach to detecting structural change, , and . Economic Modelling, 22 (2): 253--284 (March 2005)