Santiago Central Bank of Chile D\u00e9lano Valent\u00edn and Rodrigo Vald\u00e9s 1998

Santiago central bank of chile délano valentín and

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Santiago: Central Bank of Chile. Délano, Valentín, and Rodrigo Valdés. 1998. Productividad y Tipo Cambio Real en Chile. Central Bank of Chile Working Paper 38: 1–19. Diamandis, Panayiotis F. 2003. Market efficiency, purchasing power parity, and the official and parallel markets for foreign currency in Latin America. International Review of Economics & Finance 12: 89–110. Doornik, Jurgen A., and Katarina Juselius. 2017. Cointegration Analysis of Time Series Using CATS 3 for OxMetrics . London: Timerlake Consultants Ltd. Duncan, Roberto, and César Calderón. 2003. Purchasing Power Parity in an Emerging Market Economy: A Long-Span Study for Chile. Estudios de Economía 30: 103–132. Erten, Bilge, and José Antonio Ocampo. 2013. Super cycles of commodity prices since the mid-nineteenth century. World Development 44: 14–30. Froot, Kenneth A., and Kenneth Rogoff. 1995. Perspectives on PPP and long-run real exchange rates. In Handbook of International Economics . Amsterdam: Elsevier, Volume 3, pp. 1647–88. Frydman, Roman, and Michael D. Goldberg. 2011. Beyond Mechanical Markets: Asset Price Swings, Risk, and The Role of the State . Princeton: Princeton University Press. Frydman, Roman, and Michael D. Goldberg. 2007. Imperfect Knowledge Economics: Exchange Rates and Risk . Princeton: Princeton University Press. Gonzalo, Jesus. 1994. Five alternative methods of estimating long-run equilibrium relationships. Journal of Econometrics 60: 203–33. Johansen, Søren. 1992. A representation of vector autoregressive processes integrated of order 2. Econometric Theory 8: 188–202. Johansen, Søren. 1995. A statistical analysis of cointegration for I(2) variables. Econometric Theory 11: 25–59. Johansen, Søren. 1996. Likelihood-Based Inference in Cointegrated Vector Autoregressive Models . Oxford: Oxford University Press. Johansen, Søren. 1997. Likelihood analysis of the I(2) model. Scandinavian Journal of Statistics 24: 433–62. Johansen, Søren. 2006. Statistical analysis of hypotheses on the cointegrating relations in the I(2) model. Journal of Econometrics 132: 81–115. Johansen, Søren, Katarina Juselius, Roman Frydman, and Michael Goldberg. 2010. Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate. Journal of Econometrics 158: 117–29. Juselius, Katarina. 2006. The Cointegrated VAR Model: Methodology and Applications . Oxford: Oxford University Press. Juselius, Katarina. 2010. Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence. Technical Report. Copenhagen: Department of Economics, University of Copenhagen. Juselius, Katarina. 2014. Testing for Near I(2) Trends When the Signal-to-Noise Ratio Is Small. Economics: The Open-Access, Open-Assessment E-Journal 8: 2014-21. doi:10.5018/economicsejournal.ja.2014-21. Juselius, Katarina. 2017a. Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge. Unpublished manuscript, Department of Economics, University of Copenhagen, Copenhagen, Demark.
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