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Applied econometric time series

. Wiley series in probability and statistics Wiley, Hoboken, NJ, 2. ed. edition, (2004)

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International economics, and . Prentice-Hall, Englewood Cliffs, NJ u.a., (1987)On the relationship between the exchange regime and the portfolio rules of optimizing agents, and . Journal of International Economics, 15 (3-4): 199--224 (November 1983)Applied econometric time series. Wiley series in probability and mathematical statistics Wiley, New York, NY u.a., (1995)Accounting for real and nominal exchange rate movements in the post-Bretton Woods period, and . Journal of International Money and Finance, 16 (2): 233--254 (April 1997)Applied econometric time series. Wiley series in probability and statistics Wiley, Hoboken, NJ, 2. ed. edition, (2004)Endogenous fertility, Ricardian equivalence, and debt management policy, and . Journal of Public Economics, 41 (2): 227--248 (March 1990)Random disturbances and the choice of exchange regimes in an intergenerational model, and . Journal of International Economics, 10 (2): 263--283 (May 1980)Unit roots and the real exchange rate before World War I: the case of Britain and the USA. Journal of International Money and Finance, 8 (1): 59--73 (March 1989)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks, , and . Journal of Time Series Analysis, 27 (3): 381--409 (121 05 2006)doi: 10.1111/j.1467-9892.2006.00478.x.Estimating non-linear ARMA models using Fourier coefficients, and . International Journal of Forecasting, 16 (3): 333--347 (00 2000)