1. Colombia; Selected Issues. (2006). International Monetary Fund, .
   In: IMF Staff Country Reports.
   RePEc:imf:imfscr:06/401.

   Full description at Econpapers || Download paper

1. Alberola E.; López, H. (2001). “Internal and external exchange rate equilibrium in a cointegration framework. An application to the Spanish peseta”, en Spanish Economic Review, No. 3, pp. 23-40.

2. Ariño, M.; Newbold, P. (1998). “Computation of the Beridge-Nelson decomposition for multivariate economic time series”, en Economics Letters, No. 61, pp. 37-42.

3. Brook,A. M.; Hargreaves, D. (2001). “PPP-based analysis of New Zealand’s equilibrium exchange rate”, en Reserve Bank of New Zealand, Discussion Paper Series, DP2001/01.

4. Campbell, J.; Perron, P. (1991). “Pitfalls and Opportunities: What macroeconomics should know about unit roots”, en NBER, Macroeconomics Annual, pp. 141201.

5. Clark, P.; MacDonald, R. (2000). “Filtering the BEER: A permanent and Transitory Decomposition”, en Fondo Monetario Internacional, documento de trabajo,WP/ 144.

6. Cochrane, J. (1994). “Univariate vs. Multivariate Forecast of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods”, en NBER, documento de trabajo, No. 3427.
   Paper not yet in RePEc: Add citation now
   

7. Department of Economics, Washington, University St. Louis, Universidad de Washington. Oliveros, Hugo; Silva, Luisa F. (2001). “La demanda por importaciones en Colombia”, Borradores de Economía, No. 187, Bogotá, Banco de la República.

8. Desequilibrios nominales y reales del tipo de cambio en Colombia 58 Stock, J.; Watson, M. (1988). “Testing for common trends”, en Journal of the American Statistical Association, No. 83, pp. 1097-1107.
   Paper not yet in RePEc: Add citation now
   

9. Engel, C. (1993). “Real Exchange Rates an Relative Prices: An Empirical Investigation”, en Journal of Monetary Economics, Vol. 32, pp. 33-50.

10. Escribano, A.; Peña, D. (1994). “Cointegration and Common Factors”, en Journal of Time Series, No. 15, pp. 577-586.
    Paper not yet in RePEc: Add citation now
    
11. ESPE, No. 43, Junio 2003 59 ANEXO 1 PROMEDIOSTRIMESTRALESYANUALES q_ipp: índice de la tasa de cambio real basado en indicadores de precios del productor o precios mayoristas (en logaritmo).
    Paper not yet in RePEc: Add citation now
    

12. Feyzioglu, T. (1997). “Estimating the Equilibrium Real Exchange Rate: An Application to Finland”, en Fondo Monetario Internacional, WP/97/109.

13. Gonzalo, J.; Granger, C. (1995). “Estimation of Common Long Memory Components in Cointegrated Systems”, en Journal of Business and Economic Statistics, No. 13, pp. 27-35.

14. Johansen, S. (1995). Likelihood-Based Inference in Cointegrated Vector Auto-Regressive Models, Oxford University Press.

15. MacDonald, R. (2000). “Concepts to Calculate Equilibrium Exchanges Rates: An Overview”, Discussion Paper, 3/00, Economic Research Group, Deutsche Bundesbank.

16. Misas, Martha; Ramírez, María Teresa; Silva, Luisa F. (2001). “Exportaciones no tradicionales en Colombia y sus determinantes”, en Ensayos sobre Política Económica, No. 39 junio.

17. Montiel Peter J.; Hinkle Lawrence E. (1999). “Exchange Rate Misalaigment: Concepts and Measurement for Developing Countries”, en Banco Mundial, publicación de investigación.
    Paper not yet in RePEc: Add citation now
    
18. Morley, J., Nelson, C. and Zivot, E., (2001). “Why Are Beveridge Nelson and Unobserved-Component decompositions of GDP so different?”, Mimeo.
    Paper not yet in RePEc: Add citation now
    

19. Quah, D. (1992). “The relative importance of Permanent and Transitory Components: Identification and some Theoretical Bounds”, Econometrica, No. 59, pp. 283306.

20. Wang, J.; Zivot, E. (2000). “ABayesian Time Series Model of Multiple Structural Changes in Level, Trend and Variance”, en Journal of Business and Economic Statistics, julio.

1. Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, Paolo ; Blasques, Francisco.
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20240062.

   Full description at Econpapers || Download paper

2. The Impact of Remittance Flow on Real Effective Exchange Rate: Empirical Evidence from The Gambia. (2021). joof, Foday ; Touray, Sheriff.
   In: MPRA Paper.
   RePEc:pra:mprapa:106045.

   Full description at Econpapers || Download paper

3. Shari’ah (islamic)compliant investments in Malaysia: influences of selected stock indices and their trend/cycle decomposition equity. (2016). Masih, Abul ; Kamil, Nazrol.
   In: MPRA Paper.
   RePEc:pra:mprapa:100955.

   Full description at Econpapers || Download paper

4. The Impact of Financial Crisis on Electricity Demand: A Case Study of North China. (2016). Hu, Yuou ; Guo, Sen ; Zhao, Huiru ; Li, Fuqiang.
   In: Energies.
   RePEc:gam:jeners:v:9:y:2016:i:4:p:250-:d:66824.

   Full description at Econpapers || Download paper

5. Business cycles in a balance-of-payments constrained growth framework. (2016). Kvedaras, Virmantas ; Rivas, Luis ; Garcimartin, Carlos.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:57:y:2016:i:c:p:120-132.

   Full description at Econpapers || Download paper

6. On the impact of dollar movements on oil currencies. (2016). Gomes, Gabriel.
   In: EconomiX Working Papers.
   RePEc:drm:wpaper:2016-1.

   Full description at Econpapers || Download paper

7. On the impact of dollar movements on oil currencies. (2016). Gomes, Gabriel.
   In: Working Papers.
   RePEc:cii:cepidt:2016-11.

   Full description at Econpapers || Download paper

8. Trend Dominance in Macroeconomic Fluctuations. (2015). Shibayama, Katsuyuki.
   In: Studies in Economics.
   RePEc:ukc:ukcedp:1518.

   Full description at Econpapers || Download paper

9. The long-run determination of the real exchange rate. Evidence from an intertemporal modelling framework using the dollar-pound exchange rate. (2015). Pilbeam, K ; Litsions, I.
   In: Working Papers.
   RePEc:cty:dpaper:15/19.

   Full description at Econpapers || Download paper

10. Estimating the half-life of theoretically founded real exchange rate misalignments. (2013). Kubota, Megumi.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6411.

    Full description at Econpapers || Download paper

11. EXCHANGE RATE DURING THE FINANCIAL CRISIS. (2013). Pelinescu, Elena.
    In: Internal Auditing and Risk Management.
    RePEc:ath:journl:tome:30:v:2:y:2013:i:30:p:101-110.

    Full description at Econpapers || Download paper

12. Can overvaluation prelude to crisis and harm growth in Turkey. (2012). Civcir, İrfan ; Alper, Ahmet Murat .
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:34:y:2012:i:1:p:112-131.

    Full description at Econpapers || Download paper

13. Markov-switching and the Beveridge-Nelson decomposition: Has US output persistence changed since 1984?. (2008). Kim, Chang-Jin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:2:p:227-240.

    Full description at Econpapers || Download paper

14. The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics. (2008). Creal, Drew ; Oh, Kum Hwa ; Zivot, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:2:p:207-219.

    Full description at Econpapers || Download paper

15. Remittances and the real exchange rate. (2007). Molina Sánchez, Luis ; Lopez, Humberto ; Bussolo, Maurizio.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4213.

    Full description at Econpapers || Download paper

16. Permanent vs transitory components and economic fundamentals. (2006). wright, stephen ; Robertson, Donald ; Garratt, Anthony.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:4:p:521-542.

    Full description at Econpapers || Download paper

17. The Relationship between the Beveridge-Nelson Decomposition andUnobserved Component Models with Correlated Shocks. (2006). Creal, Drew ; Oh, Kum Hwa ; Zivot, Eric.
    In: Working Papers.
    RePEc:udb:wpaper:uwec-2006-16-fc.

    Full description at Econpapers || Download paper

18. Financial Crises and Money Demand in Jamaica. (2005). Atkins, Fiona .
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0512.

    Full description at Econpapers || Download paper

19. Permanent vs Transitory Components and Economic Fundamentals. (2005). wright, stephen ; Robertson, Donald ; Garratt, Anthony.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0501.

    Full description at Econpapers || Download paper

20. Tango with the Gringo: the hard peg and real misalignment in Argentina. (2004). Servén, Luis ; Lopez, Humberto ; Alberola, Enrique.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3322.

    Full description at Econpapers || Download paper

21. Inside the black box: permanent vs transitory components and economic fundamentals. (2004). wright, stephen ; Robertson, Donald ; Garratt, Anthony.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:35.

    Full description at Econpapers || Download paper

22. An Analysis of the Behavior of the Real Exchange Rate in Chile. (2004). Calderon, Cesar ; Cesar Calderon M., .
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:7:y:2004:i:1:p:5-30.

    Full description at Econpapers || Download paper

23. Business cycle detrending of macroeconomic data via a latent business cycle index. (2003). Nelson, Charles.
    In: Working Papers.
    RePEc:fip:fedlwp:2002-025.

    Full description at Econpapers || Download paper

24. Desequilibrios nominales y reales del tipo de cambio en Colombia. (2003). Hugo Oliveros C., ; Carlos Huertas C., .
    In: Revista ESPE - Ensayos Sobre Política Económica.
    RePEc:col:000107:005296.

    Full description at Econpapers || Download paper

25. Desequilibrios nominales y reales del tipo de cambio en Colombia. (2003). Hugo Oliveros C., ; Carlos Huertas C., .
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v::y:2003:i:43:p:32-65.

    Full description at Econpapers || Download paper

26. Desequilibrios nominales y reales del tipo de cambio en Colombia. (2003). Hugo Oliveros C., ; Carlos Huertas C., .
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:21:y:2003:i:43:p:32-65.

    Full description at Econpapers || Download paper

27. A state-space approach to calculating the Beveridge-Nelson decomposition. (2002). Morley, James.
    In: Economics Letters.
    RePEc:eee:ecolet:v:75:y:2002:i:1:p:123-127.

    Full description at Econpapers || Download paper

28. Desequilibrios Nominales y Reales del Tipo de Cambio en Colombia. (2002). Oliveros, Hugo ; Huertas, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:220.

    Full description at Econpapers || Download paper

29. Computation of the Beveridge-Nelson decomposition in the case of cointegrated systems with I(0) variables. (2001). Beyaert, Arielle ; Quesada Medina, Alfonso J., .
    In: Economics Letters.
    RePEc:eee:ecolet:v:72:y:2001:i:3:p:283-289.

    Full description at Econpapers || Download paper

30. Global Equilibrium Exchange Rates: Euro, Dollar, Ins, Outs, and Other Major Currencies in a Panel Cointegration Framework. (2000). Ubide, Angel ; Lopez, Humberto ; Alberola, Enrique ; Cervero, Susana G..
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0051.

    Full description at Econpapers || Download paper

31. Real Exchange Rate Misalignments: Theoretical Modelling and Empirical Evidence. (). Kubota, Megumi.
    In: Discussion Papers.
    RePEc:yor:yorken:09/24.

    Full description at Econpapers || Download paper

Report date: 2025-10-04 04:12:03 || Missing content? Let us know