Department of Economics

AUTHOR

Georgoutsos Dimitris

- 2001

COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK

- 2001

The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America

- 2000

A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION

- 1999

The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis

- 1999

Interest Parity, the Term Structure and Cointegration: an Integrated Approach

- 1996

COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s

- 1995

THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY

- 1995

TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS

- 1995

COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994

- 1995

THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY

- 1995

THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS

- 1995

LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS?

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