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Publications by Michael E. Mazur

The Forward Exchange Rate Unbiasedness Hypothesis: A Single Break Unit Root and Cointegration Analysis

English

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Testing Forward Exchange Rate Unbiasedness Efficiently: A Semiparametric Approach

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New Evidence on the Forward Unbiasedness Hypothesis in the Foreign-Exchange Market

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Purchasing Power Parity: A Unit Root, Cointegration and VAR Analysis in Emerging and Advanced Countries

SSRN Electronic Journal

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A Residual-Based Cointegration Test for Near Unit Root Variables

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Are Foreign and Public Capital Productive in the Mexican Case? A Panel Unit Root and Panel Cointegration Analysis

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The Real Exchange Rate in Small, Open, Developed Economies: Evidence From Cointegration Analysis

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Exchange Rate Expectations, Unbiasedness and Central Bank Intervention: The Experience of the Southern Cone

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Exchange Rate Predictability and a Monetary Model With Time-Varying Cointegration Coefficients

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Unit Roots and Cointegration

Advanced Studies in Theoretical and Applied Econometrics

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