Discussion paper DP3249 Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 Mark Taylor David Peel Lucio Sarno 20 Mar 2002 International Macroeconomics E41
Discussion paper DP3281 The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond Mark Taylor Richard Clarida Lucio Sarno Giorgio Valente 20 Mar 2002 International Macroeconomics F31
Discussion paper DP3225 The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation Lucio Sarno Daniel L Thornton 20 Feb 2002 International Macroeconomics E43
Discussion paper DP2913 Purchasing Power Parity and the Real Exchange Rate Mark Taylor Lucio Sarno 8 Aug 2001 International Macroeconomics F31
Discussion paper DP2690 Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work? Mark Taylor Lucio Sarno 27 Feb 2001 International Macroeconomics C10 F31 F41
Discussion paper DP2658 Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles Mark Taylor David Peel Lucio Sarno 30 Jan 2001 International Macroeconomics C10 F31 F41
Discussion paper DP2537 Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation Lucio Sarno 29 Aug 2000 International Macroeconomics C32 F43 O40
Discussion paper DP2150 The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence Mark Taylor Lucio Sarno 31 May 1999 International Macroeconomics E44 F20 F34 G1
Discussion paper DP1730 The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period Mark Taylor Lucio Sarno 30 Nov 1997 International Macroeconomics F31