Details about John Barkoulas

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Short-id: pba26

Working Papers

2004

1. Dynamics of Intra-EMS Interest Rate Linkages
   Boston College Working Papers in Economics, Boston College Department of Economics View citations
   See also Journal Article in Journal of Money, Credit and Banking (2006)

2003

2. Nearest-Neighbor Forecasts of U.S. Interest Rates
   Boston College Working Papers in Economics, Boston College Department of Economics

2001

3. Exchange Rate Effects on the Volume and Variability of Trade Flows
   Boston College Working Papers in Economics, Boston College Department of Economics View citations
4. Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums
   Boston College Working Papers in Economics, Boston College Department of Economics View citations

2000

5. Exchange Rate Uncertainty and Firm Profitability
   Boston College Working Papers in Economics, Boston College Department of Economics View citations
6. Persistent Dependence in Foreign Exchange Rates? A Reexamination
   Boston College Working Papers in Economics, Boston College Department of Economics View citations
7. The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test
   Boston College Working Papers in Economics, Boston College Department of Economics View citations

1999

8. Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era
   Boston College Working Papers in Economics, Boston College Department of Economics View citations
9. Waves and Persistence in Merger and Acquisition Activity
   Boston College Working Papers in Economics, Boston College Department of Economics View citations

1998

10. Fractional Monetary Dynamics
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
11. Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float?
    Boston College Working Papers in Economics, Boston College Department of Economics View citations

1997

12. Long Memory and Forecasting in Euroyen Deposit Rates
    Boston College Working Papers in Economics, Boston College Department of Economics
13. Stochastic Long Memory in Traded Goods Prices
    Boston College Working Papers in Economics, Boston College Department of Economics View citations

1996

14. A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
15. Fractional Cointegration Analysis of Long Term International Interest Rates
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
16. Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
17. Fractional Dynamics in Japanese Financial Time Series
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
18. Long Memory in the Greek Stock Market
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
19. Long Term Dependence in Stock Returns
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
20. Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate
    Boston College Working Papers in Economics, Boston College Department of Economics
21. Persistence in International Inflation Rates
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
22. Time-Varying Risk Premia in the Foreign Currency Futures Basis
    Boston College Working Papers in Economics, Boston College Department of Economics View citations

Journal Articles

2006

1. Dynamics of Intra-EMS Interest Rate Linkages
   Journal of Money, Credit and Banking, 2006, 38, (2), 469-482 View citations
   See also Working Paper (2004)

Software Items

1997

1. GPHROB: RATS modules to perform tests for fractional integration of timeseries
   Statistical Software Components, Boston College Department of Economics

1996

2. ARFIMAFC: RATS modules to forecast fractionally differenced timeseries
   Statistical Software Components, Boston College Department of Economics