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Working Papers

Terence D. Agbeyegbe

Non-Linearity in Interest Rate Data: Estimation of a Threshold-CKLS Model with ARMA_GARCH Error
(with E. Goldman), 2004 under revision

Trade Liberalization and Tax Revenue Relationship in Sub-Saharan
(with J. Stotsky and A. WoldenMariam), 2004

On the Feasibility of a Monetary Union in the Southern Africa Development Community

The Effect of Overlapping Membership in Regional Integration Arrangement in Sub-Saharan Africa
(with F. Fiore), 2002

The Tail Behavior of Stock Index Return on the Jamaican Stock Exchange

Mean Reversion and the Volatility of Interest Rates: A Monte Carlo Study Based on Different Sampling Frequencies
(with T. Tanarugsachock), 2002

A Median Unbiased Estimator for Time Series Models
(with J. Cabrera), 2000

A Panel Model for Predicting Recessions in G7 Countries
(with P. Osakwe), 2000

Silver Inflation and Agricultural Prices: Were the Silverites Right?

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