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
2002
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
2002
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?
1992
