Mark Salmon

All Institutions: Department of Economics, University of Warwick; University of Illinois; University of Warwick; NA; Department of Economics, European University Institute

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

On Evaluating the Importance of Nonlinearity in Large Macroeconometric Models

Year: 1985
Journal: International Economic Review
Authors: Paul Fisher; Mark Salmon

Error Correction Models, Cointegration and the Internal Model Principle

Year: 1988
Journal: No Journal Matched
Authors: Mark Salmon

Credibility and the Value of Information Transmission in a Model of Monetary Policy and Inflation

Year: 1989
Journal: No Journal Matched
Authors: Tamer Baraq; Mark Salmon

On the Evolution of Credibility and Flexible Exchange Rate Target Zones

Year: 1995
Journal: No Journal Matched
Authors: Renzo G. Avesani; Giampiero M. Gallo; Mark Salmon

Market Stress and Herding

Year: 2004
Journal: Journal of Empirical Finance
Authors: Soosung Hwang; Mark Salmon

Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index

Year: 2005
Journal: No Journal Matched
Authors: Matthew Hurd; Mark Salmon; Christoph Schleicher

Performance Measurement with Loss Aversion

Year: 2005
Journal: No Journal Matched
Authors: Gordon T. Gemmill; Soosung Hwang; Mark Salmon

Author Disambiguation

This page includes results for all related names (only one name shown, no other authors with similar names):