SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On Long- and Short-Run Purchasing Power Parity
16 references·0 citing·31 second hop
On Long- and Short-Run Purchasing Power Parity (1994)On Long- and Short-Run Purchasing Power P…Exchange Rate Economics: A Survey (1991)Exchange Rate Economics: A Su…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…How Big Is the Random Walk in GNP? (1988)How Big Is the Random Walk in…An empirical examination of long-run purchasing power parity using cointegration techniques (1988)An empirical examination of l…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Effects of model specification on tests for unit roots in macroeconomic data (1987)Effects of model specificatio…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Deviations from Purchasing Power Parity in the Long Run (1983)Deviations from Purchasing Po…Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)Flexible Exchange Rates, Pric…Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Flexible Exchange Rates, Pric…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Empirical regularities in the…How Far Can We Push The "Law of One Price"? (1976)How Far Can We Push The "Law …Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Time to Build and Aggregate Fluctuations (1982)A Model of Growth Through Creative Destruction (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Time Series Analysis: Forecasting and Control (1977)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing for a Unit Root in Time Series Regression (1988)Why Does Stock Market Volatility Change Over Time? (1989)Stock Price Distributions with Stochastic Volatility: An Analytic Approach (1991)The distribution of realized stock return volatility (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A model of international asset pricing (1981)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Distribution costs and real exchange rate dynamics during exchange-rate-based stabilizations (2003)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)The Economics of Exchange Rates (2003)Tourism development and economic growth: A closer look at panels (2007)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
  • 1976How Far Can We Push The "Law of One Price"?564 cited
  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • 1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s500 cited
  • 1983Deviations from Purchasing Power Parity in the Long Run497 cited
  • 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
  • 1982Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

433 cited
  • 1991Exchange Rate Economics: A Survey397 cited
  • Cited by

    No citing works inside the corpus for this window.