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Three‐Regime Asymmetric STAR Modeling and Exchange Rate Reversion
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References

  • 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
  • 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
  • 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
  • 2001Threshold Autoregression with a Unit Root707 cited
  • 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World642 cited
  • 2016The Modern History of Exchange Rate Arrangements: A Reinterpretation562 cited
  • 1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited
  • 1998Unit roots and smooth transitions465 cited
  • 1990Real and nominal exchange rates in the long run: An empirical investigation424 cited
  • 1996

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Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test
417 cited
  • 1995The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity403 cited
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