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Real Exchange Rate Persistence in US Dollar PPP Systems
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Real Exchange Rate Persistence in US Dollar PPP Systems (2014)Real Exchange Rate Persistence in US Doll…Speed of adjustment in cointegrated systems (2009)Speed of adjustment in cointe…A revisit on dissecting the PPP puzzle: Evidence from a nonlinear approach (2007)A revisit on dissecting the P…The Purchasing Power Parity Debate (2004)The Purchasing Power Parity D…Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments (2003)Dissecting the PPP puzzle: th…Quantifying the uncertainty about the half‐life of deviations from PPP (2002)Quantifying the uncertainty a…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Identification, Long-Run Relations, and Fundamental Innovations in a Simple Cointegrated System (1999)Identification, Long-Run Rela…Error Bands for Impulse Responses (1999)Error Bands for Impulse Respo…Chapter 15 Staggered price and wage setting in macroeconomics (1999)Chapter 15 Staggered price an…Accounting for U.S. Real Exchange Rate Changes (1999)Accounting for U.S. Real Exch…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Cointegration and speed of convergence to equilibrium (1996)Cointegration and speed of co…Accounting for U.S. Real Exchange Rate Changes (1995)Accounting for U.S. Real Exch…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Aggregate Dynamics and Staggered Contracts (1980)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)CO2 emissions, electricity consumption and output in ASEAN (2010)Critical Values for Cointegration Tests (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Structural analysis of vector error correction models with exogenous I(1) variables (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)Are Forecasting Models Usable for Policy Analysis? (1986)Inference in Linear Time Series Models with some Unit Roots (1990)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Estimation and Inference of Impulse Responses by Local Projections (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Expectations and Exchange Rate Dynamics (1976)Gravity with Gravitas: A Solution to the Border Puzzle (2003)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)The VAT in Developing and Transitional Countries (2007)Identifying FDI spillovers (2017)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Empirical exchange rate models of the seventies (1983)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)How Big Is the Random Walk in GNP? (1988)Foundations of International Macroeconomics (1997)New Directions for Stochastic Open Economy Models (1999)Pricing-to-Market, Trade Costs, and International Relative Prices (2008)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 2004The Purchasing Power Parity Debate1,034 cited
  • 1999Error Bands for Impulse Responses930 cited
  • 1999Accounting for U.S. Real Exchange Rate Changes549 cited
  • 1996Cointegration and speed of convergence to equilibrium526 cited
  • 1995Accounting for U.S. Real Exchange Rate Changes440 cited
  • 1999Chapter 15 Staggered price and wage setting in macroeconomics211 cited
  • 2003Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments91 cited
  • 2002Quantifying the uncertainty about the half‐life of deviations from PPP81 cited
  • 1999Identification, Long-Run Relations, and Fundamental Innovations in a Simple Cointegrated System54 cited
  • 2009Speed of adjustment in cointegrated systems

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  • 2007A revisit on dissecting the PPP puzzle: Evidence from a nonlinear approach15 cited
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