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Modelling the Long-Run Real Effective Exchange Rate of the New Zealand Dollar
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Modelling the Long-Run Real Effective Exchange Rate of the New Zealand Dollar (2002)Modelling the Long-Run Real Effective Exc…Filtering the BEER: A permanent and transitory decomposition (2000)Filtering the BEER: A permane…Global Equilibrium Exchange Rates: Euro, Dollar, 'Ins', 'Outs', and Other Major Currencies in a Panel Cointegration Framework (1999)Global Equilibrium Exchange R…Equilibrium Exchange Rates (1999)Equilibrium Exchange RatesAlternative approaches to real exchange rates and real interest rates: three up and three down (1999)Alternative approaches to rea…Long-Horizon Uncovered Interest Rate Parity (1998)Long-Horizon Uncovered Intere…Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers (1998)Exchange Rates and Economic F…What Determines Real Exchange Rates? The Long and Short of it (1997)What Determines Real Exchange…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…Estimating equilibrium exchange rates (1995)Estimating equilibrium exchan…Long-Run Determinants of the Real Exchange Rate (1994)Long-Run Determinants of the …A re-assessment of the relationship between real exchange rates and real interest rates: 1974–1990 (1993)A re-assessment of the relati…Comparisons of tests for multivariate cointegration (1992)Comparisons of tests for mult…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Was It Real? The Exchange Rat…The dollar and real interest rates (1987)The dollar and real interest …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Exchange Rates in Emerging Economies: What Do We Know? What Do We Need to Know? (1999)The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates (2000)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Time Series Regression with a Unit Root (1987)Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)The Economics of Exchange Rates (2003)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Time to Build and Aggregate Fluctuations (1982)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Unit root tests for panel data (2001)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A PANIC Attack on Unit Roots and Cointegration (2004)Realized Variance and Market Microstructure Noise (2006)FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)Statistical inference in vector autoregressions with possibly integrated processes (1995)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)Empirical exchange rate models of the nineties: Are any fit to survive? (2005)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Series‐specific Unit Root Tests with Panel Data* (2002)The Real Exchange Rate and Economic Growth (2008)Before the Fall: Were East Asian Currencies Overvalued? (1998)Real exchange rate effects on the balance of trade: cointegration and the Marshall–Lerner condition (2001)
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References

  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,393 cited
  • 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
  • 1998Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers588 cited
  • 1992Comparisons of tests for multivariate cointegration582 cited
  • 1995Estimating equilibrium exchange rates568 cited
  • 1994Long-Run Determinants of the Real Exchange Rate285 cited
  • 1993A re-assessment of the relationship between real exchange rates and real interest rates: 1974–1990275 cited
  • 1999Equilibrium Exchange Rates206 cited
  • 1987The dollar and real interest rates184 cited
  • 2000Filtering the BEER: A permanent and transitory decomposition177 cited
  • 1998Long-Horizon Uncovered Interest Rate Parity174 cited
  • 1999Global Equilibrium Exchange Rates: Euro, Dollar, 'Ins', 'Outs', and Other Major Currencies in a Panel Cointegration Framework114 cited
  • 1997What Determines Real Exchange Rates? The Long and Short of it

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94 cited
  • 1999Alternative approaches to real exchange rates and real interest rates: three up and three down70 cited
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