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Long Run Determinants of Real Exchange Rates in Latin America
16 references·2 citing·21 second hop
Long Run Determinants of Real Exchange Rates in Latin America (2008)Long Run Determinants of Real Exchange Ra…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…Fully modified OLS for heterogeneous cointegrated panels (2004)Fully modified OLS for hetero…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Testing for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Foundations of International Macroeconomics (1997)Foundations of International …Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…A Panel VAR Analysis of Macro-Financial Imbalances in the EU (2017)A Panel VAR Analysis of Macro…The Determinants of Real Exchange Rate Volatility in the Syrian Economy (2009)The Determinants of Real Exch…Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Time Series Analysis: Forecasting and Control (1977)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)Trends and random walks in macroeconmic time series (1982)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Statistical analysis of cointegration vectors (1988)Testing for Error Correction in Panel Data* (2007)Introductory Econometrics for Finance (2008)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)
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References

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  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
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  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
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  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
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  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 1997Foundations of International Macroeconomics2,980 cited
  • 2004

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Fully modified OLS for heterogeneous cointegrated panels
2,721 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • Cited by

    • 2017A Panel VAR Analysis of Macro-Financial Imbalances in the EU32 cited
    • 2009The Determinants of Real Exchange Rate Volatility in the Syrian Economy16 cited