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Should the Law of One Price be Pushed Away? Evidence from International Commodity Markets
16 references·2 citing·31 second hop
Should the Law of One Price be Pushed Away? Evidence from International Commodity Markets (2000)Should the Law of One Price be Pushed Awa…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Goods Prices and Exchange Rates: What Have We Learned? (1996)Goods Prices and Exchange Rat…Five alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots (1991)Pitfalls and Opportunities: W…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Cointegration: how short is the long run? (1991)Cointegration: how short is t…Does the Law of One Price Really Hold for Commodity Prices? (1989)Does the Law of One Price Rea…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Exchange rates and traded goods prices (1988)Exchange rates and traded goo…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Testing the Random Walk Hypothesis: Power versus Frequency of Observation (1985)Testing the Random Walk Hypot…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…How Far Can We Push The "Law of One Price"? (1976)How Far Can We Push The "Law …Intra-Industry Trade: The Theory and Measurement of International Trade in Differentiated Products. (1975)Intra-Industry Trade: The The…Trade Costs and Deviations from the Law of One Price (2010)Trade Costs and Deviations fr…The Price of University Press Books, 1989-2000 (2003)The Price of University Press…Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Statistical analysis of cointegration vectors (1988)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Spurious regression and residual-based tests for cointegration in panel data (1999)On the estimation and inference of a cointegrated regression in panel data (2004)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Expectations and Exchange Rate Dynamics (1976)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)Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Advanced International Trade : Theory and Evidence Ed. 2 (2004)Exchange Rate Pass-Through into Import Prices (2005)International trade in the presence of product differentiation, economies of scale and monopolistic competition (1981)International Norm Dynamics and Political Change (1998)The Institutional Dynamics of International Political Orders (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Unit root tests for panel data (2001)Critical Values for Cointegration Tests (2010)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Error Correction in Panel Data* (2007)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
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  • 1988Trends and random walks in macroeconomic time series2,433 cited
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  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1975Intra-Industry Trade: The Theory and Measurement of International Trade in Differentiated Products.1,131 cited
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  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots681 cited
  • 1976How Far Can We Push The "Law of One Price"?564 cited
  • 1991Cointegration: how short is the long run?564 cited
  • 1988Exchange rates and traded goods prices525 cited
  • 1985Testing the Random Walk Hypothesis: Power versus Frequency of Observation

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475 cited
  • 1989Does the Law of One Price Really Hold for Commodity Prices?379 cited
  • Cited by

    • 2010Trade Costs and Deviations from the Law of One Price12 cited
    • 2003The Price of University Press Books, 1989-20007 cited