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Pricing to Market in a Small Open Economy
16 references·16 citing·33 second hopsampled
Pricing to Market in a Small Open Economy (1996)Pricing to Market in a Small Open EconomyExchange Rates and Prices (2017)Exchange Rates and PricesEXCHANGE RATE PASS‐THROUGH (1995)EXCHANGE RATE PASS‐THROUGHEconometrics and Business Cycle Empirics (1995)Econometrics and Business Cyc…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1995)Autoregressive Conditional He…Testing superexogeneity and invariance in regression models (1993)Testing superexogeneity and i…Testing the lucas critique: A review (1992)Testing the lucas critique: A…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…ON WEAK EXOGENEITY IN ERROR CORRECTION MODELS (1992)ON WEAK EXOGENEITY IN ERROR C…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Exchange Rate Pass-Through in the 1980s: The Case of U.S. Imports of Manufactures (1989)Exchange Rate Pass-Through in…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Pricing to Market when the Exchange Rate Changes (1986)Pricing to Market when the Ex…The Econometric Analysis of Time Series. (1983)The Econometric Analysis of T…The Phillips curve and labor markets (1976)The Phillips curve and labor …Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Econometric Analysis for National Economic Planning (1971)Econometric Analysis for Nati…Exchange Rate Pass-through in a Small Open Economy: the Importance of the Distribution Sector (2013)Exchange Rate Pass-through in…Trade liberalisation and exchange rate pass-through: the case of textiles and wearing apparels (2012)Trade liberalisation and exch…Macro Effects of Capital Requirements and Macroprudential Policy (2012)Macro Effects of Capital Requ…Global Financial Crisis, Financial Contagion, and Emerging Markets (2012)Global Financial Crisis, Fina…Pricing to market with trade liberalization: The role of market heterogeneity and product differentiation in India’s exports (2011)Pricing to market with trade …Exchange rate pass through to import prices: Panel evidence from emerging market economies (2010)Exchange rate pass through to…Data frequency and exchange rate pass-through: Evidence from India's exports (2009)Data frequency and exchange r…Carbon-energy taxation : lessons from Europe (2009)Carbon-energy taxation : less…Open-Economy Inflation- Forecast Targeting (2006)Open-Economy Inflation- Forec…Testing the purchasing power parity through I(2) cointegration techniques (2005)Testing the purchasing power …An I(2) cointegration analysis of small‐country import price determination (2003)An I(2) cointegration analysi…The Choice of Monetary Policy Regime for Small Open Economies (2002)The Choice of Monetary Policy…Modeling income policies: some Norwegian experiences 1973–1993 (2001)Modeling income policies: som…Expectations in export price formation tests using cointegrated VAR models (2000)Expectations in export price …Long-run price effects of exchange rate changes in Finnish pulp and paper exports (1999)Long-run price effects of exc…Inflation Targeting Strategies in Small Open Economies (1999)Inflation Targeting Strategie…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Common stochastic trends in international stock markets (1992)DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)Tourism as a long-run economic growth factor: the Spanish case (2002)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)New Directions for Stochastic Open Economy Models (1999)Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Pricing-to-Market, Trade Costs, and International Relative Prices (2008)Estimation Methods for Models of Spatial Interaction (1975)Some properties of time series data and their use in econometric model specification (1981)The analysis of household surveys (1997)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Modeling and Forecasting Realized Volatility (2001)Idiosyncratic risk and the cross-section of expected stock returns (2008)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Exchange Rate Pass-Through into Import Prices (2005)Rational expectations and the theory of economic policy (1976)Potential GNP: Its measurement and significance (1979)Long-term economic growth projections in the Shared Socioeconomic Pathways (2015)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1,960 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1986Pricing to Market when the Exchange Rate Changes1,052 cited
  • 1983The Econometric Analysis of Time Series.900 cited
  • 2017Exchange Rates and Prices762 cited
  • 1976The Phillips curve and labor markets612 cited
  • 1971Econometric Analysis for National Economic Planning608 cited
  • 1995EXCHANGE RATE PASS‐THROUGH493 cited
  • 1993Testing superexogeneity and invariance in regression models346 cited
  • 1992ON WEAK EXOGENEITY IN ERROR CORRECTION MODELS303 cited
  • 1992Testing the lucas critique: A review220 cited
  • 1989Exchange Rate Pass-Through in the 1980s: The Case of U.S. Imports of Manufactures205 cited

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1995
Econometrics and Business Cycle Empirics
81 cited

Cited by

  • 2009Carbon-energy taxation : lessons from Europe73 cited
  • 2012Macro Effects of Capital Requirements and Macroprudential Policy48 cited
  • 2012Global Financial Crisis, Financial Contagion, and Emerging Markets44 cited
  • 2011Pricing to market with trade liberalization: The role of market heterogeneity and product differentiation in India’s exports42 cited
  • 2009Data frequency and exchange rate pass-through: Evidence from India's exports36 cited
  • 2000Expectations in export price formation tests using cointegrated VAR models35 cited
  • 1999Long-run price effects of exchange rate changes in Finnish pulp and paper exports34 cited
  • 2003An I(2) cointegration analysis of small‐country import price determination31 cited
  • 2006Open-Economy Inflation- Forecast Targeting27 cited
  • 2005Testing the purchasing power parity through I(2) cointegration techniques25 cited
  • 2001Modeling income policies: some Norwegian experiences 1973–199323 cited
  • 2002The Choice of Monetary Policy Regime for Small Open Economies22 cited
  • 2013Exchange Rate Pass-through in a Small Open Economy: the Importance of the Distribution Sector16 cited
  • 1999Inflation Targeting Strategies in Small Open Economies16 cited
  • 2010Exchange rate pass through to import prices: Panel evidence from emerging market economies16 cited
  • 2012Trade liberalisation and exchange rate pass-through: the case of textiles and wearing apparels15 cited