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Nominal exchange rate regimes and the real exchange rate
16 references·16 citing·31 second hopsampled
Nominal exchange rate regimes and the real exchange rate (1991)Nominal exchange rate regimes and the rea…OPEN-ECONOMY MACROECONOMICS (1996)OPEN-ECONOMY MACROECONOMICSTrends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…How Big Is the Random Walk in GNP? (1988)How Big Is the Random Walk in…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test (1987)Stock Market Prices Do Not Fo…Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…International Economics: Theory and Policy (1987)International Economics: Theo…International Economics: Theory and Policy (1987)International Economics: Theo…The Changing Behavior of the Term Structure of Interest Rates (1986)The Changing Behavior of the …Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Nominal exchange rate regimes…Financial Panics, the Seasonality of the Nominal Interest Rate, and the Founding of the Fed (1986)Financial Panics, the Seasona…Deviations from Purchasing Power Parity in the Long Run (1983)Deviations from Purchasing Po…International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence (1982)International Interest-Rate a…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The dynamics of exchange rate volatility: A panel VAR approach (2014)The dynamics of exchange rate…MARKET STRUCTURE AND THE PERSISTENCE OF SECTORAL REAL EXCHANGE RATES (2013)MARKET STRUCTURE AND THE PERS…PURCHASING POWER PARITY FOR DEVELOPING AND DEVELOPED COUNTRIES. WHAT CAN WE LEARN FROM NON‐STATIONARY PANEL DATA MODELS? (2008)PURCHASING POWER PARITY FOR D…Global and National Macroeconometric Modelling (2006)Global and National Macroecon…Testing long-run purchasing power parity under exchange rate targeting (2005)Testing long-run purchasing p…New evidence on purchasing power parity from 17 OECD countries (2005)New evidence on purchasing po…Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India (2005)Are bilateral real exchange r…Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes (2004)Monetary Fundamentals and Exc…Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price (2000)Potential Pitfalls for the Pu…Panel unit root tests of purchasing power parity for price indices (2000)Panel unit root tests of purc…What do We Really Know about Real Exchange Rates? (1999)What do We Really Know about …Real exchange rates and nontradables: A relative price approach (1999)Real exchange rates and nontr…Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? (1999)Long memory or structural bre…Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era (1997)Understanding the empirical l…Real exchange-rate prediction over long horizons (1997)Real exchange-rate prediction…Tests of long-run Purchasing Power Parity using alternative methodologies (1993)Tests of long-run Purchasing …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Time to Build and Aggregate Fluctuations (1982)A Model of Growth Through Creative Destruction (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. 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(2014)International Liquidity and Exchange Rate Dynamics * (2015)Trends and random walks in macroeconmic time series (1982)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Economic Geography of the Internet Age (2001)Regions, Globalization, Development (2003)Attitudes toward Highly Skilled and Low-skilled Immigration: Evidence from a Survey Experiment (2010)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)Investor Psychology and Asset Pricing (2001)Does product market competition foster corporate social responsibility? Evidence from trade liberalization (2014)Testing for unit roots in heterogeneous panels (2003)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1987International Economics: Theory and Policy1,309 cited
  • 1987International Economics: Theory and Policy1,275 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1986Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications860 cited
  • 1987Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test735 cited
  • 1996OPEN-ECONOMY MACROECONOMICS504 cited
  • 1983Deviations from Purchasing Power Parity in the Long Run497 cited
  • 1986The Changing Behavior of the Term Structure of Interest Rates472 cited
  • 1982International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence

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369 cited
  • 1986Financial Panics, the Seasonality of the Nominal Interest Rate, and the Founding of the Fed324 cited
  • Cited by

    • 1997Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era135 cited
    • 2014The dynamics of exchange rate volatility: A panel VAR approach126 cited
    • 1997Real exchange-rate prediction over long horizons111 cited
    • 2006Global and National Macroeconometric Modelling102 cited
    • 2008PURCHASING POWER PARITY FOR DEVELOPING AND DEVELOPED COUNTRIES. WHAT CAN WE LEARN FROM NON‐STATIONARY PANEL DATA MODELS?91 cited
    • 2005New evidence on purchasing power parity from 17 OECD countries87 cited
    • 2000Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price86 cited
    • 2000Panel unit root tests of purchasing power parity for price indices80 cited
    • 1999Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?80 cited
    • 1999What do We Really Know about Real Exchange Rates?74 cited
    • 2005Testing long-run purchasing power parity under exchange rate targeting63 cited
    • 1993Tests of long-run Purchasing Power Parity using alternative methodologies60 cited
    • 1999Real exchange rates and nontradables: A relative price approach60 cited
    • 2004Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes59 cited
    • 2005Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India58 cited
    • 2013MARKET STRUCTURE AND THE PERSISTENCE OF SECTORAL REAL EXCHANGE RATES58 cited