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SHORT‐RUN AND LONG‐RUN DETERMINANTS OF THE REAL EXCHANGE RATE IN MEXICO
16 references·7 citing·30 second hop
SHORT‐RUN AND LONG‐RUN DETERMINANTS OF THE REAL EXCHANGE RATE IN MEXICO (2008)SHORT‐RUN AND LONG‐RUN DETERMINANTS OF TH…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Minimum Lagrange Multiplier U…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …The External Wealth of Nations Measures of Foreign Assets and Liabilities for Industrial and Developing Countries (1999)The External Wealth of Nation…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers (1998)Exchange Rates and Economic F…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Exchange Rate Dynamics Redux (1995)Exchange Rate Dynamics ReduxTesting the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Contractionary effects of devaluation (1978)Contractionary effects of dev…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…Exchange rate and the economic growth in India: An empirical analysis (2020)Exchange rate and the economi…Asymmetric relationship between interest rates and exchange rates: Evidence from Turkey (2020)Asymmetric relationship betwe…Real Exchange Rate Misalignment and Economic Growth: The Case of Trinidad and Tobago (2018)Real Exchange Rate Misalignme…Investment, asset market, and the relative unit labor cost in Mexico (2015)Investment, asset market, and…Exchange Rate and the Economic Growth in Nigeria (2014)Exchange Rate and the Economi…Kurs złoty/euro: teoria i empiria (2013)Kurs złoty/euro: teoria i emp…Trade Openness and Real Exchange Rate: Some Evidence from Pakistan (2011)Trade Openness and Real Excha…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)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Macroeconomics and Reality (1980)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)The Purchasing Power Parity Puzzle (1996)Was Weber Wrong? A Human Capital Theory of Protestant Economic History * (2009)The Next Generation of the Penn World Table (2015)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Introductory Econometrics for Finance (2008)ARCH modeling in finance (1992)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)Economic Growth in a Cross Section of Countries (1989)
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References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
  • 1995Exchange Rate Dynamics Redux2,110 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 1978Contractionary effects of devaluation893 cited
  • 1999The External Wealth of Nations Measures of Foreign Assets and Liabilities for Industrial and Developing Countries

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766 cited
  • 1998Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers587 cited
  • Cited by

    • 2018Real Exchange Rate Misalignment and Economic Growth: The Case of Trinidad and Tobago24 cited
    • 2013Kurs złoty/euro: teoria i empiria20 cited
    • 2014Exchange Rate and the Economic Growth in Nigeria19 cited
    • 2011Trade Openness and Real Exchange Rate: Some Evidence from Pakistan16 cited
    • 2020Asymmetric relationship between interest rates and exchange rates: Evidence from Turkey15 cited
    • 2020Exchange rate and the economic growth in India: An empirical analysis12 cited
    • 2015Investment, asset market, and the relative unit labor cost in Mexico10 cited