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Short-Run and Long-Run Effects of Exchange Rate Volatility on the Volume of Exports: A Case Study for Pakistan
16 references·0 citing·34 second hop
Short-Run and Long-Run Effects of Exchange Rate Volatility on the Volume of Exports: A Case Study for Pakistan (2005)Short-Run and Long-Run Effects of Exchang…Exchange-Rate Volatility and Foreign Trade: Evidence From Thirteen LDC's (2000)Exchange-Rate Volatility and …Testing for a Unit Root (1993)Testing for a Unit RootDoes Exchange Rate Volatility Depress Trade Flows? Evidence from Error- Correction Models (1993)Does Exchange Rate Volatility…Exchange rate volatility and international trading strategy (1991)Exchange rate volatility and …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Alternative models for conditional stock volatility (1990)Alternative models for condit…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…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…Bilateral Trade Flows, the Linder Hypothesis, and Exchange Risk (1987)Bilateral Trade Flows, the Li…Measuring and Analyzing the Effects of Short-Term Volatility in Real Exchange Rates (1986)Measuring and Analyzing the E…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The effects of real exchange rate risk on international trade (1983)The effects of real exchange …Estimates of the Variance of U. S. Inflation Based upon the ARCH Model (1983)Estimates of the Variance of …Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…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)Exchange rate volatility and trade flows: a review article (2007)Energy consumption, economic growth and carbon emissions: Cointegration and causality evidence from selected African countries (2016)Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach (2017)American Economic Review (2019)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Increasing risk II: Its economic consequences (1971)Increasing returns, monopolistic competition, and international trade (1979)Aggregate Dynamics and Staggered Contracts (1980)PPP Strikes Back: Aggregation And the Real Exchange Rate (2002)Accounting for Incomplete Pass-Through (2009)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)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)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)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)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Stock Prices and Volume (1992)Intraday periodicity and volatility persistence in financial markets (1997)Forecasting Volatility in Financial Markets: A Review (2003)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Bounds testing approaches to the analysis of level relationships (2001)The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries (2000)Tourism as a Long-Run Economic Growth Factor: An Empirical Investigation for Greece Using Causality Analysis (2004)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1990Alternative models for conditional stock volatility1,272 cited
  • 1993Testing for a Unit Root872 cited
  • 1988Exchange rates and traded goods prices525 cited
  • 2000Exchange-Rate Volatility and Foreign Trade: Evidence From Thirteen LDC's517 cited
  • 1993Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error- Correction Models474 cited
  • 1983Estimates of the Variance of U. S. Inflation Based upon the ARCH Model462 cited
  • 1987Bilateral Trade Flows, the Linder Hypothesis, and Exchange Risk453 cited
  • 1986Measuring and Analyzing the Effects of Short-Term Volatility in Real Exchange Rates442 cited
  • 1983The effects of real exchange rate risk on international trade

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413 cited
  • 1991Exchange rate volatility and international trading strategy326 cited
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