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Testing for long run purchasing power parity
8 references·11 citing·25 second hop
Testing for long run purchasing power parity (1989)Testing for long run purchasing power par…An empirical examination of long-run purchasing power parity using cointegration techniques (1988)An empirical examination of l…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Unit Roots in Time Series Models: Tests and Implications (1986)Unit Roots in Time Series Mod…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…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…Purchasing power parity in GIIPS countries: evidence from unit root tests with breaks and non-linearity (2021)Purchasing power parity in GI…What new technology means for the energy demand in China? A sustainable development perspective (2018)What new technology means for…The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates (2016)The role of structural breaks…Purchasing Power Parity in the BRICS and the MIST Countries: Sequential Panel Selection Method (2014)Purchasing Power Parity in th…Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test (2013)Revisiting Purchasing Power P…The validity of purchasing power parity hypothesis for eleven middle eastern countries (2005)The validity of purchasing po…Exchange rate regimes and the linkage between money and output in Greece (2002)Exchange rate regimes and the…The exchange rate and long-run price movements in the US and Japan (1999)The exchange rate and long-ru…Purchasing power parity: an analysis based on the evolutionary spectrum (1997)Purchasing power parity: an a…EMPIRICAL TESTS OF MEAN REVERSION IN REAL EXCHANGE RATES: A SURVEY (1995)EMPIRICAL TESTS OF MEAN REVER…Testing for Long Run Purchasing Power Parity: An Examination of Korean Won (1992)Testing for Long Run Purchasi…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Macroeconomics and Reality (1980)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Introductory Econometrics for Finance (2008)Critical Values for Cointegration Tests (2010)Testing for a Unit Root in Time Series Regression (1988)Evidence on PPP for selected Asian countries from a panel cointegration test with structural breaks (2008)Purchasing Power Parity of ASEAN-5 Countries Revisited: Heterogeneity, Structural Breaks and Cross-sectional Dependence (2015)Bounds testing approaches to the analysis of level relationships (2001)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)World Development indicators (2015)Exchange Rate Economics: A Survey (1991)The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity (1995)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)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests (1994)The Impact of Public Information on the Stock Market (1994)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Unit root tests in panel data: asymptotic and finite-sample properties (2002)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

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
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
  • 1986Unit Roots in Time Series Models: Tests and Implications460 cited

Cited by

  • 2018What new technology means for the energy demand in China? A sustainable development perspective70 cited
  • 2005The validity of purchasing power parity hypothesis for eleven middle eastern countries31 cited
  • 2013Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test24 cited
  • 1992Testing for Long Run Purchasing Power Parity: An Examination of Korean Won23 cited
  • 1995EMPIRICAL TESTS OF MEAN REVERSION IN REAL EXCHANGE RATES: A SURVEY22 cited
  • 2014Purchasing Power Parity in the BRICS and the MIST Countries: Sequential Panel Selection Method

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14 cited
  • 2002Exchange rate regimes and the linkage between money and output in Greece13 cited
  • 1997Purchasing power parity: an analysis based on the evolutionary spectrum13 cited
  • 2021Purchasing power parity in GIIPS countries: evidence from unit root tests with breaks and non-linearity11 cited
  • 2016The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates11 cited
  • 1999The exchange rate and long-run price movements in the US and Japan11 cited