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Devaluación y precios agregados en Colombia, 1980-1998
16 references·0 citing·33 second hop
Devaluación y precios agregados en Colombia, 1980-1998 (2000)Devaluación y precios agregados en Colomb…Income and Price Effects in Foreign Trade (2017)Income and Price Effects in F…Asymptotic Inference on Cointegrating Rank in Partial Systems (1998)Asymptotic Inference on Coint…Goods Prices and Exchange Rates: What Have We Learned? (1996)Goods Prices and Exchange Rat…EXCHANGE RATE PASS‐THROUGH (1995)EXCHANGE RATE PASS‐THROUGHA Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Hysteresis, Import Penetration, and Exchange Rate Pass-Through (1989)Hysteresis, Import Penetratio…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Hyteresis in Import Prices: The Beachhead Effect (1988)Hyteresis in Import Prices: T…Exchange Rate Pass-Through When Market Share Matters (1988)Exchange Rate Pass-Through Wh…Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Asymptotic Properties of Leas…Pricing to Market when the Exchange Rate Changes (1986)Pricing to Market when the Ex…EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE* (1986)EXPLORING EQUILIBRIUM RELATIO…Devaluation, Money, and Nontraded Goods (1973)Devaluation, Money, and Nontr…INTERNAL AND EXTERNAL BALANCE: THE ROLE OP PRICE AND EXPENDITURE EFFECTS (1959)INTERNAL AND EXTERNAL BALANCE…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)Trends and random walks in macroeconmic time series (1982)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)International R&D spillovers (1995)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Dealing with Structural Breaks (2005)Testing for Error Correction in Panel Data* (2007)Relationships among carbon emissions, economic growth, energy consumption and population growth: Testing Environmental Kuznets Curve hypothesis for Brazil, China, India and Indonesia (2016)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)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)Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Advanced International Trade : Theory and Evidence Ed. 2 (2004)Exchange Rate Pass-Through into Import Prices (2005)New Directions for Stochastic Open Economy Models (1999)Pricing-to-Market, Trade Costs, and International Relative Prices (2008)The role of exchange rates in a popular model of international trade (1991)An area-wide model for the euro area (2004)Exchange rate volatility and trade flows: a review article (2007)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)Markov-Perfect Industry Dynamics: A Framework for Empirical Work (1995)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)
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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
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1996Goods Prices and Exchange Rates: What Have We Learned?1,495 cited
  • 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
  • 1986Pricing to Market when the Exchange Rate Changes1,052 cited
  • 1989Hysteresis, Import Penetration, and Exchange Rate Pass-Through870 cited
  • 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited
  • 2017Income and Price Effects in Foreign Trade695 cited
  • 1988Hyteresis in Import Prices: The Beachhead Effect539 cited
  • 1988Exchange Rate Pass-Through When Market Share Matters500 cited
  • 1995EXCHANGE RATE PASS‐THROUGH493 cited
  • 1959INTERNAL AND EXTERNAL BALANCE: THE ROLE OP PRICE AND EXPENDITURE EFFECTS482 cited
  • 1973Devaluation, Money, and Nontraded Goods

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269 cited
  • 1998Asymptotic Inference on Cointegrating Rank in Partial Systems215 cited
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