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The Determinants of Official and Free-Market Exchange Rates in Albania during Transition
14 references·4 citing·33 second hopsampled
The Determinants of Official and Free-Market Exchange Rates in Albania during Transition (1999)The Determinants of Official and Free-Mar…Inflation and Stabilisation in Albania (1999)Inflation and Stabilisation i…Efficiency of the black market for foreign exchange and PPP: the case of the Dominican Republic (1999)Efficiency of the black marke…Testing for unit roots with very high frequency spot exchange rate data (1993)Testing for unit roots with v…Black market exchange rates versus official exchange rates in testing purchasing power parity: an examination of the Iranian rial (1993)Black market exchange rates v…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Long-run dynamics of black and official exchange rates (1991)Long-run dynamics of black an…Cointegration: how short is the long run? (1991)Cointegration: how short is t…COINTEGRATION TESTS WITH DAILY EXCHANGE RATE DATA (1991)COINTEGRATION TESTS WITH DAIL…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Cointegration-based tests of daily foreign exchange market efficiency (1990)Cointegration-based tests of …The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Testing the random walk hypothesis (1985)Testing the random walk hypot…A Note on the Efficiency of Black Markets in Foreign Currencies (1981)A Note on the Efficiency of B…Zimbabwe's black market for foreign exchange (2007)Zimbabwe's black market for f…Long-run dynamics of official and black-market exchange rates in Latin America (2004)Long-run dynamics of official…Albania (2001)AlbaniaInflation in Albania (2000)Inflation in AlbaniaCo-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)Cointegration and error correction models: Intertemporal causality between index and futures prices (1993)Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets (1995)The forward discount anomaly and the risk premium: A survey of recent evidence (1996)DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)SOURCE OF INFLATION IN POST-REVOLUTIONARY IRAN (1995)Real exchange rate behaviour: evidence from black markets (2000)PURCHASING POWER PARITY IN AFRICAN COUNTRIES: FURTHER EVIDENCE FROM FOURIER UNIT ROOT TESTS BASED ON LINEAR AND NONLINEAR MODELS (2013)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)An Empirical Analysis of Stock Prices in Major Asian Markets and the United States (1992)The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence (1995)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Long memory processes and fractional integration in econometrics (1996)Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Long memory in interest rate futures markets: A fractional cointegration analysis (1995)Calendar anomalies in the Turkish foreign exchange markets (2003)Cointegration, market integration, and market efficiency (2005)Testing for a Unit Root in Time Series Regression (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Bounds testing approaches to the analysis of level relationships (2001)Testing for Error Correction in Panel Data* (2007)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Numerical distribution functions for unit root and cointegration tests (1996)
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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
  • 1992THE POWER OF COINTEGRATION TESTS1,331 cited
  • 1991Cointegration: how short is the long run?564 cited
  • 1985Testing the random walk hypothesis368 cited
  • 1991COINTEGRATION TESTS WITH DAILY EXCHANGE RATE DATA123 cited
  • 1990Cointegration-based tests of daily foreign exchange market efficiency78 cited
  • 1991Long-run dynamics of black and official exchange rates64 cited
  • 1993Black market exchange rates versus official exchange rates in testing purchasing power parity: an examination of the Iranian rial48 cited
  • 1981A Note on the Efficiency of Black Markets in Foreign Currencies45 cited
  • 1999Efficiency of the black market for foreign exchange and PPP: the case of the Dominican Republic23 cited
  • 1999Inflation and Stabilisation in Albania21 cited
  • 1993Testing for unit roots with very high frequency spot exchange rate data19 cited

Cited by

  • 2004Long-run dynamics of official and black-market exchange rates in Latin America

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19 cited
  • 2000Inflation in Albania10 cited
  • 2007Zimbabwe's black market for foreign exchange10 cited
  • 2001Albania6 cited