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The Applied Cointegration Analysis for the Open Economy: A Critical Review
16 references·0 citing·26 second hop
The Applied Cointegration Analysis for the Open Economy: A Critical Review (1999)The Applied Cointegration Analysis for th…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Long-run purchasing power parity during the recent float (1993)Long-run purchasing power par…International stock market linkages: Evidence from the pre- and post-October 1987 period (1993)International stock market li…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…The Emerging U.S. Current Account Deficit in the 1980s: A Cointegration Analysis (1992)The Emerging U.S. Current Acc…Is the Export-Led Growth Hypothesis Valid for Industrialized Countries? (1992)Is the Export-Led Growth Hypo…Common stochastic trends in international stock markets (1992)Common stochastic trends in i…An Empirical Analysis of Stock Prices in Major Asian Markets and the United States (1992)An Empirical Analysis of Stoc…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control (1989)The Internationalisation of S…Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets (1989)Market efficiency and cointeg…Common Stochastic Trends in a System of Exchange Rates (1989)Common Stochastic Trends in a…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Testing for a Unit Root in Time Series Regression (1988)THE POWER OF COINTEGRATION TESTS (1992)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)Time Series Analysis: Forecasting and Control (1977)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)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)A vector error correction model of the Singapore stock market (2000)The effects of terrorism on global capital markets (2004)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 Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)The econometrics of financial markets (1996)Country spreads and emerging countries: Who drives whom? (2005)Stock prices and exchange rate dynamics (2005)Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Long memory processes and fractional integration in econometrics (1996)Taking Time Seriously (2008)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
  • 1992Common stochastic trends in international stock markets944 cited
  • 1989Common Stochastic Trends in a System of Exchange Rates626 cited
  • 1993International stock market linkages: Evidence from the pre- and post-October 1987 period561 cited
  • 1992Is the Export-Led Growth Hypothesis Valid for Industrialized Countries?409 cited
  • 1989Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets408 cited
  • 1992The Emerging U.S. Current Account Deficit in the 1980s: A Cointegration Analysis319 cited
  • 1993Long-run purchasing power parity during the recent float

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316 cited
  • 1989The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control302 cited
  • 1992An Empirical Analysis of Stock Prices in Major Asian Markets and the United States280 cited
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