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A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks
16 references·0 citing·34 second hop
A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks (2011)A New Test of the Real Interest Rate Pari…Multiple Structural Change Models: A Simulation Analysis (2006)Multiple Structural Change Mo…Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? (2005)Viewpoint: Towards a solution…A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error (2004)A comparison of autoregressiv…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Error‐correction Mechanism Te…Real interest rate equalization and the integration of international financial markets (1994)Real interest rate equalizati…Testing for parameter instability in linear models (1992)Testing for parameter instabi…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…The international linkage of real interest rates: The European-US connection (1986)The international linkage of …Some evidence on the international inequality of real interest rates (1985)Some evidence on the internat…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)The Quarterly Journal of Economics (2024)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Testing for Error Correction in Panel Data* (2007)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Some tests for parameter constancy in cointegrated VAR‐models (1999)Information Technology and the U.S. Productivity Revival: What Do the Industry Data Say? (2002)Dealing with Structural Breaks (2005)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)Time Series Regression with a Unit Root (1987)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)The Purchasing Power Parity Puzzle (1996)Was Weber Wrong? A Human Capital Theory of Protestant Economic History * (2009)The Next Generation of the Penn World Table (2015)Economic Growth in a Cross Section of Countries (1989)Purchasing Power Parity in the Long Run (1990)The behavior of real exchange rates during the post-Bretton Woods period (1998)Exchange Rates and Fundamentals (2005)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1992Testing for parameter instability in linear models768 cited
  • 2006Multiple Structural Change Models: A Simulation Analysis310 cited
  • 2005Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?273 cited
  • 1986The international linkage of real interest rates: The European-US connection183 cited
  • 2004A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error146 cited

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1985
Some evidence on the international inequality of real interest rates
144 cited
  • 1994Real interest rate equalization and the integration of international financial markets142 cited
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