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How Robust are Estimated Equilibrium Exchange Rates? A Panel BEER Approach
16 references·3 citing·27 second hop
How Robust are Estimated Equilibrium Exchange Rates? A Panel BEER Approach (2008)How Robust are Estimated Equilibrium Exch…The local power of some unit root tests for panel data (2004)The local power of some unit …PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…Nonstationary panels, cointegration in panels and dynamic panels: A survey (2004)Nonstationary panels, cointeg…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Testing for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…Panel Data Unit Roots and Cointegration: An Overview (1999)Panel Data Unit Roots and Coi…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers (1998)Exchange Rates and Economic F…On the Estimation and Inference of a Cointegrated Regression in Panel Data (1997)On the Estimation and Inferen…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…International Evidence on Tradables and Nontradables Inflation (1994)International Evidence on Tra…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Was It Real? The Exchange Rat…Kurs złoty/euro: teoria i empiria (2013)Kurs złoty/euro: teoria i emp…Renminbi Misaligned — Results from Meta-regressions (2011)Renminbi Misaligned — Results…Comparing alternative methodologies for real exchange rate assessment (2010)Comparing alternative methodo…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Another look at the instrumental variable estimation of error-components models (1995)Introductory Econometrics for Finance (2008)Renewable energy consumption and income in emerging economies (2009)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Analysis: Forecasting and Control (1977)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Time Series Regression with a Unit Root (1987)Inference in Linear Time Series Models with some Unit Roots (1990)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Spurious regression and residual-based tests for cointegration in panel data (1999)Testing for Error Correction in Panel Data* (2007)
this work references cited by second hop

References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 2004The local power of some unit root tests for panel data2,382 cited
  • 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
  • 1994International Evidence on Tradables and Nontradables Inflation660 cited
  • 2004Nonstationary panels, cointegration in panels and dynamic panels: A survey650 cited
  • 1999Panel Data Unit Roots and Cointegration: An Overview609 cited

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1998
Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers
587 cited
  • 1997On the Estimation and Inference of a Cointegrated Regression in Panel Data518 cited
  • Cited by

    • 2010Comparing alternative methodologies for real exchange rate assessment25 cited
    • 2011Renminbi Misaligned — Results from Meta-regressions22 cited
    • 2013Kurs złoty/euro: teoria i empiria20 cited