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An Empirical Test of Purchasing Power Parity in Selected African Countries - a Panel Data Approach
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An Empirical Test of Purchasing Power Parity in Selected African Countries - a Panel Data Approach (2001)An Empirical Test of Purchasing Power Par…Analysis of Panel Data (2003)Analysis of Panel DataUnit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…Searching for stationarity: Purchasing power parity under the current float (1997)Searching for stationarity: P…Multi-country evidence on the behavior of purchasing power parity under the current float (1997)Multi-country evidence on the…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Purchasing power parity and unit root tests using panel data (1996)Purchasing power parity and u…Panel unit root tests and real exchange rates (1996)Panel unit root tests and rea…Exchange Rate Economics (1996)Exchange Rate EconomicsCurrent Account Solvency and the Feldstein--Horioka Puzzle (1996)Current Account Solvency and …Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test (1996)Are Real Exchange Rates Nonst…A panel project on purchasing power parity: Mean reversion within and between countries (1996)A panel project on purchasing…Testing for Unit Roots in Heterogeneous Panels (1995)Testing for Unit Roots in Het…Purchasing Power Parity in the Long Run: A Cointegration Approach (1990)Purchasing Power Parity in th…An empirical examination of long-run purchasing power parity using cointegration techniques (1988)An empirical examination of l…Purchasing power parity (1978)Purchasing power parityTime Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing for unit roots in heterogeneous panels (2003)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Exchange Rate Economics: A Survey (1991)The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity (1995)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Fully modified OLS for heterogeneous cointegrated panels (2004)Nonstationary panels, cointegration in panels and dynamic panels: A survey (2004)Panel unit root tests under cross‐sectional dependence (2005)Critical Values for Cointegration Tests (2010)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)Purchasing Power Parity in the Long Run (1990)Perspectives on PPP and Long-Run Real Exchange Rates (1994)Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)MONEY, INCOME, AND CAUSALITY (1972)Some International Evidence on Output-Inflation Tradeoffs. (1973)Deviations from Purchasing Power Parity in the Long Run (1983)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)A Fractional Cointegration Analysis of Purchasing Power Parity (1993)Capitalism, Democracy, and Welfare (2005)The effect of urbanization, energy consumption, and foreign direct investment on the carbon dioxide emission in the SSEA (South and Southeast Asian) region (2016)Initial conditions and moment restrictions in dynamic panel data models (1995)Econometric Analysis of Cross Section and Panel Data (2001)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Introductory Econometrics for Finance (2008)Chapter 4 The new empirics of economic growth (1999)Workers' Remittances and the Real Exchange Rate: A Paradox of Gifts (2004)The role of transport infrastructure in international tourism development: A gravity model approach (2007)
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References

  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 2003Analysis of Panel Data7,858 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • 1995Testing for Unit Roots in Heterogeneous Panels564 cited
  • 1978Purchasing power parity557 cited
  • 1997Searching for stationarity: Purchasing power parity under the current float526 cited
  • 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
  • 1996Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test417 cited
  • 1996Purchasing power parity and unit root tests using panel data342 cited
  • 1990Purchasing Power Parity in the Long Run: A Cointegration Approach330 cited
  • 1996Exchange Rate Economics296 cited
  • 1996Current Account Solvency and the Feldstein--Horioka Puzzle273 cited
  • 1996Panel unit root tests and real exchange rates208 cited
  • 1997

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Multi-country evidence on the behavior of purchasing power parity under the current float
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