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TESTING THE VALIDITY OF PURCHASING POWER PARITY FOR ASIAN COUNTRIES DURING THE CURRENT FLOAT
16 references·3 citing·38 second hop
TESTING THE VALIDITY OF PURCHASING POWER PARITY FOR ASIAN COUNTRIES DURING THE CURRENT FLOAT (2003)TESTING THE VALIDITY OF PURCHASING POWER …Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Long-run PPP may not hold after all (2000)Long-run PPP may not hold aft…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…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Real Exchange Rate Behavior: …Panel unit root tests and real exchange rates (1996)Panel unit root tests and rea…A panel project on purchasing power parity: Mean reversion within and between countries (1996)A panel project on purchasing…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Integration Versus Trend Stationary in Time Series (1992)Integration Versus Trend Stat…Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…On the power of Dickey-Fuller tests against fractional alternatives (1991)On the power of Dickey-Fuller…Real and nominal exchange rates in the long run: An empirical investigation (1990)Real and nominal exchange rat…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)International Capital Mobilit…Cross-Cultural Risk Behavior in Financial Decisions and the Cushion Hypothesis (2011)Cross-Cultural Risk Behavior …New evidence of the validity of purchasing power parity from Turkey (2008)New evidence of the validity …Parity reversion persistence in real exchange rates: middle income country case (2003)Parity reversion persistence …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Time Series Analysis: Forecasting and Control (1977)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)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)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)Perspectives on PPP and Long-Run Real Exchange Rates (1994)Trends and random walks in macroeconmic time series (1982)Time Series Regression with a Unit Root (1987)Long memory processes and fractional integration in econometrics (1996)Energy consumption, income, and carbon emissions in the United States (2006)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Introductory Econometrics for Finance (2008)Tourism development and economic growth: A closer look at panels (2007)
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References

  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • 1997Searching for stationarity: Purchasing power parity under the current float526 cited
  • 1991On the power of Dickey-Fuller tests against fractional alternatives511 cited
  • 1992Integration Versus Trend Stationary in Time Series504 cited
  • 1990Real and nominal exchange rates in the long run: An empirical investigation424 cited
  • 1985International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets?318 cited

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  • 2000Long-run PPP may not hold after all299 cited
  • 1996Panel unit root tests and real exchange rates208 cited
  • Cited by

    • 2008New evidence of the validity of purchasing power parity from Turkey25 cited
    • 2003Parity reversion persistence in real exchange rates: middle income country case24 cited
    • 2011Cross-Cultural Risk Behavior in Financial Decisions and the Cushion Hypothesis2 cited