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Capital Inflows, Inflation, and the Exchange Rate Volatility: An Investigation for Linear and Nonlinear Causal Linkages
5 references·1 citing·31 second hop
Capital Inflows, Inflation, and the Exchange Rate Volatility: An Investigation for Linear and Nonlinear Causal Linkages (2013)Capital Inflows, Inflation, and the Excha…Evidence for chaotic dependence between US inflation and commodity prices (2006)Evidence for chaotic dependen…Financial Deregulation and the Dynamics of Money, Prices, and Output in New Zealand and Australia (1993)Financial Deregulation and th…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…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…Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots (1991)Pitfalls and Opportunities: W…The dynamic impact of foreign portfolio investment on stock prices in Pakistan (2019)The dynamic impact of foreign…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)Statistical analysis of cointegration vectors (1988)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis (2005)Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model (2010)Factors determining energy consumption: Evidence from Indonesia, Malaysia and Thailand (2014)Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? (2017)Macroeconomics and Reality (1980)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs (2016)Contemporaneous and Granger causality among US corn cash and futures prices (2018)Is money demand really unstable? Evidence from Divisia monetary aggregates (2022)Bounds testing approaches to the analysis of level relationships (2001)Stock market driven acquisitions (2003)The Capital Asset Pricing Model: Theory and Evidence (2004)Nexus between willingness to pay for renewable energy sources: evidence from Turkey (2020)Nexus between economic growth and foreign private investment: Evidence from Pakistan economy (2021)The relationship between renewable energy sources and sustainable economic growth: evidence from SAARC countries (2021)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)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for Error Correction in Panel Data* (2007)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)
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References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 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
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots681 cited
  • 2006Evidence for chaotic dependence between US inflation and commodity prices183 cited
  • 1993Financial Deregulation and the Dynamics of Money, Prices, and Output in New Zealand and Australia71 cited

Cited by

  • 2019The dynamic impact of foreign portfolio investment on stock prices in Pakistan45 cited

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