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TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE*
16 references·5 citing·27 second hop
TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE* (2009)TESTING FOR REAL INTEREST RATE PARITY USI…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Testing for a unit root in panels with dynamic factors (2004)Testing for a unit root in pa…Some cautions on the use of panel methods for integrated series of macroeconomic data (2004)Some cautions on the use of p…A PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …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…Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Dynamic Panel Estimation and …Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Testing for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…Testing for Common Trends (1988)Testing for Common TrendsTesting the Random Walk Hypothesis: Power versus Frequency of Observation (1985)Testing the Random Walk Hypot…Exchange Rate Theory and Practice (1984)Exchange Rate Theory and Prac…Testing For Unit Roots: 1 (1981)Testing For Unit Roots: 1A RE‐EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND‐GENERATION PANEL UNIT ROOT TESTS (2015)A RE‐EXAMINATION OF REAL INTE…Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets (2013)Real interest parity in Centr…Real interest parity: A note on Asian countries using panel stationarity tests (2011)Real interest parity: A note …DOES REAL INTEREST RATE PARITY HOLD FOR OECD COUNTRIES? NEW EVIDENCE USING PANEL STATIONARITY TESTS WITH CROSS-SECTION DEPENDENCE AND STRUCTURAL BREAKS (2010)DOES REAL INTEREST RATE PARIT…Financial integration of East Asian economies: evidence from real interest parity (2009)Financial integration of East…Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)Panel Data Models With Interactive Fixed Effects (2009)Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Time 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)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Efficient Tests for an Autoregressive Unit Root (1996)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand* (2003)Econometric Analysis of Panel Data (2021)Statistical analysis of cointegration vectors (1988)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)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)Testing slope homogeneity in large panels (2007)Testing for Granger non-causality in heterogeneous panels (2012)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)
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References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 1988Testing for Common Trends1,894 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
  • 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence1,265 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 2004Testing for a unit root in panels with dynamic factors939 cited
  • 1984Exchange Rate Theory and Practice498 cited
  • 1985Testing the Random Walk Hypothesis: Power versus Frequency of Observation475 cited
  • 2004Some cautions on the use of panel methods for integrated series of macroeconomic data415 cited

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  • 1981Testing For Unit Roots: 1398 cited
  • Cited by

    • 2009Financial integration of East Asian economies: evidence from real interest parity26 cited
    • 2010DOES REAL INTEREST RATE PARITY HOLD FOR OECD COUNTRIES? NEW EVIDENCE USING PANEL STATIONARITY TESTS WITH CROSS-SECTION DEPENDENCE AND STRUCTURAL BREAKS20 cited
    • 2015A RE‐EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND‐GENERATION PANEL UNIT ROOT TESTS17 cited
    • 2011Real interest parity: A note on Asian countries using panel stationarity tests14 cited
    • 2013Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets9 cited