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ARE THERE NON-LINEARITIES IN US: LATIN AMERICAN REAL EXCHANGE BEHAVIOR *
16 references·0 citing·47 second hopsampled
ARE THERE NON-LINEARITIES IN US: LATIN AMERICAN REAL EXCHANGE BEHAVIOR * (2002)ARE THERE NON-LINEARITIES IN US: LATIN AM…A Century of Purchasing-Power Parity (2002)A Century of Purchasing-Power…New evidence on real exchange rate stationarity and purchasing power parity in less developed countries (2001)New evidence on real exchange…Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997 (2000)Real exchange rate behaviour …Business cycle non-linearities in UK consumption and production (2000)Business cycle non-linearitie…Modeling non-linearities in real effective exchange rates (1999)Modeling non-linearities in r…Another look at Swedish business cycles, 1861-1988 (1999)Another look at Swedish busin…Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation (1997)Transactions Costs and Nonlin…Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited (1997)Nonlinear Aspects of Goods-Ma…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: …The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity (1995)The Exchange Rate in the Pres…Purchasing power parity in high-inflation countries: further evidence (1994)Purchasing power parity in hi…Purchasing power parity based on effective exchange rate and cointegration: 25 LDCs' experience with its absolute formulation (1993)Purchasing power parity based…Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Characterizing nonlinearities…National price levels, purchasing power parity, and cointegration: a test of four high inflation economies (1989)National price levels, purcha…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Purchasing Power Parity and the Real Exchange Rate (2002)Theory of rational option pricing (2005)Understanding European Real Exchange Rates (2005)A new unit root test against ESTAR based on a class of modified statistics (2009)Expectations and Exchange Rate Dynamics (1976)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)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)Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence (2001)Purchasing Power Parity (2003)Linear models, smooth transition autoregression, and neural networks for forecasting macroeconomic time series: A re-examination (2005)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Real exchange rate behavior (1997)Exchange Rates in Emerging Economies: What Do We Know? What Do We Need to Know? (1999)Series‐specific Unit Root Tests with Panel Data* (2002)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price (2001)Testing for two-regime threshold cointegration in vector error-correction models (2002)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Do recessions permanently change output? (1993)A nonlinear approach to US GNP (1995)Testing the adequacy of smooth transition autoregressive models (1996)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Market integration and convergence to the Law of One Price: evidence from the European car market (2004)No Price Like Home: Global House Prices, 1870–2012 (2017)Threshold Cointegration (1997)The overvaluation of purchasing power parity (1998)Asymmetric Price Transmission: A Survey (2004)Global Current Account Imbalances and Exchange Rate Adjustments (2005)
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
  • 1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited
  • 2002A Century of Purchasing-Power Parity424 cited
  • 1995The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity403 cited
  • 1989National price levels, purchasing power parity, and cointegration: a test of four high inflation economies241 cited
  • 1999Modeling non-linearities in real effective exchange rates235 cited
  • 2000Business cycle non-linearities in UK consumption and production133 cited
  • 2000Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997118 cited
  • 1994Purchasing power parity in high-inflation countries: further evidence110 cited
  • 2001New evidence on real exchange rate stationarity and purchasing power parity in less developed countries

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101 cited
  • 1999Another look at Swedish business cycles, 1861-198896 cited
  • 1993Purchasing power parity based on effective exchange rate and cointegration: 25 LDCs' experience with its absolute formulation96 cited
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