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Black Market Exchange Rates and Purchasing Power Parity in Emerging Economies
16 references·0 citing·41 second hop
Black Market Exchange Rates and Purchasing Power Parity in Emerging Economies (2005)Black Market Exchange Rates and Purchasin…A Century of Purchasing-Power Parity (2002)A Century of Purchasing-Power…Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price (2001)Potential Pitfalls for the Pu…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: …Real and nominal effective exchange rates for 22 LDCs: 1971:1–1990:4 (1995)Real and nominal effective ex…FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Real exchange rates, devaluation, and adjustment: exchange rate policy in developing countries (1990)Real exchange rates, devaluat…Purchasing Power Parity in the Long Run: A Cointegration Approach (1990)Purchasing Power Parity in th…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Co-integration as an empirical test of purchasing power parity (1990)Co-integration as an empirica…National price levels, purchasing power parity, and cointegration: a test of four high inflation economies (1989)National price levels, purcha…Cointegration and Tests of Purchasing Power Parity (1988)Cointegration and Tests of Pu…An empirical examination of long-run purchasing power parity using cointegration techniques (1988)An empirical examination of l…Purchasing Power Parity (1985)Purchasing Power ParityFlexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)Flexible Exchange Rates, Pric…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Common stochastic trends in international stock markets (1992)DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)Tourism as a long-run economic growth factor: the Spanish case (2002)Expectations and Exchange Rate Dynamics (1976)Specification Tests in Econometrics (1978)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection (1988)Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets (1995)Selecting macroeconomic variables as explanatory factors of emerging stock market returns (2001)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Exchange Rate Economics: A Survey (1991)The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity (1995)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)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)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)How Big Is the Random Walk in GNP? (1988)Intertemporal Substitution in Consumption (1988)The overvaluation of purchasing power parity (1998)PPP Strikes Back: Aggregation And the Real Exchange Rate (2002)Commodity currencies (2003)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)CO2 emissions, energy consumption, and output in France (2007)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Currency Crises and Collapses (1995)Understanding Patterns of Economic Growth: Searching for Hills among Plateaus, Mountains, and Plains (2000)Can leading indicators assess country vulnerability? Evidence from the 2008–09 global financial crisis (2011)Purchasing Power Parity and the Real Exchange Rate (2002)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)
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References

  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 1990Real exchange rates, devaluation, and adjustment: exchange rate policy in developing countries581 cited
  • 2001Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price540 cited
  • 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
  • 1982Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s433 cited
  • 2002A Century of Purchasing-Power Parity424 cited
  • 1988Cointegration and Tests of Purchasing Power Parity354 cited
  • 1990Purchasing Power Parity in the Long Run: A Cointegration Approach330 cited
  • 1989National price levels, purchasing power parity, and cointegration: a test of four high inflation economies241 cited
  • 1985Purchasing Power Parity

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177 cited
  • 1990Co-integration as an empirical test of purchasing power parity99 cited
  • 1995Real and nominal effective exchange rates for 22 LDCs: 1971:1–1990:488 cited
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