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Purchasing Power Parity Under the Current Float
16 references·0 citing·30 second hopsampled
Purchasing Power Parity Under the Current Float (2007)Purchasing Power Parity Under the Current…The Modern History of Exchange Rate Arrangements: A Reinterpretation (2016)The Modern History of Exchang…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…Unit root tests for panel data (2001)Unit root tests for panel dataTesting for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries (1999)Relative labor productivity a…The behavior of real exchange rates during the post-Bretton Woods period (1998)The behavior of real exchange…Searching for stationarity: Purchasing power parity under the current float (1997)Searching for stationarity: P…Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Real Exchange Rate Behavior: …Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test (1996)Are Real Exchange Rates Nonst…Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection (1994)Testing for a Unit Root in Ti…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Cointegration and Tests of Purchasing Power Parity (1988)Cointegration and Tests of Pu…An empirical investigation of the long-run behavior of real exchange rates (1987)An empirical investigation of…Deviations from Purchasing Power Parity in the Long Run (1983)Deviations from Purchasing Po…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)A simple panel unit root test in the presence of cross‐section dependence (2007)Introductory Econometrics for Finance (2008)Time Series Analysis: Forecasting and Control (1977)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)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)The saving and investment nexus for China: evidence from cointegration tests (2005)Expectations and Exchange Rate Dynamics (1976)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Fixing Exchange Rates: A Virtual Quest for Fundamentals (1993)Currency crashes in emerging markets: An empirical treatment (1996)Does the Nominal Exchange Rate Regime Matter? (1997)An Anatomy Of Credit Booms: Evidence From Macro Aggregates And Micro Data (2008)Financial Regulation, Financial Globalization, and the Synchronization of Economic Activity (2013)Exchange Arrangements Entering the 21st Century: Which Anchor Will Hold? (2017)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Why is it so difficult to beat the random walk forecast of exchange rates? (2003)Testing for a unit root in panels with dynamic factors (2004)Tourism development and economic growth: A closer look at panels (2007)Testing for Error Correction in Panel Data* (2007)
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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
  • 2001Unit root tests for panel data4,109 cited
  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 1998The behavior of real exchange rates during the post-Bretton Woods period824 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
  • 2016The Modern History of Exchange Rate Arrangements: A Reinterpretation562 cited
  • 1997Searching for stationarity: Purchasing power parity under the current float526 cited
  • 1983Deviations from Purchasing Power Parity in the Long Run497 cited
  • 1999Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries428 cited
  • 1996Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test417 cited
  • 1987An empirical investigation of the long-run behavior of real exchange rates

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395 cited
  • 1988Cointegration and Tests of Purchasing Power Parity354 cited
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