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The behaviour of the real exchange rate: Evidence from regression quantiles

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References

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1994Can the Markov switching model forecast exchange rates?415 cited

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2001

Purchasing Power Parity and the Real Exchange Rate

399 cited

2002Purchasing Power Parity and the Real Exchange Rate330 cited

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2011Volatility forecasting of exchange rate by quantile regression28 cited
2010Testing the Purchasing Power Parity Hypothesis for the New Member and Candidate Countries of the European Union: Evidence from Lagrange Multiplier Unit Root Tests with Structural Breaks27 cited
2016Quantile unit root test and PPP: evidence from 23 OECD countries27 cited
2017Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries23 cited
2018Black swan events in China's stock markets: Intraday price behaviors on days of volatility22 cited
2019Testing the long-run PPP for Turkey: new evidence from the Fourier quantile unit root test15 cited
2024Exchange rates and trade balance dynamics: a quantile regression analysis14 cited
2022Quantile unit root inference for panel data with common shocks13 cited