SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Alternative approaches to real exchange rates and real interest rates: three up and three down
16 references·16 citing·34 second hopsampled
Alternative approaches to real exchange rates and real interest rates: three up and three down (1999)Alternative approaches to real exchange r…A panel project on purchasing power parity: Mean reversion within and between countries (1996)A panel project on purchasing…The handbook of international economics (1995)The handbook of international…Exchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…Real exchange rates and real interest differentials (1994)Real exchange rates and real …Perspectives on PPP and Long-Run Real Exchange Rates (1994)Perspectives on PPP and Long-…A re-assessment of the relationship between real exchange rates and real interest rates: 1974–1990 (1993)A re-assessment of the relati…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Was It Real? The Exchange Rat…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…ONE APPROACH TO RESOLVE THE EXCHANGE RATE PUZZLE: RESULTS USING DATA FROM THE UNITED KINGDOM AND THE UNITED STATES (2016)ONE APPROACH TO RESOLVE THE E…Exchange Rate Behavior of Canada, Japan, the United Kingdom and the United States (2015)Exchange Rate Behavior of Can…Structural breaks in the real exchange rate and real interest rate relationship (2010)Structural breaks in the real…The real exchange rate–real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration (2006)The real exchange rate–real i…The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves: empirical evidence from China (2006)The dynamic relationship betw…Real exchange rates and real interest rates : a nonlinear perspective (2006)Real exchange rates and real …The real exchange rate and real interest differentials: the role of nonlinearities (2005)The real exchange rate and re…The Equilibrium Real Exchange Rate in a Commodity Exporting Country: Algeria's Experience (2005)The Equilibrium Real Exchange…The Equilibrium Real Exchange Rate in a Commodity Exporting Country (2005)The Equilibrium Real Exchange…THE LONG-RUN REAL EFFECTIVE EXCHANGE RATE OF SINGAPORE: A BEHAVIOURAL APPROACH* (2004)THE LONG-RUN REAL EFFECTIVE E…Deviations from PPP and UIP in a financially open economy: the Turkish evidence (2004)Deviations from PPP and UIP i…Keynes, Cocoa, and Copper: In Search of Commodity Currencies (2002)Keynes, Cocoa, and Copper: In…Keynes, Cocoa, and Copper (2002)Keynes, Cocoa, and CopperA panel cointegration approach to the estimation of the peseta real exchange rate (2002)A panel cointegration approac…Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis (2001)Real Exchange Rate Dynamics i…The Determinants of the Euro-Dollar Exchange Rate - Synthetic Fundamentals and a Non-Existing Currency (2000)The Determinants of the Euro-…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Comparing Predictive Accuracy (1994)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)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)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)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)Dynamic Econometrics (1995)Testing for Error Correction in Panel Data* (2007)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Convergence Across States and Regions (1991)Familiarity Breeds Investment (2001)Estimating Trade Restrictiveness Indices (2008)UNMASKING THE POLLUTION HAVEN EFFECT* (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1995The handbook of international economics1,373 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
  • 1994Perspectives on PPP and Long-Run Real Exchange Rates742 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1994Real exchange rates and real interest differentials282 cited
  • 1993A re-assessment of the relationship between real exchange rates and real interest rates: 1974–1990275 cited
  • Cited by

    • 2005The Equilibrium Real Exchange Rate in a Commodity Exporting Country: Algeria's Experience62 cited
    • 2002Keynes, Cocoa, and Copper: In Search of Commodity Currencies57 cited
    • 2001Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis56 cited
    • 2000The Determinants of the Euro-Dollar Exchange Rate - Synthetic Fundamentals and a Non-Existing Currency45 cited
    • 2006The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves: empirical evidence from China33 cited
    • 2002Keynes, Cocoa, and Copper32 cited
    • 2005The Equilibrium Real Exchange Rate in a Commodity Exporting Country32 cited
    • 2002A panel cointegration approach to the estimation of the peseta real exchange rate31 cited
    • 2005The real exchange rate and real interest differentials: the role of nonlinearities22 cited
    • 2010Structural breaks in the real exchange rate and real interest rate relationship22 cited
    • 2004Deviations from PPP and UIP in a financially open economy: the Turkish evidence16 cited
    • 2006The real exchange rate–real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration14 cited
    • 2006Real exchange rates and real interest rates : a nonlinear perspective14 cited
    • 2016ONE APPROACH TO RESOLVE THE EXCHANGE RATE PUZZLE: RESULTS USING DATA FROM THE UNITED KINGDOM AND THE UNITED STATES12 cited
    • 2015Exchange Rate Behavior of Canada, Japan, the United Kingdom and the United States11 cited
    • 2004THE LONG-RUN REAL EFFECTIVE EXCHANGE RATE OF SINGAPORE: A BEHAVIOURAL APPROACH*11 cited