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Are devaluations contractionary? The case of Turkey
16 references·0 citing·26 second hop
Are devaluations contractionary? The case of Turkey (2008)Are devaluations contractionary? The case…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…International Financial Statistics (2003)International Financial Stati…Development macroeconomics (1996)Development macroeconomicsLong-Run Economic Relationships: Readings in Cointegration. (1993)Long-Run Economic Relationshi…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Dynamic Specification, the Long-Run and The Estimation of Transformed Regression Models (1988)Dynamic Specification, the Lo…Contractionary Devaluation in Developing Countries: An Analytical Overview (1988)Contractionary Devaluation in…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Are Devaluations Contractionary? (1986)Are Devaluations Contractiona…Are Devaluations Contractionary? (1985)Are Devaluations Contractiona…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Contractionary effects of devaluation (1978)Contractionary effects of dev…Economia Internazionale. (1960)Economia Internazionale.Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Time Series Analysis: Forecasting and Control (1977)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Corruption and Foreign Direct Investment (2002)Economic Vulnerability and Resilience: Concepts and Measurements (2009)World Development indicators (2015)Foreign trade regimes and economic development (1979)Output and the real exchange rate in developing countries: an application to Mexico (2000)Why do countries float the way they float? (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Bounds testing approaches to the analysis of level relationships (2001)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Estimating long-run relationships from dynamic heterogeneous panels (1995)The behavior of real exchange rates during the post-Bretton Woods period (1998)Tourism expansion and economic development: The case of Taiwan (2005)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.925 cited
  • 1978Contractionary effects of devaluation893 cited
  • 2003International Financial Statistics867 cited
  • 1960Economia Internazionale.493 cited
  • 1988Dynamic Specification, the Long-Run and The Estimation of Transformed Regression Models310 cited
  • 1985Are Devaluations Contractionary?236 cited
  • 1986Are Devaluations Contractionary?225 cited
  • 1988Contractionary Devaluation in Developing Countries: An Analytical Overview222 cited
  • 1996Development macroeconomics

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