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Explaining the persistence of deviations from PPP: a non-linear Harrod-Balassa-Samuelson effect?
16 references·2 citing·40 second hop
Explaining the persistence of deviations from PPP: a non-linear Harrod-Balassa-Samuelson effect? (2006)Explaining the persistence of deviations …The Purchasing Power Parity Debate (2004)The Purchasing Power Parity D…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)SMOOTH TRANSITION AUTOREGRESS…Order Flow and Exchange Rate Dynamics (2002)Order Flow and Exchange Rate …Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…Nonlinear Time Series Models in Empirical Finance (2000)Nonlinear Time Series Models …Threshold Cointegration (1997)Threshold CointegrationThe Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…A test for independence based on the correlation dimension (1996)A test for independence based…Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Characterizing nonlinearities…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s) (2021)Towards resolving the purchas…Kurs złoty/euro: teoria i empiria (2013)Kurs złoty/euro: teoria i emp…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Expectations and Exchange Rate Dynamics (1976)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Immiserizing Growth: A Geometrical Note (1958)Theory of Value (1959)Asset Prices in an Exchange Economy (1978)Forward and spot exchange rates (1984)Trying to Explain Home Bias in Equities and Consumption (1999)Measuring Business Cycles (1947)A Theory of the Consumption Function (1960)Time Series Analysis: Forecasting and Control (1977)Trends and random walks in macroeconmic time series (1982)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Time Series Analysis Forecasting and Control. (1971)Comparing Predictive Accuracy (1994)Testing for a unit root in the nonlinear STAR framework (2002)Dealing with Structural Breaks (2005)An Empirical Comparison of Machine Learning Models for Time Series Forecasting (2010)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)The behavior of real exchange rates during the post-Bretton Woods period (1998)Was Weber Wrong? A Human Capital Theory of Protestant Economic History (2007)The Next Generation of the Penn World Table (2015)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)Economic Growth in a Cross Section of Countries (1989)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1983Empirical exchange rate models of the seventies4,150 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
  • 2000Nonlinear Time Series Models in Empirical Finance1,111 cited
  • 1997Threshold Cointegration1,042 cited
  • 2004The Purchasing Power Parity Debate1,034 cited
  • 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
  • 2002Order Flow and Exchange Rate Dynamics957 cited

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1992
Characterizing nonlinearities in business cycles using smooth transition autoregressive models
890 cited

Cited by

  • 2013Kurs złoty/euro: teoria i empiria20 cited
  • 2021Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s)9 cited