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Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach
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Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach (2008)Testing for efficiency in selected develo…The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The Twin Crises: The Causes o…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…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…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Forward and spot exchange rates (1984)Forward and spot exchange rat…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…A Model of Balance-of-Payments Crises (1979)A Model of Balance-of-Payment…A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage (2019)A new wavelet-based ultra-hig…An Empirical Investigation of the Purchasing Power Parity Hypothesis in European Transition Countries (2012)An Empirical Investigation of…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)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 simple perfect foresight monetary model (1975)Market anticipations, government policy, and the price of gold (1976)The Exchange Rate And The Balance of Payments In The Short Run and in The Long Run: A Monetary Approach (1977)Currency crashes in emerging markets: An empirical treatment (1996)Leading Indicators of Currency Crises (1998)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Critical Values for Cointegration Tests (2010)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Book Review: Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Manias, Panics and Crashes (1978)New Indexes of Coincident and Leading Economic Indicators (1989)The Determinants of Banking Crises in Developing and Developed Countries (1998)Does financial liberalization spur growth? (2005)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)A simple panel unit root test in the presence of cross‐section dependence (2007)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)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)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
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  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
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  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration

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2,028 cited
  • 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,617 cited
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    • 2019A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage16 cited
    • 2012An Empirical Investigation of the Purchasing Power Parity Hypothesis in European Transition Countries8 cited