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Sources of Real Exchange Rate Fluctuations in the Nordic Countries
13 references·0 citing·41 second hop
Sources of Real Exchange Rate Fluctuations in the Nordic Countries (2001)Sources of Real Exchange Rate Fluctuation…Monetary shocks and real exchange rates (1999)Monetary shocks and real exch…When Do Long-Run Identifying Restrictions Give Reliable Results? (1997)When Do Long-Run Identifying …Sources of Purchasing Power Disparities between the G3 Economies (1997)Sources of Purchasing Power D…Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries (1996)Real Exchange Rate Levels, Pr…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…A Common Trends Model : Identification, Estimation and Inference (1993)A Common Trends Model : Ident…Stochastic trends and economic fluctuations in a small open economy (1992)Stochastic trends and economi…DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)DETERMINATION OF COINTEGRATIO…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…An empirical investigation of the long-run behavior of real exchange rates (1987)An empirical investigation of…The Open Economy: Implications for Monetary and Fiscal Policy (1984)The Open Economy: Implication…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing weak exogeneity and the order of cointegration in UK money demand data (1992)Stock Prices, News, and Economic Fluctuations (2006)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A PANIC Attack on Unit Roots and Cointegration (2004)Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption (2004)Realized Variance and Market Microstructure Noise (2006)Long-run equilibrium real exchange rates and oil prices (1998)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Financial systems and the role of banks in monetary policy transmission in the euro area (2003)The monetary transmission mechanism in the euro area: evidence from VAR analysis (2003)Macroeconomics and Reality (1980)Alternative Explanations of the Money-Income Correlation (1986)Emerging Market Business Cycles: The Cycle Is the Trend (2007)News shocks and business cycles (2011)Panel Vector Autoregressive Models: A Survey (2013)Expectations and Exchange Rate Dynamics (1976)Trends and random walks in macroeconmic time series (1982)Empirical exchange rate models of the seventies (1983)The size and power of the variance ratio test in finite samples (1989)Oil prices and the rise and fall of the US real exchange rate (1998)Forecasting stock indices: a comparison of classification and level estimation models (2000)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Putting the ‘New Open Economy Macroeconomics’ to a test (2003)Capital Controls and the International Transmission of U.S. Money Shocks (2007)A new look at pass-through (2008)The Purchasing Power Parity Puzzle (1996)Was Weber Wrong? A Human Capital Theory of Protestant Economic History * (2009)The Next Generation of the Penn World Table (2015)Time-Series-Based Econometrics (1996)High Yields: The Spread on German Interest Rates (1997)Modeling Regional Interdependencies Using a Global Vector Error-Correcting Macroeconometric Model (2001)Economic Growth in a Cross Section of Countries (1989)
this work references cited by second hop

References

  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND1,011 cited
  • 1997When Do Long-Run Identifying Restrictions Give Reliable Results?505 cited
  • 1987An empirical investigation of the long-run behavior of real exchange rates395 cited
  • 1992Stochastic trends and economic fluctuations in a small open economy203 cited
  • 1996Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries172 cited
  • 1999Monetary shocks and real exchange rates171 cited
  • 1993A Common Trends Model : Identification, Estimation and Inference87 cited
  • 1984The Open Economy: Implications for Monetary and Fiscal Policy56 cited
  • 1997Sources of Purchasing Power Disparities between the G3 Economies46 cited

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