SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Is reversion to PPP in euro exchange rates non-linear?
16 references·1 citing·37 second hop
Is reversion to PPP in euro exchange rates non-linear? (2007)Is reversion to PPP in euro exchange rate…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…The Purchasing Power Parity Debate (2004)The Purchasing Power Parity D…Why is it so difficult to beat the random walk forecast of exchange rates? (2003)Why is it so difficult to bea…Purchasing Power Parity and the Real Exchange Rate (2002)Purchasing Power Parity and t…Purchasing Power Parity and the Real Exchange Rate (2001)Purchasing Power Parity and t…Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era (2001)Nonlinear adjustment to purch…Long-run PPP may not hold after all (2000)Long-run PPP may not hold aft…Modeling non-linearities in real effective exchange rates (1999)Modeling non-linearities in r…Global Equilibrium Exchange Rates: Euro, Dollar, 'Ins', 'Outs', and Other Major Currencies in a Panel Cointegration Framework (1999)Global Equilibrium Exchange R…Global Equilibrium Exchange Rates: Euro, Dollar, 'Ins,' 'Outs,' and Other Major Currencies in a Panel Cointegration Framework (1999)Global Equilibrium Exchange R…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…The behavior of real exchange rates during the post-Bretton Woods period (1998)The behavior of real exchange…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Dynamic Equilibrium and the R…Critical Values for Cointegratio11 Tests* (1991)Critical Values for Cointegra…Did Purchasing Power Parity Hold in Medieval Europe? (2016)Did Purchasing Power Parity H…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)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)Optimum consumption and portfolio rules in a continuous-time model (1971)Theory of Rational Option Pricing (1973)Are Financial Assets Priced Locally or Globally? (2002)International Trade and Macroeconomic Dynamics with Heterogeneous Firms* (2005)Theory of rational option pricing (2005)Financial Intermediation, International Risk Sharing, and Reserve Currencies (2017)Expectations and Exchange Rate Dynamics (1976)Gravity with Gravitas: A Solution to the Border Puzzle (2003)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)The VAT in Developing and Transitional Countries (2007)Identifying FDI spillovers (2017)Empirical exchange rate models of the seventies (1983)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)Statistical analysis of cointegration vectors (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Exchange Rates and Fundamentals (2005)Multiproduct Firms and Trade Liberalization (2011)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)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)Introductory Econometrics for Finance (2008)Comparing Predictive Accuracy (1994)Exchange Rates and Fundamentals (2004)In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (2005)Testing for a unit root in panels with dynamic factors (2004)Testing the monetary model of exchange rate determination: new evidence from a century of data (2002)Chapter 16 Are financial assets priced locally or globally? (2003)Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates (2010)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)The Long-Run Evolution of Energy Prices (1999)
this work references cited by second hop

References

  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1998The overvaluation of purchasing power parity1,208 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
  • 1998The behavior of real exchange rates during the post-Bretton Woods period824 cited
  • 2003Why is it so difficult to beat the random walk forecast of exchange rates?784 cited
  • 1991Critical Values for Cointegratio11 Tests*762 cited
  • 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World642 cited
  • 2001Purchasing Power Parity and the Real Exchange Rate399 cited
  • 2002Purchasing Power Parity and the Real Exchange Rate330 cited
  • 2000Long-run PPP may not hold after all299 cited
  • 2001Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era258 cited
  • 1999Modeling non-linearities in real effective exchange rates235 cited
  • 1999Global Equilibrium Exchange Rates: Euro, Dollar, 'Ins,' 'Outs,' and Other Major Currencies in a Panel Cointegration Framework115 cited

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

  • 1999Global Equilibrium Exchange Rates: Euro, Dollar, 'Ins', 'Outs', and Other Major Currencies in a Panel Cointegration Framework114 cited
  • Cited by

    • 2016Did Purchasing Power Parity Hold in Medieval Europe?17 cited