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Purchasing power parity in Central and Eastern European countries: an analysis of unit roots and nonlinearities

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References

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2002Testing for a unit root in the nonlinear STAR framework1,567 cited
1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
2003Why is it so difficult to beat the random walk forecast of exchange rates?784 cited
1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
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2001Likelihood‐based cointegration tests in heterogeneous panels580 cited
1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited
1978Purchasing power parity557 cited
2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals455 cited
1998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates380 cited
1997Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate340 cited
1988Asymptotic Normality, When Regressors Have a Unit Root

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339 cited

1978Purchasing power parity and exchange rates254 cited

2004Is Official Exchange Rate Intervention Effective?212 cited

Cited by

2015Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials64 cited
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2008Testing for PPP in Australia: evidence from unit root tests against nonlinear trend stationarity alternatives30 cited
2016Revisiting purchasing power parity in Eastern European countries: quantile unit root tests23 cited
2016Purchasing power parity and real exchange rate in Central Eastern European countries22 cited
2012Real exchange rate adjustment in European transition countries21 cited
2019Real exchange rate misalignments in CEECs: Have they hindered growth?20 cited
2009Nonlinearities in real exchange rate determination: do African exchange rates follow a random walk?20 cited
2013Kurs złoty/euro: teoria i empiria20 cited
2009Are per capita real GDP series in African countries non-stationary or non-linear? What does empirical evidence reveal?18 cited
2011Long-run purchasing power parity with asymmetric adjustment: Further evidence from nine transition countries18 cited
2013Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests16 cited
2013Purchasing power parity in transition countries: Sequential panel selection method15 cited
2012Purchasing power parity – nonlinear threshold unit root test for transition countries15 cited
2012Revisiting purchasing power parity for East Asian countries using the rank test for nonlinear cointegration14 cited
2011Purchasing power parity nonlinear threshold unit root test for East-Asian countries13 cited