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Exchange rate uncertainty and agricultural trade: panel cointegration analysis for Turkey
16 references·2 citing·32 second hop
Exchange rate uncertainty and agricultural trade: panel cointegration analysis for Turkey (2010)Exchange rate uncertainty and agricultura…International Financial Statistics (2012)International Financial Stati…A panel bootstrap cointegration test (2007)A panel bootstrap cointegrati…A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)A forecast comparison of vola…The local power of some unit root tests for panel data (2004)The local power of some unit …Fully modified OLS for heterogeneous cointegrated panels (2004)Fully modified OLS for hetero…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Likelihood‐based cointegration tests in heterogeneous panels (2001)Likelihood‐based cointegratio…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…A residual-based test of the null of cointegration in panel data (1998)A residual-based test of the …ARCH modeling in finance (1992)ARCH modeling in financeStatistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Exchange Rate Variability and the Slowdown in Growth of International Trade (1988)Exchange Rate Variability and…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Currency Contracts, Pass-Through, and Devaluation (1973)Currency Contracts, Pass-Thro…Exchange rate volatility and export in Turkey: Does the nexus vary across the type of commodity? (2022)Exchange rate volatility and …Agricultural Trade and Its Determinants: Evidence from Bounds Testing Approach for Turkey (2016)Agricultural Trade and Its De…The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Another look at the instrumental variable estimation of error-components models (1995)Introductory Econometrics for Finance (2008)Renewable energy consumption and income in emerging economies (2009)Time Series Analysis: Forecasting and Control (1977)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Analysis: Forecasting and Control (1977)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Time Series Regression with a Unit Root (1987)Inference in Linear Time Series Models with some Unit Roots (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Analysis of Cross Section and Panel Data (2001)Comparing Predictive Accuracy (1994)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Volatility forecast comparison using imperfect volatility proxies (2010)Testing for Error Correction in Panel Data* (2007)
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580 cited
  • 2012International Financial Statistics351 cited
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    • 2022Exchange rate volatility and export in Turkey: Does the nexus vary across the type of commodity?28 cited
    • 2016Agricultural Trade and Its Determinants: Evidence from Bounds Testing Approach for Turkey22 cited