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Long-run validity of Purchasing Power Parity and cointegration analysis for Central Asian countries
16 references·2 citing·29 second hop
Long-run validity of Purchasing Power Parity and cointegration analysis for Central Asian countries (2006)Long-run validity of Purchasing Power Par…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997 (2000)Real exchange rate behaviour …Econometrics and Economic Theory in the 20th Century (1999)Econometrics and Economic The…The behavior of real exchange rates during the post-Bretton Woods period (1998)The behavior of real exchange…Real exchange rate behavior (1997)Real exchange rate behaviorReal Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Real Exchange Rate Behavior: …Long-run purchasing power parity during the recent float (1993)Long-run purchasing power par…Purchasing power parity in Latin America: A co-integration analysis (1992)Purchasing power parity in La…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Purchasing Power Parity in the Long Run: A Cointegration Approach (1990)Purchasing Power Parity in th…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Cointegration and Tests of Purchasing Power Parity (1988)Cointegration and Tests of Pu…Arima and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate Regimes (1988)Arima and Cointegration Tests…An empirical examination of long-run purchasing power parity using cointegration techniques (1988)An empirical examination of l…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Testing the Validity of PPP Theory for Turkey: Nonlinear Unit Root Testing (2016)Testing the Validity of PPP T…Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries (2009)Long-run validity of purchasi…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Bounds testing approaches to the analysis of level relationships (2001)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for a Unit Root in Time Series Regression (1988)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Purchasing power parity and unit root tests using panel data (1996)Purchasing Power Parity and the Real Exchange Rate (2002)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Exchange Rate Economics: A Survey (1991)The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity (1995)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Time Series Regression with a Unit Root (1987)Inference in Linear Time Series Models with some Unit Roots (1990)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Expectations and Exchange Rate Dynamics (1976)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Long-run PPP may not hold after all (2000)Why is it so difficult to beat the random walk forecast of exchange rates? (2003)Testing for a unit root in panels with dynamic factors (2004)Introductory Econometrics for Finance (2008)
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References

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  • 2000

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Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997
118 cited
  • 1992Purchasing power parity in Latin America: A co-integration analysis79 cited
  • Cited by

    • 2016Testing the Validity of PPP Theory for Turkey: Nonlinear Unit Root Testing18 cited
    • 2009Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries16 cited