SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Black and official exchange rates in the Pacific Basin countries: an analysis of their long-run dynamics
11 references·10 citing·32 second hop
Black and official exchange rates in the Pacific Basin countries: an analysis of their long-run dynamics (1994)Black and official exchange rates in the …A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Long-run dynamics of black and official exchange rates (1991)Long-run dynamics of black an…Parallel Currency Markets in Developing Countries: Theory, Evidence, and Policy Implications (1990)Parallel Currency Markets in …Co-Integration and Error-Correction Models: The Temporal Causality between Government Taxes and Spending (1990)Co-Integration and Error-Corr…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …The Black Market for Dollars in Brazil (1983)The Black Market for Dollars …Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge (2010)Hot Money Inflows and Monetar…Black and official exchange rates in Morocco: an analysis of their long-run behaviour and short-run dynamics (1974–1992) (2009)Black and official exchange r…Regime dependence between the official and parallel foreign currency markets for US dollars in Greece (2007)Regime dependence between the…Market efficiency, purchasing power parity, and the official and parallel markets for foreign currency in Latin America (2003)Market efficiency, purchasing…LONG-RUN PURCHASING POWER PARITY AND STRUCTURAL CHANGE: THE OFFICIAL AND PARALLEL FOREIGN EXCHANGE MARKETS FOR DOLLARS IN GREECE (2001)LONG-RUN PURCHASING POWER PAR…Black and official exchange rates in Greece: an analysis of their long-run dynamics (2001)Black and official exchange r…Black and official exchange rates in the Pacific Basin: some tests of dynamic behaviour (2000)Black and official exchange r…Structural breaks in parallel markets?: the case of Nigeria, 1980–1993 (1999)Structural breaks in parallel…Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages (1997)Capital market integration in…Exchange rate policies in developing countries (1995)Exchange rate policies in dev…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Time Series Analysis: Forecasting and Control (1977)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Fractional Brownian Motions, Fractional Noises and Applications (1968)Time Series Analysis Forecasting and Control. (1971)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)The contribution of tourism development to economic growth in the Korean economy (2003)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Tests For Unit Roots: A Monte Carlo Investigation (1988)Do Revenues or Expenditures Respond to Budgetary Disequilibria? (1994)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations? (2010)CO2 emissions, energy consumption, income and foreign trade: A South African perspective (2013)Interpreting the ERM Crisis: Country-Specific and Systemic Issues (1996)Transition Strategies: Choices and Outcomes (1999)A search-theoretic model of legal and illegal currency (2000)Black Market Premia, Exchange Rate Unification, and Inflation in Sub-Saharan Africa (1989)Determinants of expatriate workers' remittances in North Africa and Europe (1992)PARALLEL EXCHANGE RATES IN DEVELOPING COUNTRIES (1995)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
  • 1990Co-Integration and Error-Correction Models: The Temporal Causality between Government Taxes and Spending263 cited
  • 1983The Black Market for Dollars in Brazil172 cited
  • 1990Parallel Currency Markets in Developing Countries: Theory, Evidence, and Policy Implications91 cited
  • 1991Long-run dynamics of black and official exchange rates64 cited

Cited by

  • 1997Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages56 cited
  • 2000Black and official exchange rates in the Pacific Basin: some tests of dynamic behaviour35 cited
  • 2003Market efficiency, purchasing power parity, and the official and parallel markets for foreign currency in Latin America

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

25 cited
  • 2010Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge24 cited
  • 1995Exchange rate policies in developing countries21 cited
  • 1999Structural breaks in parallel markets?: the case of Nigeria, 1980–199316 cited
  • 2007Regime dependence between the official and parallel foreign currency markets for US dollars in Greece15 cited
  • 2009Black and official exchange rates in Morocco: an analysis of their long-run behaviour and short-run dynamics (1974–1992)14 cited
  • 2001Black and official exchange rates in Greece: an analysis of their long-run dynamics13 cited
  • 2001LONG-RUN PURCHASING POWER PARITY AND STRUCTURAL CHANGE: THE OFFICIAL AND PARALLEL FOREIGN EXCHANGE MARKETS FOR DOLLARS IN GREECE13 cited