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Real and nominal effective exchange rates of African countries during 1971Q1–2012Q4
16 references·1 citing·45 second hopsampled
Real and nominal effective exchange rates of African countries during 1971Q1–2012Q4 (2014)Real and nominal effective exchange rates…PURCHASING POWER PARITY IN LESS‐DEVELOPED AND TRANSITION ECONOMIES: A REVIEW PAPER (2009)PURCHASING POWER PARITY IN LE…Do Real Exchange Rates Follow a Nonlinear Mean Reverting Process in Developing Countries? (2008)Do Real Exchange Rates Follow…New evidence on purchasing power parity from 17 OECD countries (2005)New evidence on purchasing po…Threshold cointegration and purchasing power parity in the pacific nations (2004)Threshold cointegration and p…The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests* (2004)The Yen Real Exchange Rate ma…The Purchasing Power Parity Debate (2004)The Purchasing Power Parity D…Purchasing Power Parity (2003)Purchasing Power ParityNonlinear dynamics in deviations from the law of one price: a broad-based empirical study (2003)Nonlinear dynamics in deviati…Testing for a unit root in the nonlinear STAR framework (2002)Testing for a unit root in th…Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…Nominal and real effective exchange rates of middle eastern countries and their trade performance (2001)Nominal and real effective ex…Real and nominal effective exchange rates for developing countries: 1973:1-1997:3 (2000)Real and nominal effective ex…Real and nominal effective exchange rates for 22 LDCs: 1971:1–1990:4 (1995)Real and nominal effective ex…A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks* (1991)A Test of Long‐run Purchasing…Co-integration as an empirical test of purchasing power parity (1990)Co-integration as an empirica…An empirical examination of long-run purchasing power parity using cointegration techniques (1988)An empirical examination of l…Quantile unit root test and the PPP in Africa (2016)Quantile unit root test and t…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Financial market development and trade openness: evidence from emerging economies (2014)Revisiting purchasing power parity in African countries: panel stationary test with sharp and smooth breaks (2014)Expectations and Exchange Rate Dynamics (1976)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Are There Oil Currencies? The Real Exchange Rate of Oil Exporting Countries (2007)Revisited: Are shocks to energy consumption permanent or temporary? New evidence from a panel SURADF approach (2007)A Mathematical Theory of Financial Bubbles (2013)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing Alternative Hypotheses of Oil Producer Behavior (1991)Purchasing power parity based on effective exchange rate and cointegration: 25 LDCs' experience with its absolute formulation (1993)Do exchange rates follow a random walk process in Middle Eastern countries? (1998)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)The Purchasing Power Parity Puzzle (1996)The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Purchasing Power Parity Debate (2004)Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought (2006)A Prism into the PPP Puzzles: The Micro‐Foundations of Big Mac Real Exchange Rates (2007)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)Testing for a Unit Root in Time Series Regression (1988)Testing for unit roots in heterogeneous panels (2003)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* (2011)The flexible Fourier form and Dickey–Fuller type unit root tests (2012)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Critical Values for Cointegration Tests (2010)The Determinants of Pakistan’s Trade Balance: An ARDL Cointegration Approach (2010)Oil price shocks and trade imbalances (2012)Does Financial Inclusion Spur Economic Growth in India? (2017)National price levels, purchasing power parity, and cointegration: a test of four high inflation economies (1989)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Export response to trade liberalization in Bangladesh: a cointegration analysis (2000)Long-run growth in open economies (2020)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)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)
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References

  • 2002Testing for a unit root in the nonlinear STAR framework1,567 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
  • 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
  • 2003Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study243 cited
  • 2003Purchasing Power Parity196 cited
  • 2001Nominal and real effective exchange rates of middle eastern countries and their trade performance141 cited
  • 1990Co-integration as an empirical test of purchasing power parity99 cited
  • 2008Do Real Exchange Rates Follow a Nonlinear Mean Reverting Process in Developing Countries?96 cited
  • 1995Real and nominal effective exchange rates for 22 LDCs: 1971:1–1990:488 cited
  • 2005New evidence on purchasing power parity from 17 OECD countries87 cited
  • 2004Threshold cointegration and purchasing power parity in the pacific nations87 cited
  • 1991A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks*84 cited
  • 2004The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests*61 cited

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2009
PURCHASING POWER PARITY IN LESS‐DEVELOPED AND TRANSITION ECONOMIES: A REVIEW PAPER
57 cited
  • 2000Real and nominal effective exchange rates for developing countries: 1973:1-1997:349 cited
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    • 2016Quantile unit root test and the PPP in Africa13 cited