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Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect?
16 references·16 citing·27 second hopsampled
Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect? (2008)Real Exchange Rates Over the Past Two Cen…A Monetary History of the United States, 1867-1960 (2017)A Monetary History of the Uni…The Econometrics of Financial Markets (2012)The Econometrics of Financial…The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)The Modern History of Exchang…Testing for a unit root in the nonlinear STAR framework (2002)Testing for a unit root in th…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Monitoring the world economy, 1820-1992 (1996)Monitoring the world economy,…Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Inference When a Nuisance Par…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…Real exchange rate and international reserves in the era of financial integration (2024)Real exchange rate and intern…The purchasing power parity and exchange‐rate economics half a century on (2022)The purchasing power parity a…Boom Goes the Price: Giant Resource Discoveries and Real Exchange Rate Appreciation (2020)Boom Goes the Price: Giant Re…A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA (2019)A TEST OF THE EFFICIENCY OF T…Real Exchange Rates and Sectoral Productivity in the Eurozone (2018)Real Exchange Rates and Secto…The real exchange rate in the long run: Balassa-Samuelson effects reconsidered (2017)The real exchange rate in the…Real Exchange Rates and Sectoral Productivity in the Eurozone (2014)Real Exchange Rates and Secto…THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM* (2012)THE HARROD–BALASSA–SAMUELSON …Mean reversion in international stock markets: An empirical analysis of the 20th century (2011)Mean reversion in internation…The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium (2010)The Harrod-Balassa-Samuelson …Optimum Currency Areas, Structural Changes and the Endogeneity of the OCA Criteria: Evidence from Six New EU Member States (2009)Optimum Currency Areas, Struc…Home bias and purchasing power parity: evidence from the G‐7 countries (2007)Home bias and purchasing powe…Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought (2006)Real exchange rates and Purch…Productivity, tradability, and the long-run price puzzle (2006)Productivity, tradability, an…A New Analysis of the Determinants of the Real Dollar-Sterling Exchange Rate: 1871-1994 (2006)A New Analysis of the Determi…Productivity, Tradability, and the Long-Run Price Puzzle (2004)Productivity, Tradability, an…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Empirical exchange rate models of the seventies (1983)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Convergence Across States and Regions (1991)Economic Growth in a Cross Section of Countries (1989)The Next Generation of the Penn World Table (2015)Bank Runs, Deposit Insurance, and Liquidity (1983)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 2017A Monetary History of the United States, 1867-19602,467 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1996Monitoring the world economy, 1820-19922,413 cited
  • 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
  • 2004The Modern History of Exchange Rate Arrangements: A Reinterpretation1,906 cited
  • 2002Testing for a unit root in the nonlinear STAR framework

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  • 2012THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM*69 cited
  • 2010The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium61 cited
  • 2020Boom Goes the Price: Giant Resource Discoveries and Real Exchange Rate Appreciation58 cited
  • 2011Mean reversion in international stock markets: An empirical analysis of the 20th century57 cited
  • 2006A New Analysis of the Determinants of the Real Dollar-Sterling Exchange Rate: 1871-199445 cited
  • 2017The real exchange rate in the long run: Balassa-Samuelson effects reconsidered44 cited
  • 2009Optimum Currency Areas, Structural Changes and the Endogeneity of the OCA Criteria: Evidence from Six New EU Member States42 cited
  • 2022The purchasing power parity and exchange‐rate economics half a century on40 cited
  • 2004Productivity, Tradability, and the Long-Run Price Puzzle40 cited
  • 2024Real exchange rate and international reserves in the era of financial integration40 cited
  • 2014Real Exchange Rates and Sectoral Productivity in the Eurozone33 cited
  • 2007Home bias and purchasing power parity: evidence from the G‐7 countries30 cited
  • 2019A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA30 cited