SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Estimation of Equilibrium Exchange Rates in the Waemu: A Robustness Approach
16 references·5 citing·38 second hop
Estimation of Equilibrium Exchange Rates in the Waemu: A Robustness Approach (2007)Estimation of Equilibrium Exchange Rates …Unit Roots and Cointegration in Panels (2008)Unit Roots and Cointegration …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…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Cointegration analysis in the presence of structural breaks in the deterministic trend (2000)Cointegration analysis in the…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …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 …Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Exchange rate misalignments and the external balance under a pegged currency system (2017)Exchange rate misalignments a…Kurs złoty/euro: teoria i empiria (2013)Kurs złoty/euro: teoria i emp…The Determinants of Real Exchange Rate Volatility in the Syrian Economy (2009)The Determinants of Real Exch…Monetary autonomy in the West African countries: What do the policy rules tell us? (2009)Monetary autonomy in the West…External Balance in Low Income Countries (2009)External Balance in Low Incom…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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)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)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)Introductory Econometrics for Finance (2008)Testing for Error Correction in Panel Data* (2007)
this work references cited by second hop

References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 2004Fully modified OLS for heterogeneous cointegrated panels2,721 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • 2008Unit Roots and Cointegration in Panels758 cited
  • 2000Cointegration analysis in the presence of structural breaks in the deterministic trend

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

709 cited
  • 1998A residual-based test of the null of cointegration in panel data675 cited
  • Cited by

    • 2009External Balance in Low Income Countries31 cited
    • 2017Exchange rate misalignments and the external balance under a pegged currency system26 cited
    • 2013Kurs złoty/euro: teoria i empiria20 cited
    • 2009The Determinants of Real Exchange Rate Volatility in the Syrian Economy16 cited
    • 2009Monetary autonomy in the West African countries: What do the policy rules tell us?13 cited