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Market Integration and Convergence to the Law of One Price: Evidence from the European Car Market
16 references·16 citing·29 second hopsampled
Market Integration and Convergence to the Law of One Price: Evidence from the European Car Market (2001)Market Integration and Convergence to the…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Distribution costs and real exchange rate dynamics during exchange-rate-based stabilizations (2003)Distribution costs and real e…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…The Evolution of Price Dispersion in the European Car Market (2001)The Evolution of Price Disper…Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price (2001)Potential Pitfalls for the Pu…The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Six Major Puzzles in Inte…The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Six Major Puzzles in Inte…Searching for stationarity: Purchasing power parity under the current float (1997)Searching for stationarity: P…Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited (1997)Nonlinear Aspects of Goods-Ma…Goods Prices and Exchange Rates: What Have We Learned? (1996)Goods Prices and Exchange Rat…A panel project on purchasing power parity: Mean reversion within and between countries (1996)A panel project on purchasing…How Wide is the Border? (1995)How Wide is the Border?Perspectives on PPP and Long-Run Real Exchange Rates (1994)Perspectives on PPP and Long-…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Real-Financial Linkages Among Open Economies (1987)Real-Financial Linkages Among…Pricing to Market when the Exchange Rate Changes (1986)Pricing to Market when the Ex…Market Structure and Exchange Rate Pass-Through (2012)Market Structure and Exchange…Are Exporters More Likely to Introduce Product Innovations? (2012)Are Exporters More Likely to …The European Union, the Euro, and Equity Market Integration (2010)The European Union, the Euro,…Measuring the Benefits of Product Variety with an Accurate Variety Set (2009)Measuring the Benefits of Pro…MEASURING PROTECTION: MISSION IMPOSSIBLE? (2008)MEASURING PROTECTION: MISSION…Integration in Euro Area Retail Banking Markets - Convergence of Credit Interest Rates (2008)Integration in Euro Area Reta…Price convergence in the European car market (2007)Price convergence in the Euro…Model uncertainty, financial market integration and the home bias puzzle (2007)Model uncertainty, financial …Can Domestic Policies Influence Inflation? (2007)Can Domestic Policies Influen…Price convergence among Indian cities: A cointegration approach (2006)Price convergence among India…Equivalence Results for Optimal Pass-Through, Optimal Indexing to Exchange Rates, and Optimal Choice of Currency for Export Pricing (2005)Equivalence Results for Optim…Real Convergence and Euro Adoption in Central and Eastern Europe: Trade and Business Cycle Correlations as Endogenous Criteria for Joining Emu (2004)Real Convergence and Euro Ado…Price Convergence under EMU? First Estimates (2004)Price Convergence under EMU? …One Market, One Money, One Price? Price Dispersion in the European Union (2004)One Market, One Money, One Pr…Price Convergence Under Emu? First Estimates (2003)Price Convergence Under Emu? …NBER Macroeconomics Annual 2002, Volume 17NBER Macroeconomics Annual 20…Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)Purchasing Power Parity in the Long Run (1990)The behavior of real exchange rates during the post-Bretton Woods period (1998)What caused the Asian currency and financial crisis? (1999)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)Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Nonstationary panels, cointegration in panels and dynamic panels: A survey (2004)Panel unit root tests under cross‐sectional dependence (2005)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for Error Correction in Panel Data* (2007)The Limits of Financial Globalization (2005)An Equilibrium Model of “Global Imbalances” and Low Interest Rates (2008)Cultural Biases in Economic Exchange? * (2009)Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Advanced International Trade : Theory and Evidence Ed. 2 (2004)Exchange Rate Pass-Through into Import Prices (2005)New Directions for Stochastic Open Economy Models (1999)Pricing-to-Market, Trade Costs, and International Relative Prices (2008)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Human Capital and Regional Development * (2012)Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect (2002)Optimal Currency Areas (2002)Information costs and home bias: an analysis of US holdings of foreign equities (2004)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
  • 1996Goods Prices and Exchange Rates: What Have We Learned?1,495 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?1,182 cited
  • 1995How Wide is the Border?1,059 cited
  • 1986Pricing to Market when the Exchange Rate Changes1,052 cited
  • 1994Perspectives on PPP and Long-Run Real Exchange Rates742 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • 2003Distribution costs and real exchange rate dynamics during exchange-rate-based stabilizations561 cited
  • 1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited
  • 2001Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price540 cited
  • 1997Searching for stationarity: Purchasing power parity under the current float526 cited

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  • 1987Real-Financial Linkages Among Open Economies468 cited
  • 2001The Evolution of Price Dispersion in the European Car Market466 cited
  • Cited by

    • 2007Model uncertainty, financial market integration and the home bias puzzle105 cited
    • n.d.NBER Macroeconomics Annual 2002, Volume 1783 cited
    • 2008MEASURING PROTECTION: MISSION IMPOSSIBLE?69 cited
    • 2004Real Convergence and Euro Adoption in Central and Eastern Europe: Trade and Business Cycle Correlations as Endogenous Criteria for Joining Emu57 cited
    • 2010The European Union, the Euro, and Equity Market Integration49 cited
    • 2003Price Convergence Under Emu? First Estimates42 cited
    • 2005Equivalence Results for Optimal Pass-Through, Optimal Indexing to Exchange Rates, and Optimal Choice of Currency for Export Pricing36 cited
    • 2008Integration in Euro Area Retail Banking Markets - Convergence of Credit Interest Rates35 cited
    • 2012Market Structure and Exchange Rate Pass-Through34 cited
    • 2007Price convergence in the European car market33 cited
    • 2006Price convergence among Indian cities: A cointegration approach33 cited
    • 2004One Market, One Money, One Price? Price Dispersion in the European Union29 cited
    • 2007Can Domestic Policies Influence Inflation?27 cited
    • 2012Are Exporters More Likely to Introduce Product Innovations?26 cited
    • 2009Measuring the Benefits of Product Variety with an Accurate Variety Set24 cited
    • 2004Price Convergence under EMU? First Estimates23 cited