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Real exchange rates, trade balances and nominal shocks: evidence for the G-7
16 references·3 citing·40 second hop
Real exchange rates, trade balances and nominal shocks: evidence for the G-7 (2002)Real exchange rates, trade balances and n…Vector Autoregressions and Reality (2002)Vector Autoregressions and Re…Long-run PPP may not hold after all (2000)Long-run PPP may not hold aft…Foundations of International Macroeconomics (1997)Foundations of International …The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Real Exchange Rate Behavior: …Exchange Rate Dynamics Redux (1995)Exchange Rate Dynamics ReduxSources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)Sources of Real Exchange Rate…FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…How Well Does The IS-LM Model Fit Postwar U. S. Data? (1992)How Well Does The IS-LM Model…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…The dynamic effects of aggregate demand and supply disturbance (1988)The dynamic effects of aggreg…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Hyteresis in Import Prices: The Beachhead Effect (1988)Hyteresis in Import Prices: T…Hysteresis In Import Prices: The Beachhead Effect (1988)Hysteresis In Import Prices: …International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)International Capital Mobilit…Macroeconomics and Reality (1980)Macroeconomics and RealityU.S. – Italy commodity trade and the J-curve: new evidence from asymmetry analysis (2020)U.S. – Italy commodity trade …Asymmetry cointegration and the J-curve: new evidence from Africa (2020)Asymmetry cointegration and t…Nominal shocks and the current account: A structural VAR analysis of 14 OECD countries (2004)Nominal shocks and the curren…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)CO2 emissions, energy consumption, and output in France (2007)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Expectations and Exchange Rate Dynamics (1976)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Oil prices and real exchange rates (2006)International Risk Sharing and the Transmission of Productivity Shocks (2008)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)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)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)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)The determinants of cross-border equity flows (2004)Financial Globalization: A Reappraisal (2006)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)
this work references cited by second hop

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1997Foundations of International Macroeconomics2,980 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1995Exchange Rate Dynamics Redux2,110 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 1992How Well Does The IS-LM Model Fit Postwar U. S. Data?699 cited
  • 1994Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?622 cited
  • 1988Hyteresis in Import Prices: The Beachhead Effect539 cited
  • 1988The dynamic effects of aggregate demand and supply disturbance468 cited
  • 1988Hysteresis In Import Prices: The Beachhead Effect443 cited
  • 2002Vector Autoregressions and Reality413 cited
  • 1985International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets?318 cited

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2000
Long-run PPP may not hold after all
299 cited

Cited by

  • 2004Nominal shocks and the current account: A structural VAR analysis of 14 OECD countries30 cited
  • 2020Asymmetry cointegration and the J-curve: new evidence from Africa16 cited
  • 2020U.S. – Italy commodity trade and the J-curve: new evidence from asymmetry analysis14 cited