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The Choice of Numeraire Currency in Panel Tests of Purchasing Power Parity
14 references·16 citing·31 second hop
The Choice of Numeraire Currency in Panel Tests of Purchasing Power Parity (2001)The Choice of Numeraire Currency in Panel…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries (1999)Relative labor productivity a…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…Searching for stationarity: Purchasing power parity under the current float (1997)Searching for stationarity: P…Mean reversion in real exchange rates: evidence and implications for forecasting (1996)Mean reversion in real exchan…Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test (1996)Are Real Exchange Rates Nonst…A panel project on purchasing power parity: Mean reversion within and between countries (1996)A panel project on purchasing…Testing for Unit Roots in Heterogeneous Panels (1995)Testing for Unit Roots in Het…Purchasing Power Disparity During the Floating Rate Period: Exchange Rate Volatility, Trade Barriers and Other Culprits (1995)Purchasing Power Disparity Du…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)International Capital Mobilit…Inference on stochastic time-varying coefficient models (2013)Inference on stochastic time-…Do Real Exchange Rates Follow a Nonlinear Mean Reverting Process in Developing Countries? (2008)Do Real Exchange Rates Follow…Unemployment hysteresis in EU countries: what do we really know about it? (2007)Unemployment hysteresis in EU…Convergence to Purchasing Power Parity at the Commencement of the Euro* (2007)Convergence to Purchasing Pow…Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data (2006)Unbiased Estimation of the Ha…Purchasing power parity and country characteristics: Evidence from panel data tests (2006)Purchasing power parity and c…Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks (2005)Purchasing Power Parity durin…Do Panels Help Solve the Purchasing Power Parity Puzzle? (2005)Do Panels Help Solve the Purc…An empirical note on testing hysteresis in unemployment for ten European countries: panel SURADF approach (2005)An empirical note on testing …Threshold cointegration and purchasing power parity in the pacific nations (2004)Threshold cointegration and p…PPP and the Euro-area (2004)PPP and the Euro-areaThe great appreciation, the great depreciation, and the purchasing power parity hypothesis (2002)The great appreciation, the g…Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates (2001)Long memory and nonlinear mea…What do We Really Know about Real Exchange Rates? (1999)What do We Really Know about …Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarity (1999)Long-run purchasing power par…Increasing evidence of purchasing power parity over the current float (1998)Increasing evidence of purcha…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)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)Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Fully modified OLS for heterogeneous cointegrated panels (2004)Nonstationary panels, cointegration in panels and dynamic panels: A survey (2004)Panel unit root tests under cross‐sectional dependence (2005)The Purchasing Power Parity Puzzle (1996)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Introductory Econometrics for Finance (2008)Perspectives on PPP and Long-Run Real Exchange Rates (1994)Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Expectations and Exchange Rate Dynamics (1976)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Economics of Exchange Rates (2003)Tourism development and economic growth: A closer look at panels (2007)Testing for Error Correction in Panel Data* (2007)The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates (2000)Nominal exchange rates and monetary fundamentals (2001)Chapter 4 The new empirics of economic growth (1999)Workers' Remittances and the Real Exchange Rate: A Paradox of Gifts (2004)The role of transport infrastructure in international tourism development: A gravity model approach (2007)
this work references cited by second hop

References

  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • 1995Testing for Unit Roots in Heterogeneous Panels564 cited
  • 1997Searching for stationarity: Purchasing power parity under the current float526 cited
  • 1999Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries428 cited
  • 1996Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test417 cited
  • 1985International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets?318 cited
  • 1996Mean reversion in real exchange rates: evidence and implications for forecasting185 cited
  • 1995Purchasing Power Disparity During the Floating Rate Period: Exchange Rate Volatility, Trade Barriers and Other Culprits172 cited

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Cited by

  • 2013Inference on stochastic time-varying coefficient models147 cited
  • 2002The great appreciation, the great depreciation, and the purchasing power parity hypothesis146 cited
  • 1998Increasing evidence of purchasing power parity over the current float124 cited
  • 2006Purchasing power parity and country characteristics: Evidence from panel data tests118 cited
  • 2006Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data107 cited
  • 2004PPP and the Euro-area98 cited
  • 2008Do Real Exchange Rates Follow a Nonlinear Mean Reverting Process in Developing Countries?96 cited
  • 2004Threshold cointegration and purchasing power parity in the pacific nations87 cited
  • 1999Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarity79 cited
  • 2005Do Panels Help Solve the Purchasing Power Parity Puzzle?77 cited
  • 2005An empirical note on testing hysteresis in unemployment for ten European countries: panel SURADF approach75 cited
  • 1999What do We Really Know about Real Exchange Rates?74 cited
  • 2001Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates72 cited
  • 2005Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks66 cited
  • 2007Unemployment hysteresis in EU countries: what do we really know about it?65 cited
  • 2007Convergence to Purchasing Power Parity at the Commencement of the Euro*62 cited