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Cointegration analysis of the black market and official exchange rates in India
14 references·2 citing·26 second hop
Cointegration analysis of the black market and official exchange rates in India (1993)Cointegration analysis of the black marke…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Long-Run Economic Relationships (1991)Long-Run Economic Relationshi…Long-run dynamics of black and official exchange rates (1991)Long-run dynamics of black an…Cointegration: how short is the long run? (1991)Cointegration: how short is t…Cointegration Analysis of the Advertising-Sales Relationship (1991)Cointegration Analysis of the…Cointegrated Economic Time Series: An Overview with New Results (1991)Cointegrated Economic Time Se…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…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …World currency yearbook (1985)World currency yearbookLikelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Pick's currency yearbook (1955)Pick's currency yearbookBlack and official exchange rates in Greece: an analysis of their long-run dynamics (2001)Black and official exchange r…The Premium in Black Foreign Exchange Markets (1999)The Premium in Black Foreign …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)Time Series Analysis: Forecasting and Control (1977)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Trends and random walks in macroeconmic time series (1982)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)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Long memory processes and fractional integration in econometrics (1996)An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)CO2 emissions and financial development in an emerging economy: An augmented VAR approach (2015)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Hedging with stock index futures: Estimation and forecasting with error correction model (1993)A re-examination of the relationship between electricity consumption and economic growth in Malaysia (2008)The role of globalization on the recent evolution of energy demand in India: Implications for sustainable development (2016)Cointegration and speed of convergence to equilibrium (1996)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy (2014)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 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
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1991Long-Run Economic Relationships760 cited
  • 1991Cointegration: how short is the long run?564 cited
  • 1991Cointegrated Economic Time Series: An Overview with New Results132 cited
  • 1991Cointegration Analysis of the Advertising-Sales Relationship90 cited
  • 1985World currency yearbook70 cited
  • 1991Long-run dynamics of black and official exchange rates64 cited
  • 1955Pick's currency yearbook41 cited

Cited by

  • 1999The Premium in Black Foreign Exchange Markets20 cited
  • 2001Black and official exchange rates in Greece: an analysis of their long-run dynamics

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13 cited