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Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997
16 references·16 citing·40 second hopsampled
Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997 (2000)Real exchange rate behaviour in high infl…The behavior of real exchange rates during the post-Bretton Woods period (1998)The behavior of real exchange…Real exchange rates under the recent float: unequivocal evidence of mean reversion (1998)Real exchange rates under the…Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation (1997)Transactions Costs and Nonlin…Searching for stationarity: Purchasing power parity under the current float (1997)Searching for stationarity: P…Real exchange rate behavior (1997)Real exchange rate behaviorThe Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Testing the adequacy of smooth transition autoregressive models (1996)Testing the adequacy of smoot…Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Real Exchange Rate Behavior: …Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Dynamic Equilibrium and the R…Real and nominal exchange rates in the long run: An empirical investigation (1990)Real and nominal exchange rat…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Long-run purchasing power parity in the 1920s (1988)Long-run purchasing power par…An empirical examination of long-run purchasing power parity using cointegration techniques (1988)An empirical examination of l…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Testing the validity of quasi PPP hypothesis: evidence from a recent panel unit root test with structural breaks (2011)Testing the validity of quasi…Testing the Purchasing Power Parity Hypothesis for the New Member and Candidate Countries of the European Union: Evidence from Lagrange Multiplier Unit Root Tests with Structural Breaks (2010)Testing the Purchasing Power …Purchasing Power Parity in transition economies: evidence from the Commonwealth of Independent States (2009)Purchasing Power Parity in tr…Testing long-run validity of purchasing power parity for selected emerging market economies (2008)Testing long-run validity of …Nonlinearities in emerging stock markets: evidence from Europe's two largest emerging markets (2008)Nonlinearities in emerging st…New evidence of the validity of purchasing power parity from Turkey (2008)New evidence of the validity …Is South Korea's stock market efficient? Evidence from a nonlinear unit root test (2008)Is South Korea's stock market…Purchasing Power Parity in economies in transition: evidence from Central and East European countries (2006)Purchasing Power Parity in ec…Mean reversion and structural breaks in real exchange rates: South African evidence (2006)Mean reversion and structural…Long-run validity of Purchasing Power Parity and cointegration analysis for Central Asian countries (2006)Long-run validity of Purchasi…Do real exchange rates contain a unit root? Evidence from Turkish data (2005)Do real exchange rates contai…Unit roots or nonlinear stationarity in Turkish real exchange rates (2004)Unit roots or nonlinear stati…The purchasing power parity hypothesis for a high inflation country: a re-examination of the case of Turkey (2003)The purchasing power parity h…The Nature of Persistence in Turkish Real Exchange Rates (2003)The Nature of Persistence in …The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies (2003)The inadequacy of linear auto…Asian real interest rates, nonlinear dynamics, and international parity (2003)Asian real interest rates, no…Expectations and Exchange Rate Dynamics (1976)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)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)Testing Linearity Against Smooth Transition Autoregressive Models (1988)Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals (2000)Panel Smooth Transition Regression Models (2005)Modelling Nonlinear Economic Time Series (2010)Optimum consumption and portfolio rules in a continuous-time model (1971)Theory of Rational Option Pricing (1973)Are Financial Assets Priced Locally or Globally? 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Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price (2001)Testing for two-regime threshold cointegration in vector error-correction models (2002)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)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)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)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)Why is it so difficult to beat the random walk forecast of exchange rates? (2003)Testing for a unit root in panels with dynamic factors (2004)Introductory Econometrics for Finance (2008)Tourism development and economic growth: A closer look at panels (2007)Exchange Rates and Fundamentals (2005)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 1998The behavior of real exchange rates during the post-Bretton Woods period824 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
  • 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World642 cited
  • 1996Testing the adequacy of smooth transition autoregressive models536 cited
  • 1997Searching for stationarity: Purchasing power parity under the current float526 cited
  • 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
  • 1990Real and nominal exchange rates in the long run: An empirical investigation424 cited
  • 1988Long-run purchasing power parity in the 1920s189 cited
  • 1998Real exchange rates under the recent float: unequivocal evidence of mean reversion

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

170 cited
  • 1997Real exchange rate behavior162 cited
  • Cited by

    • 2006Purchasing Power Parity in economies in transition: evidence from Central and East European countries71 cited
    • 2003The purchasing power parity hypothesis for a high inflation country: a re-examination of the case of Turkey66 cited
    • 2003The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies65 cited
    • 2003The Nature of Persistence in Turkish Real Exchange Rates50 cited
    • 2003Asian real interest rates, nonlinear dynamics, and international parity49 cited
    • 2006Mean reversion and structural breaks in real exchange rates: South African evidence34 cited
    • 2008Is South Korea's stock market efficient? Evidence from a nonlinear unit root test33 cited
    • 2008Nonlinearities in emerging stock markets: evidence from Europe's two largest emerging markets32 cited
    • 2008Testing long-run validity of purchasing power parity for selected emerging market economies29 cited
    • 2009Purchasing Power Parity in transition economies: evidence from the Commonwealth of Independent States28 cited
    • 2010Testing the Purchasing Power Parity Hypothesis for the New Member and Candidate Countries of the European Union: Evidence from Lagrange Multiplier Unit Root Tests with Structural Breaks27 cited
    • 2011Testing the validity of quasi PPP hypothesis: evidence from a recent panel unit root test with structural breaks27 cited
    • 2005Do real exchange rates contain a unit root? Evidence from Turkish data26 cited
    • 2008New evidence of the validity of purchasing power parity from Turkey25 cited
    • 2004Unit roots or nonlinear stationarity in Turkish real exchange rates25 cited
    • 2006Long-run validity of Purchasing Power Parity and cointegration analysis for Central Asian countries21 cited