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Purchasing power parity-symmetry and proportionality: Evidence from 116 countries
16 references·7 citing·28 second hop
Purchasing power parity-symmetry and proportionality: Evidence from 116 countries (2014)Purchasing power parity-symmetry and prop…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …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: …Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Optimal Inference in Cointegrated Systems (1991)Optimal Inference in Cointegr…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Statistical Inference in Regressions with Integrated Processes: Part 1 (1988)Statistical Inference in Regr…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Abnormal Deviations in International Exchanges (1918)Abnormal Deviations in Intern…Determinants of bank efficiency in developed (G7) and developing (E7) countries: role of regulatory and economic environment (2024)Determinants of bank efficien…Entrepreneurship and unemployment nexus in MENA: Does institutional quality matter? (2022)Entrepreneurship and unemploy…Does sustainable environmental agenda matter? The role of globalization toward energy consumption, economic growth, and carbon dioxide emissions in South Asian countries (2022)Does sustainable environmenta…Factors influencing dividend decisions of Indian construction, housing and real estate companies: An empirical panel data analysis (2020)Factors influencing dividend …Determinants of behaviour of working capital requirements of BSE listed companies: An empirical study using co-integration techniques and generalised method of moments (2020)Determinants of behaviour of …An evident prescience of determinants of dividend policy of Indian real estate companies (2019)An evident prescience of dete…Determinants of Turkish real effective exchange rates (2018)Determinants of Turkish real …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)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)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Time Series Regression with a Unit Root (1987)Inference in Linear Time Series Models with some Unit Roots (1990)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)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Dynamic Econometrics (1995)Testing for Error Correction in Panel Data* (2007)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Convergence Across States and Regions (1991)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)Taking Time Seriously (2008)
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References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
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  • 1991Optimal Inference in Cointegrated Systems1,110 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1988Statistical Inference in Regressions with Integrated Processes: Part 1

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749 cited
  • 1918Abnormal Deviations in International Exchanges563 cited
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