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Real Exchange Rate Dynamics Under The Current Float: A Re–Examination
15 references·3 citing·41 second hop
Real Exchange Rate Dynamics Under The Current Float: A Re–Examination (2003)Real Exchange Rate Dynamics Under The Cur…Nominal exchange rates and monetary fundamentals (2001)Nominal exchange rates and mo…On the purchasing power parity puzzle (2000)On the purchasing power parit…Long-run PPP may not hold after all (2000)Long-run PPP may not hold aft…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…Spurious rejections by Dickey–Fuller tests in the presence of a break under the null (1998)Spurious rejections by Dickey…Searching for stationarity: Purchasing power parity under the current float (1997)Searching for stationarity: P…Real exchange-rate prediction over long horizons (1997)Real exchange-rate prediction…Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Real Exchange Rate Behavior: …Purchasing power parity and unit root tests using panel data (1996)Purchasing power parity and u…Mean reversion in real exchange rates: evidence and implications for forecasting (1996)Mean reversion in real exchan…Can Economic Time Series Be Differenced to Stationarity? (1996)Can Economic Time Series Be D…Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test (1996)Are Real Exchange Rates Nonst…Banking on currency forecasts: How predictable is change in money? (1995)Banking on currency forecasts…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (2009)Testing for coefficient stabi…Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (2009)Asymptotic theory for explosi…Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices (2007)Subsampling hypothesis tests …Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)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)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Can the Markov switching model forecast exchange rates? (1994)Currency traders and exchange rate dynamics: a survey of the US market (2001)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)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)Critical Values for Cointegration Tests (2010)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)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Analysis of Panel Data (2003)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Oil prices and real exchange rates (2006)Forecasting with panel data (2008)Oil price fluctuations and U.S. dollar exchange rates (2009)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)The Purchasing Power Parity Puzzle (1996)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)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)Introductory Econometrics for Finance (2008)Trends and random walks in macroeconmic time series (1982)Pricing-to-market, staggered contracts, and real exchange rate persistence (2001)Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect? (2008)Exchange Rates and Interest Parity (2014)Capitalism, Democracy, and Welfare (2005)The effect of urbanization, energy consumption, and foreign direct investment on the carbon dioxide emission in the SSEA (South and Southeast Asian) region (2016)Tourism development and economic growth: A closer look at panels (2007)
this work references cited by second hop

References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1998The overvaluation of purchasing power parity1,208 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
  • 1997Searching for stationarity: Purchasing power parity under the current float526 cited
  • 1996Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test417 cited
  • 2001Nominal exchange rates and monetary fundamentals402 cited
  • 1995Banking on currency forecasts: How predictable is change in money?373 cited
  • 1996Purchasing power parity and unit root tests using panel data342 cited
  • 2000Long-run PPP may not hold after all299 cited
  • 1998Spurious rejections by Dickey–Fuller tests in the presence of a break under the null248 cited
  • 2000On the purchasing power parity puzzle237 cited
  • 1996Mean reversion in real exchange rates: evidence and implications for forecasting185 cited
  • 1996Can Economic Time Series Be Differenced to Stationarity?129 cited
  • 1997Real exchange-rate prediction over long horizons111 cited

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Cited by

  • 2007Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices76 cited
  • 2009Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process14 cited
  • 2009Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process13 cited