Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Purchasing power parity as a long‐run relation

16 references·16 citing·29 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
1976Expectations and Exchange Rate Dynamics4,704 cited
1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
1987Forecasting and testing in co-integrated systems1,896 cited
1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
1987International Economics: Theory and Policy1,309 cited
1987International Economics: Theory and Policy1,275 cited
1984The `Dutch Disease': A Disease After All?793 cited
1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
1983Deviations from Purchasing Power Parity in the Long Run497 cited
1985Testing the Random Walk Hypothesis: Power versus Frequency of Observation475 cited
n.d.

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

International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics

458 cited

1985Testing the random walk hypothesis366 cited

Cited by

1993Long-Run Purchasing Power Parity: Is it for Real?166 cited
1999Exchange Rate Behaviour: are Fundamentals Important?138 cited
1997Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era135 cited
1996Time-Series-Based Econometrics103 cited
1994Theory and Tests of Generalized Purchasing‐Power Parity: Common Trends and Real Exchange Rates In the Pacific Rim101 cited
2008PURCHASING POWER PARITY FOR DEVELOPING AND DEVELOPED COUNTRIES. WHAT CAN WE LEARN FROM NON‐STATIONARY PANEL DATA MODELS?91 cited
2004Threshold cointegration and purchasing power parity in the pacific nations87 cited
1992Purchasing power parity in Latin America: A co-integration analysis79 cited
1999What do We Really Know about Real Exchange Rates?74 cited
1993Cointegration tests of purchasing power parity: the case of Swiss exchange rates73 cited
1998Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity72 cited
1999Real exchange rates and nontradables: A relative price approach60 cited
2005Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India58 cited
2014Purchasing power parity-symmetry and proportionality: Evidence from 116 countries58 cited
2003Purchasing power parity, price indices, and exchange rate forcasts56 cited
2000Real exchange rate behaviour: evidence from black markets48 cited