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Testing Proportionality, Symmetry and Exclusiveness in Long‐run PPP

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References

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n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited

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1988

Asymptotic Normality, When Regressors Have a Unit Root

339 cited

1990Purchasing Power Parity in the Long Run: A Cointegration Approach330 cited

Cited by

1995A fractional cointegration approach to empirical tests of PPP: New evidence and methodological implications from an application to the Taiwan/US dollar relationship38 cited
1999Testing Symmetry and Proportionality in PPP: A Panel-Data Approach33 cited
1998Does the Long-Run Ppp Hypothesis Hold for Africa? Evidence From Panel Co-Integration Study33 cited
2016Cointegration, error correction and exchange rate forecasting33 cited
2015Revisiting Purchasing Power Parity in OECD31 cited
2007Unreal exchange rates: a simulation‐based approach to adjust misleading PPP estimates30 cited
2016Purchasing power parity in emerging markets: A panel stationary test with both sharp and smooth breaks27 cited
2009Towards solving the PPP puzzle: evidence from 113 countries25 cited
2013Is the relationship between prices and exchange rates homogeneous?22 cited
2015Panel asymmetric nonlinear unit root test and PPP in Africa22 cited
2004Fractional cointegration, low frequency dynamics and long-run purchasing power parity: an analysis of the Australian dollar over its recent float22 cited
2013Revisiting purchasing power parity in Latin America: sequential panel selection method20 cited
2010Purchasing power parity over a century19 cited
2015Purchasing Power Parity in Transition Countries: Panel Stationary Test with Smooth and Sharp Breaks19 cited
2016Revisiting purchasing power parity in G6 countries: an application of smooth time-varying cointegration approach17 cited
2014Real and nominal effective exchange rates of African countries during 1971Q1–2012Q415 cited