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Estimation of the equilibrium exchange rate: The CHEER approach
16 references·0 citing·40 second hop
Estimation of the equilibrium exchange rate: The CHEER approach (2010)Estimation of the equilibrium exchange ra…Concepts to Calculate Equilibrium Exchange Rates: An Overview (2016)Concepts to Calculate Equilib…Imperfect Knowledge Economics: Exchange Rates and Risk (2007)Imperfect Knowledge Economics…International parity relationships between the USA and Japan (2003)International parity relation…Bilateral equilibrium exchange rates of EU accession countries against the euro (2003)Bilateral equilibrium exchang…A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model (2002)A Small Sample Correction for…International Parity Relationships Between Germany and the United States: A Joint Modelling Approach (2000)International Parity Relation…Equilibrium Exchange Rates (1999)Equilibrium Exchange RatesJoint application of the Dickey-Fuller and KPSS tests (1998)Joint application of the Dick…Exogeneity, Cointegration, and Economic Policy Analysis (1998)Exogeneity, Cointegration, an…Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers (1998)Exchange Rates and Economic F…Asymptotic Inference on Cointegrating Rank in Partial Systems (1998)Asymptotic Inference on Coint…Five alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…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)Testing for a Unit Root in Time Series Regression (1988)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Common stochastic trends in international stock markets (1992)DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)Tourism as a long-run economic growth factor: the Spanish case (2002)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Spurious regression and residual-based tests for cointegration in panel data (1999)On the estimation and inference of a cointegrated regression in panel data (2004)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Exchange Rates in Emerging Economies: What Do We Know? What Do We Need to Know? (1999)The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates (2000)Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues* (2006)Trends and random walks in macroeconmic time series (1982)Time Series Regression with a Unit Root (1987)Long memory processes and fractional integration in econometrics (1996)Energy consumption, income, and carbon emissions in the United States (2006)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Are REITs real estate? Evidence from international sector level data (2012)The differential effects of oil demand and supply shocks on the global economy (2014)Fair weather or foul? The macroeconomic effects of El Niño (2017)Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression (2008)The Financial Crisis and the Systemic Failure of Academic Economics (2009)THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION (2009)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (2012)Does the use of renewable energy sources mitigate CO 2 emissions? A reassessment of the US evidence (2015)Energy consumption and economic growth in Vietnam (2015)Exchange Rate Behaviour: are Fundamentals Important? (1999)Filtering the BEER: A permanent and transitory decomposition (2000)Estimation of the Equilibrium Real Exchange Rate for South Africa (2003)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
  • 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
  • 1998Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers587 cited
  • 2002A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model367 cited
  • 2007Imperfect Knowledge Economics: Exchange Rates and Risk278 cited
  • 1998Asymptotic Inference on Cointegrating Rank in Partial Systems215 cited
  • 1999Equilibrium Exchange Rates205 cited
  • 2016Concepts to Calculate Equilibrium Exchange Rates: An Overview201 cited
  • 1998Exogeneity, Cointegration, and Economic Policy Analysis147 cited
  • 2003International parity relationships between the USA and Japan126 cited
  • 2000International Parity Relationships Between Germany and the United States: A Joint Modelling Approach

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77 cited
  • 1998Joint application of the Dickey-Fuller and KPSS tests59 cited
  • 2003Bilateral equilibrium exchange rates of EU accession countries against the euro59 cited
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