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Testing for Long Run Purchasing Power Parity: An Examination of Korean Won
16 references·6 citing·37 second hop
Testing for Long Run Purchasing Power Parity: An Examination of Korean Won (1992)Testing for Long Run Purchasing Power Par…Is there a long-run relation between the trade balance and the real effective exchange rate of LDCs? (1991)Is there a long-run relation …A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks* (1991)A Test of Long‐run Purchasing…Co-integration as an empirical test of purchasing power parity (1990)Co-integration as an empirica…National price levels, purchasing power parity, and cointegration: a test of four high inflation economies (1989)National price levels, purcha…The New Palgrave: A Dictionary of Economics. (1988)The New Palgrave: A Dictionar…Cointegration and Tests of Purchasing Power Parity (1988)Cointegration and Tests of Pu…An empirical examination of long-run purchasing power parity using cointegration techniques (1988)An empirical examination of l…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Unit Roots in Time Series Models: Tests and Implications (1986)Unit Roots in Time Series Mod…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …The determination of the real exchange rate (1982)The determination of the real…Purchasing power parity (1978)Purchasing power parityThe Productivity Bias in Purchasing Power Parity: An Econometric Investigation (Le biais de la productivite dans la parite des pouvoirs d'achat: etude econometrique) (El sesgo de productividad en la paridad del poder adquisitivo: Una investigacion econometrica) (1976)The Productivity Bias in Purc…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsInternational Volatility and …Real and nominal effective exchange rates of African countries during 1971Q1–2012Q4 (2014)Real and nominal effective ex…Purchasing Power Parity in the BRICS and the MIST Countries: Sequential Panel Selection Method (2014)Purchasing Power Parity in th…Real and nominal effective exchange rates in MENA countries: 1970–2004 (2007)Real and nominal effective ex…Real and nominal effective exchange rates for African countries (2007)Real and nominal effective ex…Generalized purchasing power parity and the case of the European Union as a successful currency area (2000)Generalized purchasing power …Instability in short-run adjustments to purchasing power parity: results for selected Latin American countries (1995)Instability in short-run adju…Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for a Unit Root in Time Series Regression (1988)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Purchasing power parity and unit root tests using panel data (1996)Purchasing Power Parity and the Real Exchange Rate (2002)Macroeconomics and Reality (1980)Introductory Econometrics for Finance (2008)Critical Values for Cointegration Tests (2010)MONEY, INCOME, AND CAUSALITY (1972)Some International Evidence on Output-Inflation Tradeoffs. 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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1988The New Palgrave: A Dictionary of Economics.1,372 cited
  • 1978Purchasing power parity557 cited
  • 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
  • 1986Unit Roots in Time Series Models: Tests and Implications460 cited
  • n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited
  • 1988Cointegration and Tests of Purchasing Power Parity354 cited
  • 1982The determination of the real exchange rate244 cited
  • 1989National price levels, purchasing power parity, and cointegration: a test of four high inflation economies241 cited
  • 1991Is there a long-run relation between the trade balance and the real effective exchange rate of LDCs?215 cited
  • 1990Co-integration as an empirical test of purchasing power parity99 cited
  • 1991A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks*

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84 cited
  • 1976The Productivity Bias in Purchasing Power Parity: An Econometric Investigation (Le biais de la productivite dans la parite des pouvoirs d'achat: etude econometrique) (El sesgo de productividad en la paridad del poder adquisitivo: Una investigacion econometrica)81 cited
  • Cited by

    • 2007Real and nominal effective exchange rates for African countries19 cited
    • 2007Real and nominal effective exchange rates in MENA countries: 1970–200417 cited
    • 2014Real and nominal effective exchange rates of African countries during 1971Q1–2012Q415 cited
    • 2014Purchasing Power Parity in the BRICS and the MIST Countries: Sequential Panel Selection Method14 cited
    • 2000Generalized purchasing power parity and the case of the European Union as a successful currency area13 cited
    • 1995Instability in short-run adjustments to purchasing power parity: results for selected Latin American countries13 cited