SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The cointegrating relationship between productivity, real exchange rates and purchasing power parity
16 references·8 citing·32 second hop
The cointegrating relationship between productivity, real exchange rates and purchasing power parity (1996)The cointegrating relationship between pr…Long-run purchasing power parity during the recent float (1993)Long-run purchasing power par…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Purchasing Power Parity in the Long Run: A Cointegration Approach (1990)Purchasing Power Parity in th…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Cointegration and Tests of Purchasing Power Parity (1988)Cointegration and Tests of Pu…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW (1986)ECONOMETRIC MODELLING WITH CO…International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)International Capital Mobilit…Why are Services Cheaper in the Poor Countries? (1984)Why are Services Cheaper in t…Purchasing power parity and exchange rates (1978)Purchasing power parity and e…Devaluation, Money, and Nontraded Goods (1973)Devaluation, Money, and Nontr…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…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 …Macro Approaches to Foreign Exchange Determination (2012)Macro Approaches to Foreign E…Population age structure and real exchange rates in the OECD (2006)Population age structure and …Black market exchange rate and the productivity bias hypothesis (2006)Black market exchange rate an…The Real Exchange Rate in Small, Open, Developed Economies: Evidence from Cointegration Analysis (2004)The Real Exchange Rate in Sma…Real Currency Appreciation in Accession Countries: Balassa-Samuelson and Investment Demand (2003)Real Currency Appreciation in…A panel cointegration approach to the estimation of the peseta real exchange rate (2002)A panel cointegration approac…The Euro and the Productivity Puzzle: An Alternative Interpretation (2001)The Euro and the Productivity…Relative Price Determination in the Medium Run: The Influence of Wages, Productivity, and International Prices (1998)Relative Price Determination …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)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)COINTEGRATION AND UNIT ROOTS (1990)Peasants or Bankers? The American Electorate and the U.S. Economy (1992)EXCHANGE RATE PASS‐THROUGH (1995)PATTERNS OF INDUSTRIAL GROWTH (1960)The Disturbing "Rise" of Global Income Inequality (2002)The early modern great divergence: wages, prices and economic development in Europe and Asia, 1500–1800 1 (2005)How Not to Count the Poor (2009)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Expectations and Exchange Rate Dynamics (1976)The Economics of Exchange Rates (2003)Tourism development and economic growth: A closer look at panels (2007)Purchasing power parity (1978)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)An empirical examination of long-run purchasing power parity using cointegration techniques (1988)Real and nominal exchange rates in the long run: An empirical investigation (1990)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)The Purchasing Power Parity Puzzle (1996)Was Weber Wrong? A Human Capital Theory of Protestant Economic History * (2009)The Next Generation of the Penn World Table (2015)Bounds testing approaches to the analysis of level relationships (2001)Economic Growth in a Cross Section of Countries (1989)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW631 cited
  • 1984Why are Services Cheaper in the Poor Countries?523 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
  • 1990Purchasing Power Parity in the Long Run: A Cointegration Approach330 cited
  • 1985International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets?318 cited
  • 1993Long-run purchasing power parity during the recent float316 cited
  • 1973

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

Devaluation, Money, and Nontraded Goods
269 cited
  • 1978Purchasing power parity and exchange rates254 cited
  • Cited by

    • 2006Black market exchange rate and the productivity bias hypothesis39 cited
    • 2002A panel cointegration approach to the estimation of the peseta real exchange rate31 cited
    • 2006Population age structure and real exchange rates in the OECD27 cited
    • 2004The Real Exchange Rate in Small, Open, Developed Economies: Evidence from Cointegration Analysis23 cited
    • 2012Macro Approaches to Foreign Exchange Determination23 cited
    • 2001The Euro and the Productivity Puzzle: An Alternative Interpretation22 cited
    • 2003Real Currency Appreciation in Accession Countries: Balassa-Samuelson and Investment Demand22 cited
    • 1998Relative Price Determination in the Medium Run: The Influence of Wages, Productivity, and International Prices16 cited