Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

A long-run view of the European monetary system

11 references·16 citing·44 second hop

FromToDepth

this work references cited by second hop

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
1987Forecasting and testing in co-integrated systems1,896 cited
1988The advantage of tying one's hands852 cited
1987An empirical investigation of the long-run behavior of real exchange rates395 cited
1988Cointegration and Tests of Purchasing Power Parity354 cited
1983Empirical Studies of Exchange Rates: Price Behavior, Rate Determinationand Market Efficiency206 cited
1986The EMS and the Dollar103 cited
1987A quantitative reassessment of the purchasing power parity hypothesis: Evidence from Norway and the United Kingdom102 cited
1985Purchasing power parity: A quantitative reassessment of the 1920s experience62 cited
1986Robust tests for unit roots in the foreign exchange market56 cited

Cited by

1993A jump diffusion model for the European monetary system72 cited
1994Testing for Unit Roots in Models with Structural Change50 cited
1999Multivariate unit root tests of the PPP hypothesis49 cited
2005Beware of breaks in exchange rates: Evidence from European transition countries

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

42 cited

1993Realignment Risk and Currency Option Pricing in Target Zones42 cited

1995Purchasing power parity under the European Monetary System41 cited

2017Empirical investigation of purchasing power parity for Turkey: Evidence from recent nonlinear unit root tests39 cited

2006Mean Reversion in G-10 Nominal Exchange Rates38 cited

1993Purchasing power parity in the major EMS countries: The role of price and exchange rate adjustment35 cited

1994Target zone modelling and estimation for European Monetary System exchange rates32 cited

2006Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration31 cited

1997Essays on exchange rates, prices and interest rates26 cited

2013Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test24 cited

1991A Re-Assessment of the Relationship between Real Exchange Rates and Real Interest Rates: 1974-199024 cited

1996Maximum likelihood estimation of cointegration in exchange rate models for seven inflationary OECD countries24 cited

1999Stationarity of the European real exchange rates-evidence from panel data22 cited