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New panel unit root tests of PPP
8 references·16 citing·43 second hop
New panel unit root tests of PPP (1997)New panel unit root tests of PPPUnit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Growth and convergence in a multi-country empirical stochastic Solow model (1997)Growth and convergence in a m…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Purchasing power parity and unit root tests using panel data (1996)Purchasing power parity and u…Panel unit root tests and real exchange rates (1996)Panel unit root tests and rea…Current Account Solvency and the Feldstein--Horioka Puzzle (1996)Current Account Solvency and …Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test (1996)Are Real Exchange Rates Nonst…Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Chapter 32 Perspectives on PP…A COINTEGRATION ANALYSIS FOR THE VALIDITY OF PURCHASING POWER PARITY: EVIDENCE FROM MIDDLE EAST COUNTRIES (2022)A COINTEGRATION ANALYSIS FOR …Unit Roots and Cointegration in Panels (2015)Unit Roots and Cointegration …Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks (2007)Are Asian real exchange rates…Mean Reversion in G-10 Nominal Exchange Rates (2006)Mean Reversion in G-10 Nomina…Are our FEERs justified? 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this work references cited by second hop

References

  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1997Growth and convergence in a multi-country empirical stochastic Solow model619 cited
  • 1996Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test417 cited
  • 1995Chapter 32 Perspectives on PPP and long-run real exchange rates350 cited
  • 1996Purchasing power parity and unit root tests using panel data342 cited
  • 1996Current Account Solvency and the Feldstein--Horioka Puzzle273 cited
  • 1996Panel unit root tests and real exchange rates208 cited

Cited by

  • 2015Unit Roots and Cointegration in Panels127 cited
  • 2002Human capital and financial development in economic growth: new evidence using the translog production function125 cited
  • 2005A Panel CUSUM Test of the Null of Cointegration*117 cited
  • 2001New evidence on real exchange rate stationarity and purchasing power parity in less developed countries101 cited
  • 2022A COINTEGRATION ANALYSIS FOR THE VALIDITY OF PURCHASING POWER PARITY: EVIDENCE FROM MIDDLE EAST COUNTRIES82 cited
  • 2000Panel unit root tests of purchasing power parity for price indices80 cited

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2002
Are Real GDP Levels Nonstationary? Evidence from Panel Data Tests
68 cited
  • 2005Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks66 cited
  • 2002Does long-run real interest parity hold among EU countries? Some new panel data evidence60 cited
  • 2001PPP and the Real Exchange Rate - Real Interest Rate Differential Puzzle Revisited: Evidence from Non-Stationary Panel Data51 cited
  • 1999Is OECD real per capita GDP trend or difference stationary? Evidence from panel unit root tests45 cited
  • 2006Are our FEERs justified?45 cited
  • 2002Price and Income Elasticities of Turkish Export Demand: A Panel Data Application44 cited
  • 2003Panel unit root tests of purchasing power parity between Japanese cities, 1960–1998: disaggregated price data42 cited
  • 2006Mean Reversion in G-10 Nominal Exchange Rates38 cited
  • 2007Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks35 cited