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Temporal dimension and equilibrium exchange rate: A FEER/BEER comparison
16 references·1 citing·30 second hop
Temporal dimension and equilibrium exchange rate: A FEER/BEER comparison (2011)Temporal dimension and equilibrium exchan…Methodological Advances in the Assessment of Equilibrium Exchange Rates (2010)Methodological Advances in th…ROBUST ESTIMATIONS OF EQUILIBRIUM EXCHANGE RATES WITHIN THE G20: A PANEL BEER APPROACH (2009)ROBUST ESTIMATIONS OF EQUILIB…2009 Estimates of Fundamental Equilibrium Exchange Rates (2009)2009 Estimates of Fundamental…HOW ROBUST ARE ESTIMATES OF EQUILIBRIUM REAL EXCHANGE RATES: THE CASE OF CHINA (2006)HOW ROBUST ARE ESTIMATES OF E…International Investors, the U.S. Current Account, and the Dollar (2005)International Investors, the …Concepts of Equilibrium Exchange Rates (2005)Concepts of Equilibrium Excha…The local power of some unit root tests for panel data (2004)The local power of some unit …Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Unit root tests for panel data (2001)Unit root tests for panel dataPurchasing Power Parity Tests in Cointegrated Panels (2001)Purchasing Power Parity Tests…Nonstationary Panels, Panel Cointegration, and Dynamic Panels (2001)Nonstationary Panels, Panel C…Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Fundamental Determinants of Exchange Rates (1998)Fundamental Determinants of E…Estimating equilibrium exchange rates (1995)Estimating equilibrium exchan…In search of sustainable paths for the eurozone in the troubled post-2008 world (2013)In search of sustainable path…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Another look at the instrumental variable estimation of error-components models (1995)Introductory Econometrics for Finance (2008)Renewable energy consumption and income in emerging economies (2009)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Analysis: Forecasting and Control (1977)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Income and Price Elasticities in World Trade (1969)Expectations and Exchange Rate Dynamics (1976)Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment (2004)An Equilibrium Model of Global Imbalances and Low Interest Rates (2006)What explains global exchange rate movements during the financial crisis? (2009)External Adjustment, Global Imbalances, Valuation Effects (2014)Specification Tests in Econometrics (1978)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)Energy consumption and GDP in developing countries: A cointegrated panel analysis (2005)Energy consumption and real GDP in G7 countries: New evidence from panel cointegration with structural breaks (2007)The dynamic relationship of renewable and nonrenewable energy consumption with carbon emission: A global study with the application of heterogeneous panel estimations (2018)Fully modified OLS for heterogeneous cointegrated panels (2004)Testing for Error Correction in Panel Data* (2007)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Series‐specific Unit Root Tests with Panel Data* (2002)Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues* (2006)
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References

  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
  • 2001Unit root tests for panel data4,109 cited
  • 2004The local power of some unit root tests for panel data2,382 cited
  • 2001Purchasing Power Parity Tests in Cointegrated Panels2,117 cited
  • 2001Nonstationary Panels, Panel Cointegration, and Dynamic Panels934 cited
  • 1995Estimating equilibrium exchange rates551 cited
  • 2005International Investors, the U.S. Current Account, and the Dollar243 cited
  • 2005Concepts of Equilibrium Exchange Rates176 cited
  • 1998Fundamental Determinants of Exchange Rates165 cited
  • 20092009 Estimates of Fundamental Equilibrium Exchange Rates145 cited
  • 2006HOW ROBUST ARE ESTIMATES OF EQUILIBRIUM REAL EXCHANGE RATES: THE CASE OF CHINA103 cited
  • 2010Methodological Advances in the Assessment of Equilibrium Exchange Rates81 cited

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  • 2009ROBUST ESTIMATIONS OF EQUILIBRIUM EXCHANGE RATES WITHIN THE G20: A PANEL BEER APPROACH61 cited
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    • 2013In search of sustainable paths for the eurozone in the troubled post-2008 world29 cited