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Global Equilibrium Exchange Rates: Euro, Dollar, 'Ins,' 'Outs,' and Other Major Currencies in a Panel Cointegration Framework
16 references·16 citing·33 second hopsampled
Global Equilibrium Exchange Rates: Euro, Dollar, 'Ins,' 'Outs,' and Other Major Currencies in a Panel Cointegration Framework (1999)Global Equilibrium Exchange Rates: Euro, …Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Comparing Apples to Oranges: Productivity Convergence and Measurement Across Industries and Countries: Reply (2001)Comparing Apples to Oranges: …The External Wealth of Nations Measures of Foreign Assets and Liabilities for Industrial and Developing Countries (1999)The External Wealth of Nation…Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries (1999)Relative labor productivity a…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…Testing for Unit Roots in Heterogeneous Panels (1995)Testing for Unit Roots in Het…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…Estimating equilibrium exchange rates (1995)Estimating equilibrium exchan…Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)Sources of Real Exchange Rate…Common stochastic trends in international stock markets (1992)Common stochastic trends in i…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Testing the Random Walk Hypothesis: Power versus Frequency of Observation (1985)Testing the Random Walk Hypot…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…How do currency misalignments’ threshold affect economic growth? (2012)How do currency misalignments…ROBUST ESTIMATIONS OF EQUILIBRIUM EXCHANGE RATES WITHIN THE G20: A PANEL BEER APPROACH (2009)ROBUST ESTIMATIONS OF EQUILIB…Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling (2009)Nonlinear adjustment of the r…Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries* (2009)Currency Misalignments and Ex…Can firms' location decisions counteract the Balassa–Samuelson effect? (2008)Can firms' location decisions…Remittances And The Real Exchange Rate (2007)Remittances And The Real Exch…Dutch Disease Scare in Kazakhstan: Is it real? (2007)Dutch Disease Scare in Kazakh…Dutch Disease Scare in Kazakhstan: Is it Real? (2007)Dutch Disease Scare in Kazakh…Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993–2003 (2006)Long-run real exchange rate d…Equilibrium exchange rates in transition countries: Evidence from dynamic heterogeneous panel models (2005)Equilibrium exchange rates in…What Determines Real Exchange Rates? The Nordic Countries (2004)What Determines Real Exchange…The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies (2004)The Stock-Flow Approach to th…China's Growth and Integration into the World Economy (2004)China's Growth and Integratio…Assessing Equilibrium Exchange Rates in CEE Acceding Countries: Can We Have Deer with Beer Without Feer? 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A Human Capital Theory of Protestant Economic History * (2009)The Next Generation of the Penn World Table (2015)Economic Growth in a Cross Section of Countries (1989)Testing for Error Correction in Panel Data* (2007)Introductory Econometrics for Finance (2008)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • 1992Common stochastic trends in international stock markets944 cited
  • 1999The External Wealth of Nations Measures of Foreign Assets and Liabilities for Industrial and Developing Countries766 cited
  • 1994Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?622 cited
  • 1995Testing for Unit Roots in Heterogeneous Panels564 cited
  • 1995Estimating equilibrium exchange rates551 cited
  • 2001Comparing Apples to Oranges: Productivity Convergence and Measurement Across Industries and Countries: Reply519 cited
  • 1985Testing the Random Walk Hypothesis: Power versus Frequency of Observation475 cited
  • 1999Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries

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428 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems426 cited
  • Cited by

    • 2007Remittances And The Real Exchange Rate140 cited
    • 2004China's Growth and Integration into the World Economy105 cited
    • 2009Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries*90 cited
    • 2003Macroeconomic News and the Euro/Dollar Exchange Rate82 cited
    • 2005Equilibrium exchange rates in transition countries: Evidence from dynamic heterogeneous panel models73 cited
    • 2004The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies66 cited
    • 2012How do currency misalignments’ threshold affect economic growth?64 cited
    • 2009ROBUST ESTIMATIONS OF EQUILIBRIUM EXCHANGE RATES WITHIN THE G20: A PANEL BEER APPROACH61 cited
    • 2009Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling61 cited
    • 2001Methodology for Current Account and Exchange Rate Assessments59 cited
    • 2007Dutch Disease Scare in Kazakhstan: Is it Real?58 cited
    • 2006Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993–200355 cited
    • 2007Dutch Disease Scare in Kazakhstan: Is it real?52 cited
    • 2008Can firms' location decisions counteract the Balassa–Samuelson effect?49 cited
    • 2004Assessing Equilibrium Exchange Rates in CEE Acceding Countries: Can We Have Deer with Beer Without Feer?45 cited
    • 2004What Determines Real Exchange Rates? The Nordic Countries43 cited