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Productivity shocks and real exchange rates
16 references·2 citing·40 second hop
Productivity shocks and real exchange rates (2005)Productivity shocks and real exchange rat…What do We Really Know about Real Exchange Rates? (1999)What do We Really Know about …Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries (1999)Relative labor productivity a…Monetary shocks and real exchange rates (1999)Monetary shocks and real exch…When Do Long-Run Identifying Restrictions Give Reliable Results? (1997)When Do Long-Run Identifying …Real Exchange Rate Fluctuations and the Business Cycle: Evidence from Japan (1997)Real Exchange Rate Fluctuatio…Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries (1996)Real Exchange Rate Levels, Pr…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)Sources of Real Exchange Rate…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Canonical Cointegrating Regressions (1992)Canonical Cointegrating Regre…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Floating Exchange Rates: Experience and Prospects (1985)Floating Exchange Rates: Expe…King Charles I (1981)King Charles ITheoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America (2011)Fiscal shocks and real exchan…The role of demography in the long-run Yen/USD real exchange rate appreciation (2008)The role of demography in the…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)The federal funds rate and the channels of monetary transmission (1989)Large Bayesian vector auto regressions (2009)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Cross-Border Banking and Global Liquidity (2014)Macroeconomics and Reality (1980)Alternative Explanations of the Money-Income Correlation (1986)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Emerging Market Business Cycles: The Cycle Is the Trend (2007)News shocks and business cycles (2011)Panel Vector Autoregressive Models: A Survey (2013)Understanding spurious regressions in econometrics (1986)Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Structural analysis of vector error correction models with exogenous I(1) variables (2000)Dealing with Structural Breaks (2005)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)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)Testing for a Unit Root in Time Series Regression (1988)The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates (2000)Nominal exchange rates and monetary fundamentals (2001)Nonstationary panels, cointegration in panels and dynamic panels: A survey (2004)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)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Oil prices and real exchange rates (2006)International Risk Sharing and the Transmission of Productivity Shocks (2008)Economic Growth in a Cross Section of Countries (1989)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1992Canonical Cointegrating Regressions1,383 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 1994Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?622 cited
  • 1997When Do Long-Run Identifying Restrictions Give Reliable Results?505 cited
  • 1999Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries428 cited
  • 1981King Charles I316 cited
  • 1985Floating Exchange Rates: Experience and Prospects248 cited
  • 1996Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries172 cited
  • 1999Monetary shocks and real exchange rates171 cited
  • 1999What do We Really Know about Real Exchange Rates?

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74 cited
  • 1997Real Exchange Rate Fluctuations and the Business Cycle: Evidence from Japan53 cited
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    • 2008The role of demography in the long-run Yen/USD real exchange rate appreciation29 cited
    • 2011Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America27 cited