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Measuring misalignments in the Korean exchange rate
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Measuring misalignments in the Korean exchange rate (2012)Measuring misalignments in the Korean exc…Dealing with Structural Breaks (2005)Dealing with Structural BreaksTESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME (2002)TESTING FOR A UNIT ROOT IN A …Comparison of unit root tests for time series with level shifts (2002)Comparison of unit root tests…Uncovered Interest Parity Revisited (2001)Uncovered Interest Parity Rev…Testing for the Cointegrating Rank of a VAR Process With Structural Shifts (2000)Testing for the Cointegrating…Filtering the BEER: A permanent and transitory decomposition (2000)Filtering the BEER: A permane…Some tests for parameter constancy in cointegrated VAR‐models (1999)Some tests for parameter cons…Equilibrium Exchange Rates (1999)Equilibrium Exchange RatesExchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers (1998)Exchange Rates and Economic F…Exchange Rates and Economic Fundamentals (1998)Exchange Rates and Economic F…Before the Fall: Were East Asian Currencies Overvalued? (1998)Before the Fall: Were East As…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Estimating equilibrium exchange rates (1995)Estimating equilibrium exchan…Long-Run Determinants of the Real Exchange Rate (1994)Long-Run Determinants of the …Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Structural breaks in time series (2012)The impact of economic growth on CO2 emissions in Azerbaijan (2018)Selective review of offline change point detection methods (2019)Trends and random walks in macroeconmic time series (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity (2001)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa (2013)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Exchange Rates in Emerging Economies: What Do We Know? What Do We Need to Know? (1999)The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates (2000)Efficient Tests for an Autoregressive Unit Root (1996)The dynamics of electricity consumption and economic growth: A revisit study of their causality in Pakistan (2012)The Purchasing Power Parity Puzzle (1996)Was Weber Wrong? A Human Capital Theory of Protestant Economic History (2007)The Next Generation of the Penn World Table (2015)Exploring the international linkages of the euro area: a global VAR analysis (2007)Modelling Nonlinear Economic Time Series (2010)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)Empirical exchange rate models of the nineties: Are any fit to survive? (2005)Economic Growth in a Cross Section of Countries (1989)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Series‐specific Unit Root Tests with Panel Data* (2002)The Real Exchange Rate and Economic Growth (2008)
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References

  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 2005Dealing with Structural Breaks701 cited
  • 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
  • 1998Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers588 cited
  • 1995Estimating equilibrium exchange rates568 cited
  • 2002Comparison of unit root tests for time series with level shifts300 cited
  • 1994Long-Run Determinants of the Real Exchange Rate285 cited
  • 2002TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME280 cited
  • 2000Testing for the Cointegrating Rank of a VAR Process With Structural Shifts246 cited
  • 1998Before the Fall: Were East Asian Currencies Overvalued?231 cited
  • 1998Exchange Rates and Economic Fundamentals229 cited
  • 1999Equilibrium Exchange Rates206 cited
  • 2001Uncovered Interest Parity Revisited192 cited
  • 2000Filtering the BEER: A permanent and transitory decomposition

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