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The relationship between interest rate differentials and macroeconomic variables: a panel data study for European countries
16 references·7 citing·34 second hop
The relationship between interest rate differentials and macroeconomic variables: a panel data study for European countries (2000)The relationship between interest rate di…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Analysis of Panel Data (2003)Analysis of Panel DataUnit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…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…Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test (1996)Are Real Exchange Rates Nonst…A panel project on purchasing power parity: Mean reversion within and between countries (1996)A panel project on purchasing…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries (1995)A Panel Project on Purchasing…European Exchange Rate Credibility Before the Fall (1993)European Exchange Rate Credib…The foreign exchange risk premium in a target zone with devaluation risk (1992)The foreign exchange risk pre…Exchange Rate Expectations: A Survey of Survey Studies (1991)Exchange Rate Expectations: A…The Foreign Exchange Market: Theory and Econometric Evidence. (1990)The Foreign Exchange Market: …Quantitative Applications in the Social Sciences (1983)Quantitative Applications in …Quantitative Applications in the Social Sciences (1983)Quantitative Applications in …Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Capital flows to Asia and Latin America: Does institutional quality matter? (2019)Capital flows to Asia and Lat…Inflation targeting and interest rates: a panel time-series approach (2016)Inflation targeting and inter…Interest rates and budget deficits revisited–evidence from the G7 countries (2009)Interest rates and budget def…Budget Deficits and Interest Rates: A Fresh Perspective (2008)Budget Deficits and Interest …Budget Deficits and Interest Rates (2008)Budget Deficits and Interest …Dynamics of the current account and interest differentials (2007)Dynamics of the current accou…The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials (2003)The Regime-Dependent Determin…Anomalies: Foreign Exchange (1990)Currency Fluctuations in the Post-Bretton Woods Era (1990)Fixing Exchange Rates: A Virtual Quest for Fundamentals (1993)International Currency Experience: New Lessons and Lessons Relearned (1995)The Mexican Peso Crisis: Sudden Death or Death Foretold? (1996)Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system (2021)Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Panel unit root tests under cross‐sectional dependence (2005)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)Purchasing Power Parity in the Long Run (1990)Perspectives on PPP and Long-Run Real Exchange Rates (1994)Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Nonstationary panels, cointegration in panels and dynamic panels: A survey (2004)Capitalism, Democracy, and Welfare (2005)The effect of urbanization, energy consumption, and foreign direct investment on the carbon dioxide emission in the SSEA (South and Southeast Asian) region (2016)Initial conditions and moment restrictions in dynamic panel data models (1995)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Dimensions of conflict frame: Disputant interpretations of conflict. (1990)Resilient, overcontrolled, and undercontrolled boys: Three replicable personality types. (1996)Clashes in the Assembly (2000)
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References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 2003Analysis of Panel Data7,858 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1983Quantitative Applications in the Social Sciences837 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • 1996Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test417 cited
  • 1996Purchasing power parity and unit root tests using panel data342 cited
  • 1993European Exchange Rate Credibility Before the Fall238 cited
  • 1991Exchange Rate Expectations: A Survey of Survey Studies221 cited
  • 1996Panel unit root tests and real exchange rates208 cited
  • 1990The Foreign Exchange Market: Theory and Econometric Evidence.197 cited
  • 1983Quantitative Applications in the Social Sciences180 cited
  • 1995A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries125 cited

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  • 1992The foreign exchange risk premium in a target zone with devaluation risk112 cited
  • Cited by

    • 2008Budget Deficits and Interest Rates22 cited
    • 2007Dynamics of the current account and interest differentials21 cited
    • 2019Capital flows to Asia and Latin America: Does institutional quality matter?21 cited
    • 2008Budget Deficits and Interest Rates: A Fresh Perspective20 cited
    • 2009Interest rates and budget deficits revisited–evidence from the G7 countries14 cited
    • 2003The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials11 cited
    • 2016Inflation targeting and interest rates: a panel time-series approach10 cited