Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Purchasing power parity in Latin America: A co-integration analysis

16 references·16 citing·30 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
1988Statistical analysis of cointegration vectors17,038 cited
1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
1987Forecasting and testing in co-integrated systems1,896 cited
1986Understanding spurious regressions in econometrics1,782 cited
1978Purchasing power parity557 cited
1983Deviations from Purchasing Power Parity in the Long Run497 cited
1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited
1980Exchange Rate Economics: Where Do We Stand?452 cited
1990Real and nominal exchange rates in the long run: An empirical investigation424 cited
1989Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets408 cited
1988Cointegration and Tests of Purchasing Power Parity

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

354 cited

1988Asymptotic Normality, When Regressors Have a Unit Root339 cited

Cited by

1999Mean Reversion of Real Exchange Rates in High-Inflation Countries61 cited
2009PURCHASING POWER PARITY IN LESS‐DEVELOPED AND TRANSITION ECONOMIES: A REVIEW PAPER57 cited
1999Purchasing power parity in high-inflation eastern european countries: Evidence from fractional and harris-inder cointegration tests49 cited
1997Purchasing Power Parity in High-Inflation Countries: A Cointegration Analysis of Integrated Variables with Trend Breaks43 cited
1995A fractional cointegration approach to empirical tests of PPP: New evidence and methodological implications from an application to the Taiwan/US dollar relationship38 cited
2007Re-examining purchasing power parity for East-Asian currencies: 1976–200236 cited
2003Cointegration Tests of Purchasing Power Parity in Africa35 cited
1999Testing long-run validity of purchasing power parity for Asian countries35 cited
2006Mean reversion and structural breaks in real exchange rates: South African evidence34 cited
1998Does the Long-Run Ppp Hypothesis Hold for Africa? Evidence From Panel Co-Integration Study33 cited
2017Foreign exchange markets and the purchasing power parity theory32 cited
2005The validity of purchasing power parity hypothesis for eleven middle eastern countries31 cited
2006Purchasing Power Parity and real exchange rate behaviour in Africa31 cited
2007Purchasing Power Parity in Transition Economies: Does It Hold in the Czech Republic, Hungary and Slovenia?30 cited
1998A fractional cointegration test of purchasing power parity: the case of selected members of OPEC30 cited
2008Nominal Exchange Rates and Price Convergence in the West African Monetary Zone28 cited