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Nominal exchange rate regimes and the stochastic behavior of real variables
16 references·1 citing·36 second hop
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1960Modern factor analysis5,122 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1968Modern Factor Analysis3,177 cited
  • 1988Testing for Common Trends1,894 cited
  • 1977Understanding business cycles1,460 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1975The Foundations of Factor Analysis.973 cited
  • 1986Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications860 cited
  • 1991International Evidence on the Historical Properties of Business Cycles823 cited
  • 1983Deviations from Purchasing Power Parity in the Long Run497 cited
  • 1988Business Cycles and the Exchange Rate System: Some International Evidence468 cited
  • 1984The Foundations of Factor Analysis466 cited
  • 1991Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates

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  • 2013Continuous time regime-switching model applied to foreign exchange rate18 cited