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Purchasing power parity and the theory of general relativity: the first tests
16 references·12 citing·43 second hop
Purchasing power parity and the theory of general relativity: the first tests (2005)Purchasing power parity and the theory of…The Purchasing Power Parity Debate (2004)The Purchasing Power Parity D…The Economics of Exchange Rates (2004)The Economics of Exchange Rat…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Purchasing Power Parity and the Real Exchange Rate (2001)Purchasing Power Parity and t…Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price (2001)Potential Pitfalls for the Pu…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Linear Regression Limit Theory for Nonstationary Panel Data (1999)Linear Regression Limit Theor…The behavior of real exchange rates during the post-Bretton Woods period (1998)The behavior of real exchange…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…The Microstructure of Foreign Exchange Markets (1996)The Microstructure of Foreign…Exchange Rate Economics: What's Wrong with the Conventional Macro Approach? (1996)Exchange Rate Economics: What…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Chapter 32 Perspectives on PP…An empirical examination of long-run purchasing power parity using cointegration techniques (1988)An empirical examination of l…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Exchange rates and prices in the Netherlands and Britain over the past four centuries (2022)Exchange rates and prices in …Withdrawal of Italy from the euro area: Stochastic simulations of a structural macroeconometric model (2017)Withdrawal of Italy from the …Exchange rates and prices in the Netherlands and Britain over the past four centuries (2011)Exchange rates and prices in …An Artificial Neural Network Model to Forecast Exchange Rates (2011)An Artificial Neural Network …Nonlinearity and time-variation in the monetary model of exchange rates (2010)Nonlinearity and time-variati…Editorial: Long-run purchasing power parity and real exchange rates: introduction and overview (2009)Editorial: Long-run purchasin…Threshold Adjustment in Deviations from the Law of One Price (2008)Threshold Adjustment in Devia…Measuring Regional Market Integration in Developing Asia: a Dynamic Factor Error Correction Model (DF-ECM) Approach (2007)Measuring Regional Market Int…Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP (2007)Investor sentiment in the US-…Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates (2007)Does purchasing power parity …Unobserved heterogeneity in panel time series models (2005)Unobserved heterogeneity in p…Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India (2005)Are bilateral real exchange r…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)The Quarterly Journal of Economics (2024)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Testing for unit roots in heterogeneous panels (2003)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Introductory Econometrics for Finance (2008)Expectations and Exchange Rate Dynamics (1976)Gravity with Gravitas: A Solution to the Border Puzzle (2003)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)The VAT in Developing and Transitional Countries (2007)Identifying FDI spillovers (2017)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Empirical exchange rate models of the seventies (1983)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Analysis of Panel Data (2003)New Simple Tests for Panel Cointegration (2005)Transition Modeling and Econometric Convergence Tests (2007)Econometric Analysis of Panel Data (2021)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Order Flow and Exchange Rate Dynamics (1999)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)Statistical analysis of cointegration vectors (1988)Why is it so difficult to beat the random walk forecast of exchange rates? (2003)Testing for a unit root in panels with dynamic factors (2004)How Big Is the Random Walk in GNP? (1988)Intertemporal Substitution in Consumption (1988)The overvaluation of purchasing power parity (1998)A Century of Purchasing-Power Parity (2002)PPP Strikes Back: Aggregation And the Real Exchange Rate (2002)Commodity currencies (2003)Purchasing Power Parity in the Long Run (1990)Exchange Rates and Fundamentals (2005)
this work references cited by second hop

References

  • 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 2004The Purchasing Power Parity Debate1,034 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1998The behavior of real exchange rates during the post-Bretton Woods period824 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 2001Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price540 cited
  • 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
  • 2004The Economics of Exchange Rates435 cited
  • 2001Purchasing Power Parity and the Real Exchange Rate399 cited
  • 1995Chapter 32 Perspectives on PPP and long-run real exchange rates350 cited
  • 1996Exchange Rate Economics: What's Wrong with the Conventional Macro Approach?

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224 cited
  • 1996The Microstructure of Foreign Exchange Markets181 cited
  • Cited by

    • 2005Unobserved heterogeneity in panel time series models233 cited
    • 2011An Artificial Neural Network Model to Forecast Exchange Rates60 cited
    • 2005Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India58 cited
    • 2007Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP50 cited
    • 2017Withdrawal of Italy from the euro area: Stochastic simulations of a structural macroeconometric model40 cited
    • 2007Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates32 cited
    • 2007Measuring Regional Market Integration in Developing Asia: a Dynamic Factor Error Correction Model (DF-ECM) Approach32 cited
    • 2008Threshold Adjustment in Deviations from the Law of One Price29 cited
    • 2022Exchange rates and prices in the Netherlands and Britain over the past four centuries23 cited
    • 2009Editorial: Long-run purchasing power parity and real exchange rates: introduction and overview19 cited
    • 2010Nonlinearity and time-variation in the monetary model of exchange rates17 cited
    • 2011Exchange rates and prices in the Netherlands and Britain over the past four centuries17 cited