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An empirical examination of long-run purchasing power parity using cointegration techniques
15 references·16 citing·33 second hop
An empirical examination of long-run purchasing power parity using cointegration techniques (1988)An empirical examination of long-run purc…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…On the Theory of Testing for Unit Roots in Observed Time Series (1986)On the Theory of Testing for …EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE* (1986)EXPLORING EQUILIBRIUM RELATIO…Deviations from Purchasing Power Parity in the Long Run (1983)Deviations from Purchasing Po…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Serial Correlation as a Conve…Purchasing power parity (1978)Purchasing power parityEconometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …The monetary approach to the balance of payments (1977)The monetary approach to the …Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Econometric Analysis for National Economic Planning (1971)Econometric Analysis for Nati…A Theory of the Consumption Function (1958)A Theory of the Consumption F…Theory of the Consumption Function (1957)Theory of the Consumption Fun…International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsInternational Volatility and …Modelling and measuring price discovery in commodity markets (2010)Modelling and measuring price…Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect? (2008)Real Exchange Rates Over the …Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought (2006)Real exchange rates and Purch…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…Purchasing Power Parity (2003)Purchasing Power ParityA Long run structural macroeconometric model of the UK (2003)A Long run structural macroec…Purchasing Power Parity and the Real Exchange Rate (2002)Purchasing Power Parity and t…Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era (2001)Nonlinear adjustment to purch…Long-run PPP may not hold after all (2000)Long-run PPP may not hold aft…The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity (1995)The Exchange Rate in the Pres…Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence (1995)Long-Run Exchange Rate Modeli…Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Chapter 32 Perspectives on PP…Long-run purchasing power parity during the recent float (1993)Long-run purchasing power par…Exchange Rate Economics: A Survey (1991)Exchange Rate Economics: A Su…Testing for the long run relationship between nominal interest rates and inflation using cointegration techniques (1989)Testing for the long run rela…The Foreign Exchange Market: A Random Walk with a Dragging Anchor (1988)The Foreign Exchange Market: …A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. 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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1957Theory of the Consumption Function3,335 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1958A Theory of the Consumption Function1,123 cited
  • 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited
  • 1977The monetary approach to the balance of payments672 cited
  • 1986On the Theory of Testing for Unit Roots in Observed Time Series612 cited
  • 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England612 cited
  • 1971Econometric Analysis for National Economic Planning608 cited
  • 1978Purchasing power parity557 cited
  • 1983Deviations from Purchasing Power Parity in the Long Run497 cited
  • n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics

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458 cited

Cited by

  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1995The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity403 cited
  • 1991Exchange Rate Economics: A Survey397 cited
  • 1995Chapter 32 Perspectives on PPP and long-run real exchange rates350 cited
  • 2002Purchasing Power Parity and the Real Exchange Rate330 cited
  • 1993Long-run purchasing power parity during the recent float316 cited
  • 2000Long-run PPP may not hold after all299 cited
  • 2008Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect?259 cited
  • 2001Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era258 cited
  • 1988The Foreign Exchange Market: A Random Walk with a Dragging Anchor255 cited
  • 2006Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought230 cited
  • 2003A Long run structural macroeconometric model of the UK225 cited
  • 1995Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence207 cited
  • 2010Modelling and measuring price discovery in commodity markets201 cited
  • 2003Purchasing Power Parity196 cited
  • 1989Testing for the long run relationship between nominal interest rates and inflation using cointegration techniques195 cited