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Purchasing power parity in Brazil: a test for fractional cointegration
16 references·4 citing·23 second hop
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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
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
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  • 1981Fractional Differencing2,720 cited
  • 1996Long memory processes and fractional integration in econometrics1,879 cited
  • 1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models1,050 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1994International Evidence on Tradables and Nontradables Inflation660 cited
  • 1918Abnormal Deviations in International Exchanges

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563 cited
  • 1991On the power of Dickey-Fuller tests against fractional alternatives511 cited
  • Cited by

    • 2022Real exchange rates over a century: the case of the Drachma / Sterling rate, 1833-193929 cited
    • 2007Real Exchange Rate Stationarity in Latin America and Relative Purchasing Power Parity: A Regime Switching Approach23 cited
    • 2002Purchasing Power Parity and the Fractional Integration of the Real Exchange Rate: New Evidence for Less Developed Countries21 cited
    • 2006Purchasing Power Parity as a long-term memory process: evidence from Canada14 cited