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Real exchange rate behavior and optimum currency area in East Asia: Evidence from Generalized Purchasing Power Parity
16 references·2 citing·28 second hop
Real exchange rate behavior and optimum currency area in East Asia: Evidence from Generalized Purchasing Power Parity (2010)Real exchange rate behavior and optimum c…The Cointegrated VAR Model: Methodology and Applications (2006)The Cointegrated VAR Model: M…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…Applied time series modelling and forecasting (2004)Applied time series modelling…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Applied Time Series Modelling and Forecasting (2003)Applied Time Series Modelling…Testing for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…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…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Testing for Unit Roots in Heterogeneous Panels (1995)Testing for Unit Roots in Het…Five alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…A Theory of Optimum Currency Areas (1961)A Theory of Optimum Currency …Interactions among energy consumption, CO2, and economic development in European Union countries (2019)Interactions among energy con…Macroeconomic fundamentals and dynamics of the Indian rupee-dollar exchange rate (2015)Macroeconomic fundamentals an…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Optimum Currency Areas (1991)No Single Currency Regime is Right for All Countries or At All Times (1999)Fear of Floating (2000)From Principles of Political Economy (2005)Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Testing for a Unit Root in Time Series Regression (1988)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)Introductory Econometrics for Finance (2008)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Unit root tests for panel data (2001)Critical Values for Cointegration Tests (2010)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Expectations and Exchange Rate Dynamics (1976)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)Spurious regression and residual-based tests for cointegration in panel data (1999)Testing for Error Correction in Panel Data* (2007)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1961A Theory of Optimum Currency Areas4,546 cited
  • 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 2006The Cointegrated VAR Model: Methodology and Applications1,181 cited
  • 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
  • 1998The behavior of real exchange rates during the post-Bretton Woods period824 cited
  • 2003Applied Time Series Modelling and Forecasting692 cited
  • 1995Testing for Unit Roots in Heterogeneous Panels

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564 cited
  • 2004Applied time series modelling and forecasting544 cited
  • Cited by

    • 2019Interactions among energy consumption, CO2, and economic development in European Union countries65 cited
    • 2015Macroeconomic fundamentals and dynamics of the Indian rupee-dollar exchange rate13 cited