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Purchasing power parity in the long run and structural breaks: evidence from real sterling exchange rates
16 references·6 citing·29 second hop
Purchasing power parity in the long run and structural breaks: evidence from real sterling exchange rates (1999)Purchasing power parity in the long run a…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…Searching for stationarity: Purchasing power parity under the current float (1997)Searching for stationarity: P…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Real Exchange Rate Behavior: …A panel project on purchasing power parity: Mean reversion within and between countries (1996)A panel project on purchasing…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Long-Run Economic Relationships: Readings in Cointegration. (1993)Long-Run Economic Relationshi…Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence (1992)Recursive and Sequential Test…Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Nonstationarity and Level Shi…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Recursive and Sequential Test…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s) (2021)Towards resolving the purchas…Purchasing power parity and structural instability in the US/UK exchange rate (2012)Purchasing power parity and s…Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought (2006)Real exchange rates and Purch…Rational speculative bubbles and duration dependence in exchange rates: an analysis of five currencies (2006)Rational speculative bubbles …The Growing Evidence on Purchasing Power Parity (2003)The Growing Evidence on Purch…The Explosion of Purchasing Power Parity (2002)The Explosion of Purchasing P…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)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)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Further evidence on breaking trend functions in macroeconomic variables (1997)Residual-based tests for cointegration in models with regime shifts (1996)THE POWER OF COINTEGRATION TESTS (1992)Estimating long-run relationships from dynamic heterogeneous panels (1995)Oil price shocks and stock market activity (1999)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,774 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,543 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.935 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence

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702 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • 1997Searching for stationarity: Purchasing power parity under the current float526 cited
  • Cited by

    • 2006Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought231 cited
    • 2012Purchasing power parity and structural instability in the US/UK exchange rate15 cited
    • 2002The Explosion of Purchasing Power Parity14 cited
    • 2006Rational speculative bubbles and duration dependence in exchange rates: an analysis of five currencies13 cited
    • 2021Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s)9 cited
    • 2003The Growing Evidence on Purchasing Power Parity8 cited