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A new approach to testing ex ante purchasing power parity
16 references·0 citing·44 second hop
A new approach to testing ex ante purchasing power parity (1994)A new approach to testing ex ante purchas…Risk and Parity in Purchasing Power (1990)Risk and Parity in Purchasing…On unit roots and real exchange rates: empirical evidence and Monte Carlo Analysis (1990)On unit roots and real exchan…Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Resi…Cointegration and Tests of Purchasing Power Parity (1988)Cointegration and Tests of Pu…Asymptotic Normality, When Regressors Have a Unit Root (1988)Asymptotic Normality, When Re…Expectations of Exchange Rates and Differential Inflation Rates: Further Evidence on Purchasing Power Parity in Efficient Markets (1987)Expectations of Exchange Rate…Are deviations from purchasing power parity efficient? Some further answers (1985)Are deviations from purchasin…Exchange Rate Theory and Practice (1984)Exchange Rate Theory and Prac…Deviations from Purchasing Power Parity in the Long Run (1983)Deviations from Purchasing Po…The Efficient Estimation of Econometric Models with Rational Expectations (1982)The Efficient Estimation of E…International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence (1982)International Interest-Rate a…Does Purchasing Power Parity Work? (1980)Does Purchasing Power Parity …International finance and trade (1979)International finance and tra…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates (1976)Rational Expectations and the…Rational Expectations and the Estimation of Econometric Models: An Alternative Procedure (1976)Rational Expectations and the…Expectations and Exchange Rate Dynamics (1976)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Domestic Saving and International Capital Movements in the Long Run and the Short Run (1982)Conditional variance and the risk premium in the foreign exchange market (1985)Capital mobility in the world economy: Theory and measurement (1986)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Purchasing Power Parity in the Long Run: A Cointegration Approach (1990)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Purchasing power parity and unit root tests using panel data (1996)How Far Can We Push The "Law of One Price"? (1976)Purchasing power parity (1978)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)The Economics of Exchange Rates (2003)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)IS THE BUDGET DEFICIT “TOO LARGE?” (1991)Productivity Across Industries and Countries: Time Series Theory and Evidence (1996)Sources of U.S. Economic Growth in a World of Ideas (2002)Rational Expectations and the Theory of Price Movements (1961)A Classical Macroeconometric Model for the United States (1976)Estimation and Control of a Macroeconomic Model with Rational Expectations (1979)A Survey of Some Recent Econometric Methods (1989)MACROECONOMIC FACTORS, THE APT AND THE UK STOCKMARKET (1994)The Puzzle of Jobless Growth in Indian Manufacturing (1998)Econometric Implications of the Rational Expectations Hypothesis (1980)Market Fundamentals versus Price-Level Bubbles: The First Tests (1980)The Formation of Expectations, Inflation, and the Phillips Curve (2018)Spurious regression and residual-based tests for cointegration in panel data (1999)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Error Correction in Panel Data* (2007)Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules (1999)On the Complexities of Complex Economic Dynamics (1999)Perspectives on the recent currency crisis literature (1999)Some evidence on the international inequality of real interest rates (1985)A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries (1995)Real exchange rate behavior (1997)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
  • 1984Exchange Rate Theory and Practice498 cited
  • 1983Deviations from Purchasing Power Parity in the Long Run497 cited
  • 1976Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates428 cited
  • 1982International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence369 cited
  • 1988Cointegration and Tests of Purchasing Power Parity354 cited
  • 1988Asymptotic Normality, When Regressors Have a Unit Root339 cited
  • 1982The Efficient Estimation of Econometric Models with Rational Expectations255 cited
  • 1979International finance and trade161 cited
  • 1976Rational Expectations and the Estimation of Econometric Models: An Alternative Procedure135 cited
  • 1980Does Purchasing Power Parity Work?52 cited
  • 1987Expectations of Exchange Rates and Differential Inflation Rates: Further Evidence on Purchasing Power Parity in Efficient Markets29 cited
  • 1990Risk and Parity in Purchasing Power28 cited
  • 1990On unit roots and real exchange rates: empirical evidence and Monte Carlo Analysis

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25 cited
  • 1985Are deviations from purchasing power parity efficient? Some further answers21 cited
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