Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Threshold Adjustment of Deviations from the Law of One Price

16 references·14 citing·41 second hop

FromToDepth

this work references cited by second hop

References

1990Increasing Returns and Economic Geography12,326 cited
1996Impulse response analysis in nonlinear multivariate models5,071 cited
1996The Purchasing Power Parity Puzzle2,939 cited
1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
1995National Borders Matter: Canada-U.S. Regional Trade Patterns.2,002 cited
2003The Economics of Exchange Rates1,327 cited
1998The overvaluation of purchasing power parity1,208 cited
1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
2000Nonlinear Time Series Models in Empirical Finance1,111 cited
1997Threshold Cointegration1,042 cited
2004The Purchasing Power Parity Debate1,034 cited
2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
2003Why is it so difficult to beat the random walk forecast of exchange rates?

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

784 cited

1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited

Cited by

2009Systemic Risk and the Financial Crisis: A Primer89 cited
2009Real exchange rate misalignments53 cited
2013Purchasing power parity for 15 Latin American countries: Panel SURKSS test with a Fourier function26 cited
2013Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test24 cited
2017Exchange rate misalignment and economic growth in India20 cited
2010Test of the Marshall–Lerner Condition for Eight Selected Asian Countries and Policy Implications20 cited
2009Editorial: Long-run purchasing power parity and real exchange rates: introduction and overview19 cited
2011Long-run purchasing power parity with asymmetric adjustment: Further evidence from nine transition countries18 cited
2011PURCHASING POWER PARITY IN NINE TRANSITION COUNTRIES: PANEL SURKSS TEST17 cited
2012Nonlinear adjustment to purchasing power parity for ASEAN countries16 cited
2009Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries16 cited
2013Purchasing power parity in transition countries: Sequential panel selection method15 cited
2012Purchasing power parity – nonlinear threshold unit root test for transition countries15 cited
2012Revisiting purchasing power parity for East Asian countries using the rank test for nonlinear cointegration14 cited