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Purchasing power parity: an analysis based on the evolutionary spectrum
16 references·0 citing·39 second hop
Purchasing power parity: an analysis based on the evolutionary spectrum (1997)Purchasing power parity: an analysis base…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Real Exchange Rates under the Gold Standard (1991)Real Exchange Rates under the…On the power of Dickey-Fuller tests against fractional alternatives (1991)On the power of Dickey-Fuller…Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK (1990)Some Structural Hypotheses in…Real and nominal exchange rates in the long run: An empirical investigation (1990)Real and nominal exchange rat…Purchasing Power Parity in the Long Run: A Cointegration Approach (1990)Purchasing Power Parity in th…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Co-integration as an empirical test of purchasing power parity (1990)Co-integration as an empirica…Testing for long run purchasing power parity (1989)Testing for long run purchasi…Long-run purchasing power parity in the 1920s (1988)Long-run purchasing power par…Floating Exchange Rates (1988)Floating Exchange RatesA Model of Exchange Rate Dynamics (1982)A Model of Exchange Rate Dyna…Purchasing power parity (1978)Purchasing power parityForecasting Economic Time Series (1977)Forecasting Economic Time Ser…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsInternational Volatility and …Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Long Memory in Foreign-Exchange Rates (1993)Cointegration, Fractional Cointegration, and Exchange Rate Dynamics (1994)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Trends and random walks in macroeconmic time series (1982)Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests for Unit Roots: A Monte Carlo Investigation (1989)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)Modeling and pricing long memory in stock market volatility (1996)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Purchasing power parity and unit root tests using panel data (1996)Long-run PPP may not hold after all (2000)Purchasing Power Parity and the Real Exchange Rate (2002)Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Fixing Exchange Rates: A Virtual Quest for Fundamentals (1993)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Economics of Exchange Rates (2003)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Tourism development and economic growth: A closer look at panels (2007)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)MONEY, INCOME, AND CAUSALITY (1972)Some International Evidence on Output-Inflation Tradeoffs. (1973)Deviations from Purchasing Power Parity in the Long Run (1983)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)A Fractional Cointegration Analysis of Purchasing Power Parity (1993)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)An empirical examination of long-run purchasing power parity using cointegration techniques (1988)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)An Almost Ideal Demand System (1980)Generalized autoregressive conditional heteroskedasticity (1986)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)The Relationship Between Employee Job Change and Job Satisfaction: The Honeymoon-Hangover Effect. (2005)Asymptotics for out of sample tests of Granger causality (2006)
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References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1977Forecasting Economic Time Series697 cited
  • 1978Purchasing power parity557 cited
  • 1991On the power of Dickey-Fuller tests against fractional alternatives511 cited
  • n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited
  • 1990Real and nominal exchange rates in the long run: An empirical investigation424 cited
  • 1991Real Exchange Rates under the Gold Standard415 cited
  • 1990Purchasing Power Parity in the Long Run: A Cointegration Approach330 cited
  • 1982A Model of Exchange Rate Dynamics323 cited
  • 1988Long-run purchasing power parity in the 1920s189 cited
  • 1990Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK154 cited
  • 1988Floating Exchange Rates120 cited
  • 1990Co-integration as an empirical test of purchasing power parity99 cited
  • 1989

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Testing for long run purchasing power parity
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