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Reexamining the PPP hypothesis: A nonlinear asymmetric heterogeneous panel unit root test
16 references·8 citing·26 second hop
Reexamining the PPP hypothesis: A nonlinear asymmetric heterogeneous panel unit root test (2014)Reexamining the PPP hypothesis: A nonline…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Testing for a unit root in panels with dynamic factors (2004)Testing for a unit root in pa…A PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Testing for a unit root in the nonlinear STAR framework (2002)Testing for a unit root in th…Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…The behavior of real exchange rates during the post-Bretton Woods period (1998)The behavior of real exchange…Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation (1997)Transactions Costs and Nonlin…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Dynamic Equilibrium and the R…Target Zones and Exchange Rate Dynamics (1991)Target Zones and Exchange Rat…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Winner or loser? The asymmetric role of natural resource rents on financial development among resource‐rich countries (2022)Winner or loser? The asymmetr…Purchasing Power Parity in Pakistan: Evidence from Fourier Unit Root Tests (2020)Purchasing Power Parity in Pa…Impact of Covid-19 on corporate solvency and possible policy responses in the EU (2020)Impact of Covid-19 on corpora…Does urbanization increase pollutant emission and energy intensity? evidence from some Asian developing economies (2019)Does urbanization increase po…Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model (2017)Inflation–growth nexus: evide…Asymmetric oil shocks and external balances of major oil exporting and importing countries (2016)Asymmetric oil shocks and ext…Are natural gas spot and futures prices predictable? (2016)Are natural gas spot and futu…Panel asymmetric nonlinear unit root test and PPP in Africa (2015)Panel asymmetric nonlinear un…Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)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)Statistical analysis of cointegration vectors (1988)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* (2011)The flexible Fourier form and Dickey–Fuller type unit root tests (2012)Convergence Across States and Regions (1991)No Single Currency Regime is Right for All Countries or At All Times (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Introductory Econometrics for Finance (2008)Testing slope homogeneity in large panels (2007)Testing for Granger non-causality in heterogeneous panels (2012)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)
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References

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  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
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  • 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
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  • 2004Testing for a unit root in panels with dynamic factors939 cited
  • 1998The behavior of real exchange rates during the post-Bretton Woods period824 cited
  • 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation

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750 cited
  • 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World642 cited
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    • 2020Impact of Covid-19 on corporate solvency and possible policy responses in the EU183 cited
    • 2016Asymmetric oil shocks and external balances of major oil exporting and importing countries146 cited
    • 2019Does urbanization increase pollutant emission and energy intensity? evidence from some Asian developing economies118 cited
    • 2016Are natural gas spot and futures prices predictable?40 cited
    • 2015Panel asymmetric nonlinear unit root test and PPP in Africa22 cited
    • 2017Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model20 cited
    • 2020Purchasing Power Parity in Pakistan: Evidence from Fourier Unit Root Tests16 cited
    • 2022Winner or loser? The asymmetric role of natural resource rents on financial development among resource‐rich countries16 cited