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Purchasing power parity nonlinear threshold unit root test for East-Asian countries
16 references·0 citing·39 second hopsampled
Purchasing power parity nonlinear threshold unit root test for East-Asian countries (2011)Purchasing power parity nonlinear thresho…The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)The obstinate passion of Fore…The Purchasing Power Parity Debate (2004)The Purchasing Power Parity D…Why is it so difficult to beat the random walk forecast of exchange rates? (2003)Why is it so difficult to bea…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Purchasing Power Parity and the Real Exchange Rate (2002)Purchasing Power Parity and t…Threshold Autoregression with a Unit Root (2001)Threshold Autoregression with…Purchasing Power Parity and the Real Exchange Rate (2001)Purchasing Power Parity and t…Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals (2000)Nonlinear adjustment, long-ru…The behavior of real exchange rates during the post-Bretton Woods period (1998)The behavior of real exchange…Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (1997)Testing the unit root with dr…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Exchange Rate Economics: A Survey (1991)Exchange Rate Economics: A Su…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (2006)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Threshold autoregression in economics (2011)Expectations and Exchange Rate Dynamics (1976)Gravity with Gravitas: A Solution to the Border Puzzle (2003)The VAT in Developing and Transitional Countries (2007)Identifying FDI spillovers (2017)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)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)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Order Flow and Exchange Rate Dynamics (1999)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)Statistical analysis of cointegration vectors (1988)Testing for a unit root in panels with dynamic factors (2004)Introductory Econometrics for Finance (2008)Comparing Predictive Accuracy (1994)Exchange Rates and Fundamentals (2004)Exchange Rates and Fundamentals (2005)In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (2005)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 2004The Purchasing Power Parity Debate1,034 cited
  • 1998The behavior of real exchange rates during the post-Bretton Woods period824 cited
  • 2003Why is it so difficult to beat the random walk forecast of exchange rates?784 cited
  • 2001Threshold Autoregression with a Unit Root707 cited
  • 2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals455 cited
  • 2006The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis446 cited
  • 2001Purchasing Power Parity and the Real Exchange Rate399 cited
  • 1991Exchange Rate Economics: A Survey397 cited
  • 1997Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate

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340 cited
  • 2002Purchasing Power Parity and the Real Exchange Rate330 cited
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