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Monetary convergence in East Asian countries relative to China
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Monetary convergence in East Asian countries relative to China (2014)Monetary convergence in East Asian countr…A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* (2011)A Unit Root Test Using a Four…A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Stationarity Test in the Pr…The Purchasing Power Parity Debate (2004)The Purchasing Power Parity D…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…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…The forward premium puzzle: different tales from developed and emerging economies (2000)The forward premium puzzle: d…Unit Roots, Cointegration, and Structural Change (1999)Unit Roots, Cointegration, an…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…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…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…On the bias in flexible functional forms and an essentially unbiased form (1981)On the bias in flexible funct…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…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)Time Series Analysis: Forecasting and Control (1977)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)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)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Expectations and Exchange Rate Dynamics (1976)Gravity with Gravitas: A Solution to the Border Puzzle (2003)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)The VAT in Developing and Transitional Countries (2007)Identifying FDI spillovers (2017)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Empirical exchange rate models of the seventies (1983)Order Flow and Exchange Rate Dynamics (1999)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)The Purchasing Power Parity Puzzle (1996)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Introductory Econometrics for Finance (2008)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)International Technology Diffusion (2004)Energy consumption, income, and carbon emissions in the United States (2006)The flexible Fourier form and Dickey–Fuller type unit root tests (2012)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 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
  • 1999Unit Roots, Cointegration, and Structural Change1,842 cited
  • 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 2004The Purchasing Power Parity Debate1,034 cited
  • 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows1,025 cited
  • 1981On the bias in flexible functional forms and an essentially unbiased form977 cited
  • 2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks879 cited
  • 1998The behavior of real exchange rates during the post-Bretton Woods period824 cited
  • 2011A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks*747 cited

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  • 2000The forward premium puzzle: different tales from developed and emerging economies501 cited
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