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The long-run relation between black market and official exchange rates: evidence from panel cointegration
8 references·1 citing·32 second hop
The long-run relation between black market and official exchange rates: evidence from panel cointegration (2002)The long-run relation between black marke…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…The black market exchange rate and demand for money in Iran (1996)The black market exchange rat…Testing for Unit Roots in Heterogeneous Panels (1995)Testing for Unit Roots in Het…PARALLEL EXCHANGE RATES IN DEVELOPING COUNTRIES (1995)PARALLEL EXCHANGE RATES IN DE…Long-run dynamics of black and official exchange rates (1991)Long-run dynamics of black an…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics (2008)Black Market and Official Exc…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)A simple panel unit root test in the presence of cross‐section dependence (2007)Statistical analysis of cointegration vectors (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)How stable is M2 money demand function in Japan? (2001)Environmental pollution, health expenditure and economic growth in the Sub-Saharan Africa countries: Panel ARDL approach (2018)CO2 emission, economic development, fossil fuel consumption and population density in India, Pakistan and Bangladesh: A panel investigation (2020)Money and Capital in Economic Development. (1974)Creating a Market Economy in Eastern Europe: The Case of Poland (1990)The role of macroeconomic factors in growth (1993)Exchange Rates and Fundamentals: A Non-Linear Relationship? (2007)Illegal trade in the Iranian economy: Evidence from a structural model (2009)Effects of International Financial and Energy Sanctions on Iran's Informal Economy (2013)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Long memory in interest rate futures markets: A fractional cointegration analysis (1995)Calendar anomalies in the Turkish foreign exchange markets (2003)Cointegration, market integration, and market efficiency (2005)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Beyond the Balassa–Samuelson effect in some new member states of the European Union (2007)Spurious regression and residual-based tests for cointegration in panel data (1999)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Introductory Econometrics for Finance (2008)Bounds testing approaches to the analysis of level relationships (2001)Chapter 4 The new empirics of economic growth (1999)Workers' Remittances and the Real Exchange Rate: A Paradox of Gifts (2004)The role of transport infrastructure in international tourism development: A gravity model approach (2007)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1995Testing for Unit Roots in Heterogeneous Panels564 cited
  • 1995PARALLEL EXCHANGE RATES IN DEVELOPING COUNTRIES143 cited
  • 1996The black market exchange rate and demand for money in Iran107 cited
  • 1991Long-run dynamics of black and official exchange rates64 cited

Cited by

  • 2008Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics30 cited

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