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Instability in short-run adjustments to purchasing power parity: results for selected Latin American countries
16 references·0 citing·26 second hop
Instability in short-run adjustments to purchasing power parity: results for selected Latin American countries (1995)Instability in short-run adjustments to p…Long-run purchasing power parity during the recent float (1993)Long-run purchasing power par…Cointegration: how short is the long run? (1991)Cointegration: how short is t…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Resi…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Asymptotic Properties of Leas…EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE* (1986)EXPLORING EQUILIBRIUM RELATIO…The determination of the real exchange rate (1982)The determination of the real…Purchasing power parity (1978)Purchasing power parityExpectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…Economia Internazionale. (1960)Economia Internazionale.Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)International R&D spillovers (1995)Testing for a Unit Root in Time Series Regression (1988)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The Purchasing Power Parity Puzzle (1996)Was Weber Wrong? A Human Capital Theory of Protestant Economic History * (2009)The Next Generation of the Penn World Table (2015)Spurious regression and residual-based tests for cointegration in panel data (1999)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Error Correction in Panel Data* (2007)Bounds testing approaches to the analysis of level relationships (2001)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)Economic Growth in a Cross Section of Countries (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
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  • 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
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  • 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited
  • 1991Cointegration: how short is the long run?564 cited
  • 1978Purchasing power parity557 cited
  • 1960Economia Internazionale.493 cited
  • 1993Long-run purchasing power parity during the recent float316 cited

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  • 1982The determination of the real exchange rate244 cited
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