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Short‐run Real Exchange Rate Dynamics
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Short‐run Real Exchange Rate Dynamics (2000)Short‐run Real Exchange Rate DynamicsNonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…Long-run PPP may not hold after all (2000)Long-run PPP may not hold aft…Monetary shocks and real exchange rates (1999)Monetary shocks and real exch…The behavior of real exchange rates during the post-Bretton Woods period (1998)The behavior of real exchange…Structural Analysis of Cointegrating VARs (1998)Structural Analysis of Cointe…Pitfalls in testing for long run relationships (1998)Pitfalls in testing for long …Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation (1997)Transactions Costs and Nonlin…Searching for stationarity: Purchasing power parity under the current float (1997)Searching for stationarity: P…Nonparametric cointegration analysis (1997)Nonparametric cointegration a…Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited (1997)Nonlinear Aspects of Goods-Ma…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Cointegration and speed of convergence to equilibrium (1996)Cointegration and speed of co…Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? (1995)Do Long-Term Swings in the Do…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Symmetry, proportionality and the purchasing power parity: Evidence from panel cointegration tests (2006)Symmetry, proportionality and…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)Testing for a Unit Root in Time Series Regression (1988)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)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Generalised Impulse Response Analysis in Linear Multivariate Models (1997)Exchange rates and monetary fundamentals: what do we learn from long-horizon regressions? 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Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price (2001)Testing for two-regime threshold cointegration in vector error-correction models (2002)Expectations and Exchange Rate Dynamics (1976)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)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Purchasing Power Parity Debate (2004)Exchange Rates and Fundamentals (2005)Multiproduct Firms and Trade Liberalization (2011)Threshold Cointegration (1997)The overvaluation of purchasing power parity (1998)Asymmetric Price Transmission: A Survey (2004)Global Current Account Imbalances and Exchange Rate Adjustments (2005)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Why is it so difficult to beat the random walk forecast of exchange rates? (2003)Testing for a unit root in panels with dynamic factors (2004)Introductory Econometrics for Finance (2008)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 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 Investigation750 cited
  • 1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited
  • 1996Cointegration and speed of convergence to equilibrium526 cited
  • 1997Searching for stationarity: Purchasing power parity under the current float526 cited
  • 1998Structural Analysis of Cointegrating VARs497 cited
  • 2000Long-run PPP may not hold after all299 cited
  • 1998Pitfalls in testing for long run relationships226 cited
  • 1997Nonparametric cointegration analysis202 cited
  • 1995Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?

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194 cited
  • 1999Monetary shocks and real exchange rates171 cited
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    • 2006Symmetry, proportionality and the purchasing power parity: Evidence from panel cointegration tests16 cited