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Testing the validity of quasi PPP hypothesis: evidence from a recent panel unit root test with structural breaks
16 references·1 citing·39 second hop
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References

  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1964A Monetary History of the United States 1867-19602,110 cited
  • 1964A Monetary History of the United States, 1867-19601,752 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1991IS THE BUDGET DEFICIT “TOO LARGE?”738 cited
  • 2005Breaking the panels: An application to the GDP per capita690 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • 1918Abnormal Deviations in International Exchanges563 cited
  • 1983Deviations from Purchasing Power Parity in the Long Run497 cited
  • 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
  • 1999Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries428 cited
  • 1990Real and nominal exchange rates in the long run: An empirical investigation424 cited
  • 1988Cointegration and Tests of Purchasing Power Parity354 cited

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  • 1985International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets?318 cited
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    • 2016Testing the Validity of PPP Theory for Turkey: Nonlinear Unit Root Testing18 cited