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Tests for the hysteresis hypothesis in Brazilian industrialized exports: A threshold cointegration analysis
16 references·5 citing·38 second hop
Tests for the hysteresis hypothesis in Brazilian industrialized exports: A threshold cointegration analysis (2007)Tests for the hysteresis hypothesis in Br…Testing for Linearity (1999)Testing for LinearityThreshold Cointegration (1997)Threshold CointegrationInference in TAR Models (1997)Inference in TAR ModelsInvestment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyTests for Parameter Instability in Regressions with I(1) Processes (1992)Tests for Parameter Instabili…Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Exchange-Rate Instability. (1990)Exchange-Rate Instability.Persistent Trade Effects of Large Exchange Rate Shocks (1989)Persistent Trade Effects of L…Hysteresis, Import Penetration, and Exchange Rate Pass-Through (1989)Hysteresis, Import Penetratio…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Hyteresis in Import Prices: The Beachhead Effect (1988)Hyteresis in Import Prices: T…Hysteresis In Import Prices: The Beachhead Effect (1988)Hysteresis In Import Prices: …The Persistence of the U.S. Trade Deficit (1987)The Persistence of the U.S. T…The Decision to Export in Colombia: An Empirical Model of Entry with Sunk Costs.The Decision to Export in Col…Exchange rate nonlinearities in India’s exports to the USA (2018)Exchange rate nonlinearities …Exchange rate bands of inaction and play-hysteresis in Greek exports to the Euro Area, the US and Turkey: sectoral evidence (2016)Exchange rate bands of inacti…Hysteresis Effects in Economics – Different Methods for Describing Economic Path-Dependence (2015)Hysteresis Effects in Economi…How linear is pricing-to-market? Empirical assessment of hysteresis and asymmetry of PTM (2015)How linear is pricing-to-mark…Exchange Rate Volatility and other Determinants of Hysteresis in Exports - Empirical Evidence for the Euro Area (2015)Exchange Rate Volatility and …Heterogeneity and State Dependence (1981)Why Some Firms Export (2004)Trade, Quality Upgrading, and Wage Inequality in the Mexican Manufacturing Sector * (2008)Trade Liberalization, Exports, and Technology Upgrading: Evidence on the Impact of MERCOSUR on Argentinian Firms (2011)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)Inference in Linear Time Series Models with some Unit Roots (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Sample Splitting and Threshold Estimation (2000)Dealing with Structural Breaks (2005)Exploring the international linkages of the euro area: a global VAR analysis (2007)Testing Linearity Against Smooth Transition Autoregressive Models (1988)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Spatial Market Integration in the Presence of Threshold Effects (2001)Analysis of Financial Time Series (2006)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)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)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)Markov-Perfect Industry Dynamics: A Framework for Empirical Work (1995)Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?Foreign Direct Investment, Exchange Rate Variability and Demand Uncertainty (1994)Economic Geography and Public Policy (2011)Long memory and regime switching (2001)Testing for two-regime threshold cointegration in vector error-correction models (2002)Asymmetric Price Transmission: A Survey (2004)Capital markets research in accounting (2001)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • n.d.The Decision to Export in Colombia: An Empirical Model of Entry with Sunk Costs.1,809 cited
  • 1997Threshold Cointegration1,042 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
  • 1989Persistent Trade Effects of Large Exchange Rate Shocks934 cited
  • 1989Hysteresis, Import Penetration, and Exchange Rate Pass-Through870 cited
  • 1997Inference in TAR Models636 cited
  • 1992Tests for Parameter Instability in Regressions with I(1) Processes573 cited
  • 1988Hyteresis in Import Prices: The Beachhead Effect539 cited
  • 1990Exchange-Rate Instability.453 cited
  • 1999Testing for Linearity451 cited
  • 1988Hysteresis In Import Prices: The Beachhead Effect443 cited
  • 1987The Persistence of the U.S. Trade Deficit284 cited

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Cited by

  • 2015Hysteresis Effects in Economics – Different Methods for Describing Economic Path-Dependence22 cited
  • 2016Exchange rate bands of inaction and play-hysteresis in Greek exports to the Euro Area, the US and Turkey: sectoral evidence20 cited
  • 2015Exchange Rate Volatility and other Determinants of Hysteresis in Exports - Empirical Evidence for the Euro Area16 cited
  • 2015How linear is pricing-to-market? Empirical assessment of hysteresis and asymmetry of PTM16 cited
  • 2018Exchange rate nonlinearities in India’s exports to the USA13 cited