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Purchasing Power Parity in the Transition: The Case of the Romanian Leu Against the Dollar
16 references·1 citing·25 second hop
Purchasing Power Parity in the Transition: The Case of the Romanian Leu Against the Dollar (2002)Purchasing Power Parity in the Transition…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Exchange Rate Economics: A Survey (1991)Exchange Rate Economics: A Su…Critical Values for Cointegratio11 Tests* (1991)Critical Values for Cointegra…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…National price levels, purchasing power parity, and cointegration: a test of four high inflation economies (1989)National price levels, purcha…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Cointegration and Tests of Purchasing Power Parity (1988)Cointegration and Tests of Pu…An empirical examination of long-run purchasing power parity using cointegration techniques (1988)An empirical examination of l…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Purchasing power parity (1978)Purchasing power parityTheoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…Kurs złoty/euro: teoria i empiria (2013)Kurs złoty/euro: teoria i emp…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)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)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Bounds testing approaches to the analysis of level relationships (2001)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)Was Weber Wrong? A Human Capital Theory of Protestant Economic History (2007)The Next Generation of the Penn World Table (2015)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Economic Growth in a Cross Section of Countries (1989)Testing for unit roots in heterogeneous panels (2003)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,985 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,965 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
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  • 2010Critical Values for Cointegration Tests2,587 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
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  • 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
  • 1991Exchange Rate Economics: A Survey397 cited
  • 1988Cointegration and Tests of Purchasing Power Parity357 cited

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1989
National price levels, purchasing power parity, and cointegration: a test of four high inflation economies
241 cited

Cited by

  • 2013Kurs złoty/euro: teoria i empiria20 cited