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The Doctrine of Relative Purchasing Power Parity Re‐examined
16 references·5 citing·39 second hop
The Doctrine of Relative Purchasing Power Parity Re‐examined (1993)The Doctrine of Relative Purchasing Power…4 Two Illustrations of the Quantity Theory of Money (2012)4 Two Illustrations of the Qu…Some recent development in a concept of causality (1988)Some recent development in a …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…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…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…Handbook of international economics (1986)Handbook of international eco…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …TIME SERIES ANALYSIS OF ERROR-CORRECTION MODELS (1983)TIME SERIES ANALYSIS OF ERROR…Deviations from Purchasing Power Parity in the Long Run (1983)Deviations from Purchasing Po…Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Measurement of Linear Depende…Purchasing power parity (1978)Purchasing power parityThe economics of interdependence (1968)The economics of interdepende…A Tract on Monetary Reform (1924)A Tract on Monetary ReformRevisiting purchasing power parity in G6 countries: an application of smooth time-varying cointegration approach (2016)Revisiting purchasing power p…Purchasing Power Parity in Transition Countries: Panel Stationary Test with Smooth and Sharp Breaks (2015)Purchasing Power Parity in Tr…Real and nominal effective exchange rates of African countries during 1971Q1–2012Q4 (2014)Real and nominal effective ex…Purchasing Power Parity in the BRICS and the MIST Countries: Sequential Panel Selection Method (2014)Purchasing Power Parity in th…Revisiting purchasing power parity in Latin America: sequential panel selection method (2013)Revisiting purchasing power p…Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)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)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)MONEY, INCOME, AND CAUSALITY (1972)Comparing alternative tests of causality in temporal systems (1983)Consciousness and Complexity (1998)Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables (2009)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)How Far Can We Push The "Law of One Price"? (1976)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)The Economics of Exchange Rates (2003)Macroeconomics and Reality (1980)Introductory Econometrics for Finance (2008)Critical Values for Cointegration Tests (2010)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Time Series Analysis Forecasting and Control. (1971)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Some International Evidence on Output-Inflation Tradeoffs. (1973)A Fractional Cointegration Analysis of Purchasing Power Parity (1993)Foreign currency option values (1983)blurred boundaries: the discourse of corruption, the culture of politics, and the imagined state (1995)Financialisation and the slowdown of accumulation (2004)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,056 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
  • 1924A Tract on Monetary Reform1,287 cited
  • 1978Purchasing power parity557 cited
  • 1983Deviations from Purchasing Power Parity in the Long Run497 cited
  • 1986Handbook of international economics494 cited
  • 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
  • 20124 Two Illustrations of the Quantity Theory of Money479 cited
  • 1968The economics of interdependence394 cited
  • 1988Cointegration and Tests of Purchasing Power Parity354 cited
  • 1983TIME SERIES ANALYSIS OF ERROR-CORRECTION MODELS

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327 cited

Cited by

  • 2013Revisiting purchasing power parity in Latin America: sequential panel selection method20 cited
  • 2015Purchasing Power Parity in Transition Countries: Panel Stationary Test with Smooth and Sharp Breaks19 cited
  • 2016Revisiting purchasing power parity in G6 countries: an application of smooth time-varying cointegration approach17 cited
  • 2014Real and nominal effective exchange rates of African countries during 1971Q1–2012Q415 cited
  • 2014Purchasing Power Parity in the BRICS and the MIST Countries: Sequential Panel Selection Method14 cited