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Monetary-based models of the exchange rate: a panel perspective
16 references·12 citing·23 second hop
Monetary-based models of the exchange rate: a panel perspective (1998)Monetary-based models of the exchange rat…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…How Wide is the Border? (1995)How Wide is the Border?Long-Run Economic Relationships: Readings in Cointegration. (1993)Long-Run Economic Relationshi…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Estimating Long-Run Economic Equilibria (1991)Estimating Long-Run Economic …Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Resi…Statistical Inference in Regressions with Integrated Processes: Part 1 (1988)Statistical Inference in Regr…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…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…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Co-Integration Tests and the Long-Run Purchasing Power Parity: A Case Study of India and Pakistan Currencies (2019)Co-Integration Tests and the …When Are Pooled Panel‐Data Regression Forecasts of Exchange Rates More Accurate than the Time‐Series Regression Forecasts? (2012)When Are Pooled Panel‐Data Re…Macro Approaches to Foreign Exchange Determination (2012)Macro Approaches to Foreign E…Rupee-Dollar Exchange Rate and Macroeconomic Fundamentals: An Empirical Analysis Using Flexible-Price Monetary Model (2011)Rupee-Dollar Exchange Rate an…Cross-section dependence and the monetary exchange rate model – A panel analysis (2011)Cross-section dependence and …Purchasing Power Parity Under the Current Float (2007)Purchasing Power Parity Under…Purchasing Power Parity-evidence from a new panel test (2002)Purchasing Power Parity-evide…Cointegration and the Monetary Exchange Rate Model Revisited* (2002)Cointegration and the Monetar…A cross-country panel analysis of currency substitution and trade (2000)A cross-country panel analysi…The Asian currency crash: were badly driven fundamentals to blame?☆ (1999)The Asian currency crash: wer…Testing for Purchasing Power Parity: Econometric Issues and an Application to Developing Countries (1999)Testing for Purchasing Power …Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel (1998)Norminal Exchange Rates and M…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Immiserizing Growth: A Geometrical Note (1958)Theory of Value (1959)Asset Prices in an Exchange Economy (1978)Trying to Explain Home Bias in Equities and Consumption (1999)The Economics of Exchange Rates (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Testing for a Unit Root in Time Series Regression (1988)Testing for unit roots in heterogeneous panels (2003)Introductory Econometrics for Finance (2008)The Purchasing Power Parity Puzzle (1996)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Spurious regression and residual-based tests for cointegration in panel data (1999)Testing for Error Correction in Panel Data* (2007)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 1995How Wide is the Border?1,059 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.925 cited
  • 1991Estimating Long-Run Economic Equilibria

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854 cited
  • 1988Statistical Inference in Regressions with Integrated Processes: Part 1749 cited
  • Cited by

    • 1999Testing for Purchasing Power Parity: Econometric Issues and an Application to Developing Countries53 cited
    • 1998Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel53 cited
    • 1999The Asian currency crash: were badly driven fundamentals to blame?☆44 cited
    • 2012When Are Pooled Panel‐Data Regression Forecasts of Exchange Rates More Accurate than the Time‐Series Regression Forecasts?44 cited
    • 2002Cointegration and the Monetary Exchange Rate Model Revisited*43 cited
    • 2000A cross-country panel analysis of currency substitution and trade36 cited
    • 2011Cross-section dependence and the monetary exchange rate model – A panel analysis33 cited
    • 2002Purchasing Power Parity-evidence from a new panel test24 cited
    • 2012Macro Approaches to Foreign Exchange Determination23 cited
    • 2011Rupee-Dollar Exchange Rate and Macroeconomic Fundamentals: An Empirical Analysis Using Flexible-Price Monetary Model15 cited
    • 2019Co-Integration Tests and the Long-Run Purchasing Power Parity: A Case Study of India and Pakistan Currencies14 cited
    • 2007Purchasing Power Parity Under the Current Float14 cited