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Purchasing power parity for fifteen Latin American countries: Stationary test with a Fourier function
16 references·4 citing·38 second hop
Purchasing power parity for fifteen Latin American countries: Stationary test with a Fourier function (2011)Purchasing power parity for fifteen Latin…A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Stationarity Test in the Pr…The Purchasing Power Parity Debate (2004)The Purchasing Power Parity D…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Testing for a unit root in the nonlinear STAR framework (2002)Testing for a unit root in th…Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…Unit Roots, Cointegration, and Structural Change (1999)Unit Roots, Cointegration, an…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…The behavior of real exchange rates during the post-Bretton Woods period (1998)The behavior of real exchange…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…On the bias in flexible functional forms and an essentially unbiased form (1981)On the bias in flexible funct…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Purchasing power parity in GIIPS countries: evidence from unit root tests with breaks and non-linearity (2021)Purchasing power parity in GI…Facing up to the polysemy of purchasing power parity: New international evidence (2021)Facing up to the polysemy of …Validity of purchasing power parity for selected Latin American countries: Linear and non-linear unit root tests (2016)Validity of purchasing power …PURCHASING POWER PARITY IN AFRICAN COUNTRIES: EVIDENCE FROM PANEL SURADF TEST (2010)PURCHASING POWER PARITY IN AF…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)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Testing for unit roots in heterogeneous panels (2003)A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* (2011)The flexible Fourier form and Dickey–Fuller type unit root tests (2012)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Order Flow and Exchange Rate Dynamics (1999)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)Time Series Regression with a Unit Root (1987)Long memory processes and fractional integration in econometrics (1996)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)International Technology Diffusion (2004)Energy consumption, income, and carbon emissions in the United States (2006)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1999Unit Roots, Cointegration, and Structural Change1,842 cited
  • 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
  • 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 2004The Purchasing Power Parity Debate1,034 cited
  • 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
  • 1981On the bias in flexible functional forms and an essentially unbiased form977 cited
  • 2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks

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879 cited
  • 1998The behavior of real exchange rates during the post-Bretton Woods period824 cited
  • Cited by

    • 2016Validity of purchasing power parity for selected Latin American countries: Linear and non-linear unit root tests16 cited
    • 2021Facing up to the polysemy of purchasing power parity: New international evidence12 cited
    • 2021Purchasing power parity in GIIPS countries: evidence from unit root tests with breaks and non-linearity11 cited
    • 2010PURCHASING POWER PARITY IN AFRICAN COUNTRIES: EVIDENCE FROM PANEL SURADF TEST11 cited