SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Cointegration and exchange rate dynamics · Study

ArticleShelves

ArticleCointegration and exchange rate dynamics

David H. Papell1997

Article1997

Cointegration and exchange rate dynamics

David H. Papell

36 citations·0/0 files stored·Journal of International Money and Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Global Financial Crisis and Policies Economic theories and models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 36 citations exist upstream.

References

1992Testing the null hypothesis of stationarity against the alternative of a unit root 1976Expectations and Exchange Rate Dynamics 2010Critical Values for Cointegration Tests 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?1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots 1991Asymptotically Efficient Estimation of Cointegration Regressions 1991Optimal Inference in Cointegrated Systems 1992NBER Macroeconomics Annual 1990

Cited by

1993Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange 2004Do fundamentals matter for the D-Mark/Euro–Dollar? A regime switching approach 1998Exchange rate determination and inflation in Southeast Asian countries 2012Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test 2011Enflasyon ve Ekonomik Büyüme İlişkisi: Türkiye Ekonomisi Üzerine Ekonometrik Bir Uygulama (1988-2007)

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1998Exchange rate determination and inflation in Southeast Asian countriesarticle · 14 shared references 1994Exchange Rates and Prices: An Empirical Analysisarticle · 8 shared references 1999Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarityarticle · 7 shared references 1999Some Pretesting Issues on Testing for Granger Noncausalitypreprint · 6 shared references 1994Chapter 47 Vector autoregressions and cointegrationchapter · 5 shared references 2002The long-run relationship between inflation and real stock pricesarticle · 5 shared references

Details

Year1997

Typearticle

Published1997-06-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations36

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/s0261-5606(97)00051-x

openalex_workW2085300596

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2004Convergence Rates to Purchasing Power Parity for Traded and Nontraded Goods