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Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarity

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
1996Efficient Tests for an Autoregressive Unit Root5,637 cited
1992Efficient Tests for an Autoregressive Unit Root4,234 cited
1996The Purchasing Power Parity Puzzle2,939 cited
2010Critical Values for Cointegration Tests2,569 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
1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
1998The overvaluation of purchasing power parity1,208 cited
1993Long-Run Economic Relationships: Readings in Cointegration.925 cited
1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
1990Purchasing Power Parity in the Long Run808 cited

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1994Perspectives on PPP and Long-Run Real Exchange Rates742 cited

1992NBER Macroeconomics Annual 1990692 cited

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2004STATIONARITY TESTING WITH COVARIATES37 cited
2005The validity of purchasing power parity hypothesis for eleven middle eastern countries31 cited
2003TESTING THE VALIDITY OF PURCHASING POWER PARITY FOR ASIAN COUNTRIES DURING THE CURRENT FLOAT29 cited
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2004Searching for evidence of long-run PPP from a post-Bretton Woods panel: separating the wheat from the chaff25 cited
2002Bounds tests of the theory of purchasing power parity24 cited
2003Parity reversion persistence in real exchange rates: middle income country case24 cited
2014Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach23 cited
2002Commodity Currencies and Empirical Exchange Rate Puzzles23 cited
2006Long-run validity of Purchasing Power Parity and cointegration analysis for Central Asian countries21 cited
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