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State of the Art Unit Root Tests and Purchasing Power Parity
6 references·16 citing·40 second hop
State of the Art Unit Root Tests and Purchasing Power Parity (2005)State of the Art Unit Root Tests and Purc…A Century of Purchasing-Power Parity (2002)A Century of Purchasing-Power…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection (1994)Testing for a Unit Root in Ti…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Foreign exchange markets and the purchasing power parity theory (2017)Foreign exchange markets and …CO2 emissions and economic performance in EU agriculture: Some evidence from Mediterranean countries (2017)CO2 emissions and economic pe…Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel (2012)Beyond panel unit root tests:…Nonlinear adjustment of Asian real exchange rates (2011)Nonlinear adjustment of Asian…A century of purchasing power parity confirmed: The role of nonlinearity (2010)A century of purchasing power…Linear or nonlinear cointegration in the purchasing power parity relationship? (2009)Linear or nonlinear cointegra…Unreal exchange rates: a simulation‐based approach to adjust misleading PPP estimates (2007)Unreal exchange rates: a simu…Re-examining purchasing power parity for East-Asian currencies: 1976–2002 (2007)Re-examining purchasing power…Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity (2007)Potential Pitfalls in Determi…Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks (2007)Are Asian real exchange rates…A century of purchasing power parity: Further evidence (2007)A century of purchasing power…Purchasing Power Parity and Markov Regime Switching (2006)Purchasing Power Parity and M…Post Keynesian versus neoclassical explanations of exchange rate movements: a short look at the long run (2006)Post Keynesian versus neoclas…Impulse response confidence intervals for persistent data: What have we learned? (2006)Impulse response confidence i…Exchange rate regimes and national price levels (2006)Exchange rate regimes and nat…The purchasing power parity puzzle is worse than you think (2005)The purchasing power parity p…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Grain prices, oil prices, and multiple smooth breaks in a VAR (2015)Analyzing long lasting effects of environmental policies: Evidence from low, middle and high income economies (2018)Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models (2019)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)Testing for a Unit Root in Time Series Regression (1988)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The saving and investment nexus for China: evidence from cointegration tests (2005)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further evidence on breaking trend functions in macroeconomic variables (1997)Testing for Error Correction in Panel Data* (2007)Time Series Analysis: Forecasting and Control (1977)The Purchasing Power Parity Puzzle (1996)Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model (2010)Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates (2011)Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses (2016)Time Series Regression with a Unit Root (1987)Unit root tests for panel data (2001)Economic Growth and the Environment (1994)Bounds testing approaches to the analysis of level relationships (2001)Innovation and CO2 emissions: the complimentary role of eco-patent and trademark in the OECD economies (2019)Revising the Environmental Kuznets Curve for Deforestation: An Empirical Study for Bulgaria (2019)Environmental sustainability via green transportation: A case of the top 10 energy transition nations (2023)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Purchasing Power Parity and the Real Exchange Rate (2002)Market integration and convergence to the Law of One Price: evidence from the European car market (2004)No Price Like Home: Global House Prices, 1870–2012 (2017)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)The role of logistics performance for sustainable development in top Asian countries: Evidence from advance panel estimations (2021)The sustainable potential of efficient air-transportation industry and green innovation in realising environmental sustainability in G7 countries (2021)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)
this work references cited by second hop

References

  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
  • 2002A Century of Purchasing-Power Parity424 cited

Cited by

  • 2017CO2 emissions and economic performance in EU agriculture: Some evidence from Mediterranean countries101 cited
  • 2007Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity86 cited
  • 2012Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel78 cited
  • 2005The purchasing power parity puzzle is worse than you think68 cited
  • 2006Exchange rate regimes and national price levels57 cited
  • 2006Purchasing Power Parity and Markov Regime Switching50 cited
  • 2011Nonlinear adjustment of Asian real exchange rates40 cited
  • 2009Linear or nonlinear cointegration in the purchasing power parity relationship?39 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2007Re-examining purchasing power parity for East-Asian currencies: 1976–200236 cited
  • 2007Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks35 cited
  • 2017Foreign exchange markets and the purchasing power parity theory32 cited
  • 2007Unreal exchange rates: a simulation‐based approach to adjust misleading PPP estimates30 cited
  • 2007A century of purchasing power parity: Further evidence30 cited
  • 2006Impulse response confidence intervals for persistent data: What have we learned?30 cited
  • 2006Post Keynesian versus neoclassical explanations of exchange rate movements: a short look at the long run25 cited
  • 2010A century of purchasing power parity confirmed: The role of nonlinearity21 cited