Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment

16 references·2 citing·45 second hop

FromToDepth

this work references cited by second hop

References

1996Impulse response analysis in nonlinear multivariate models5,071 cited
1996The Purchasing Power Parity Puzzle2,939 cited
2002Testing for a unit root in the nonlinear STAR framework1,567 cited
2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
2003Why is it so difficult to beat the random walk forecast of exchange rates?784 cited
1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World642 cited
1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited
2001Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price540 cited
1996Testing the adequacy of smooth transition autoregressive models536 cited
1993A Fractional Cointegration Analysis of Purchasing Power Parity505 cited
2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals455 cited
1993Nonlinear Dynamic Structures437 cited

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

1991Real Exchange Rates under the Gold Standard415 cited

1995The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity403 cited

Cited by

2011Real exchange rates and time-varying trade costs19 cited
2008A fractionally integrated exponential STAR model applied to the US real effective exchange rate16 cited