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Long-Run and Short-Run Dynamics of the Exchange Rate in Pakistan: Evidence From Unrestricted Purchasing Power Parity Theory
16 references·0 citing·33 second hopsampled
Long-Run and Short-Run Dynamics of the Exchange Rate in Pakistan: Evidence From Unrestricted Purchasing Power Parity Theory (2008)Long-Run and Short-Run Dynamics of the Ex…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Structural analysis of vector error correction models with exogenous I(1) variables (2000)Structural analysis of vector…The behavior of real exchange rates during the post-Bretton Woods period (1998)The behavior of real exchange…Searching for stationarity: Purchasing power parity under the current float (1997)Searching for stationarity: P…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…A panel project on purchasing power parity: Mean reversion within and between countries (1996)A panel project on purchasing…The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity (1995)The Exchange Rate in the Pres…Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)Sources of Real Exchange Rate…Perspectives on PPP and Long-Run Real Exchange Rates (1994)Perspectives on PPP and Long-…Five alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…An empirical examination of long-run purchasing power parity using cointegration techniques (1988)An empirical examination of l…ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW (1986)ECONOMETRIC MODELLING WITH CO…Testing the Random Walk Hypothesis: Power versus Frequency of Observation (1985)Testing the Random Walk Hypot…Abnormal Deviations in International Exchanges (1918)Abnormal Deviations in Intern…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)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Time Series Analysis: Forecasting and Control (1977)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)Variable Trends in Economic Time Series (1988)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Peasants or Bankers? The American Electorate and the U.S. Economy (1992)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Spurious regression and residual-based tests for cointegration in panel data (1999)On the estimation and inference of a cointegrated regression in panel data (2004)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)Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Unit root tests for panel data (2001)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)The overvaluation of purchasing power parity (1998)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)The Purchasing Power Parity Debate (2004)Introductory Econometrics for Finance (2008)
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References

  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
  • 1998The behavior of real exchange rates during the post-Bretton Woods period825 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 2000Structural analysis of vector error correction models with exogenous I(1) variables797 cited
  • 1994Perspectives on PPP and Long-Run Real Exchange Rates747 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW631 cited
  • 1994Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?622 cited
  • 1918Abnormal Deviations in International Exchanges582 cited
  • 1997Searching for stationarity: Purchasing power parity under the current float526 cited
  • 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
  • 1985

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Testing the Random Walk Hypothesis: Power versus Frequency of Observation
475 cited
  • 1995The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity403 cited
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