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The Long-run Relationship between Real Exchange Rate and Real Interest Rate in Asian Countries: An Application of Panel Cointegration
16 references·1 citing·41 second hop
The Long-run Relationship between Real Exchange Rate and Real Interest Rate in Asian Countries: An Application of Panel Cointegration (2001)The Long-run Relationship between Real Ex…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…What Determines Real Exchange Rates? The Long and the Short of It (1999)What Determines Real Exchange…A residual-based test of the null of cointegration in panel data (1998)A residual-based test of the …Nonstationary time series analysis and cointegration (1996)Nonstationary time series ana…Exchange Rate Economics: What's Wrong with the Conventional Macro Approach? (1996)Exchange Rate Economics: What…A panel project on purchasing power parity: Mean reversion within and between countries (1996)A panel project on purchasing…Long-Run Economic Relationships: Readings in Cointegration. (1993)Long-Run Economic Relationshi…A re-assessment of the relationship between real exchange rates and real interest rates: 1974–1990 (1993)A re-assessment of the relati…Currency Fluctuations in the Post-Bretton Woods Era (1990)Currency Fluctuations in the …Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Was It Real? The Exchange Rat…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination (1980)Fluctuations in the Dollar: A…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy (1977)The Theory of Flexible Exchan…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Exchange Rate Behaviour after Recent Float: The Experience of Pakistan (2004)Exchange Rate Behaviour after…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)The Case of the Missing Money (1976)Empirical exchange rate models of the seventies (1983)Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Exchange Rate Dynamics Redux (1995)On the Principles of Political Economy, and Taxation (2014)The Quarterly Journal of Economics (2024)Time to Build and Aggregate Fluctuations (1982)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Spurious regression and residual-based tests for cointegration in panel data (1999)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Error Correction in Panel Data* (2007)The Framing of Decisions and the Psychology of Choice (1981)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Anomalies: Foreign Exchange (1990)Order Flow and Exchange Rate Dynamics (1999)Order Flow and Exchange Rate Dynamics (2002)American Economic Review (2019)Exchange rate expectations and monetary policy (1976)The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating (1977)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)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)Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Unit root tests for panel data (2001)THE POWER OF COINTEGRATION TESTS (1992)Estimating long-run relationships from dynamic heterogeneous panels (1995)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 2010Critical Values for Cointegration Tests2,587 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence996 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.935 cited
  • 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • 1998A residual-based test of the null of cointegration in panel data675 cited
  • 1990Currency Fluctuations in the Post-Bretton Woods Era284 cited
  • 1993A re-assessment of the relationship between real exchange rates and real interest rates: 1974–1990275 cited
  • 1980Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination273 cited
  • 1977The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy251 cited
  • 1996Exchange Rate Economics: What's Wrong with the Conventional Macro Approach?224 cited
  • 1999

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What Determines Real Exchange Rates? The Long and the Short of It
193 cited
  • 1996Nonstationary time series analysis and cointegration186 cited
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    • 2004Exchange Rate Behaviour after Recent Float: The Experience of Pakistan8 cited