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A revisit to the non-linear mean reversion of real exchange rates: Evidence from a series-specific non-linear panel unit-root test
16 references·5 citing·28 second hop
A revisit to the non-linear mean reversion of real exchange rates: Evidence from a series-specific non-linear panel unit-root test (2009)A revisit to the non-linear mean reversio…Unit Roots and Cointegration in Panels (2008)Unit Roots and Cointegration …A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Why is it so difficult to beat the random walk forecast of exchange rates? (2003)Why is it so difficult to bea…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Testing for a unit root in the nonlinear STAR framework (2002)Testing for a unit root in th…Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…Testing for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…The behavior of real exchange rates during the post-Bretton Woods period (1998)The behavior of real exchange…Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation (1997)Transactions Costs and Nonlin…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Hysteresis, Import Penetration, and Exchange Rate Pass-Through (1989)Hysteresis, Import Penetratio…Pricing to Market when the Exchange Rate Changes (1986)Pricing to Market when the Ex…Purchasing power parity for 15 Latin American countries: Panel SURKSS test with a Fourier function (2013)Purchasing power parity for 1…Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test (2012)Some cautions on the use of n…Convergence in Per Capita Carbon Dioxide Emissions Among G7 Countries: A TAR Panel Unit Root Approach (2012)Convergence in Per Capita Car…PURCHASING POWER PARITY IN NINE TRANSITION COUNTRIES: PANEL SURKSS TEST (2011)PURCHASING POWER PARITY IN NI…PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks (2011)PPP in OECD Countries: An Ana…Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Purchasing Power Parity Debate (2004)Exchange Rates and Fundamentals (2005)Multiproduct Firms and Trade Liberalization (2011)The Purchasing Power Parity Puzzle (1996)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)New Directions for Stochastic Open Economy Models (1999)Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Pricing-to-Market, Trade Costs, and International Relative Prices (2008)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)Introductory Econometrics for Finance (2008)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* (2011)The flexible Fourier form and Dickey–Fuller type unit root tests (2012)Testing for Error Correction in Panel Data* (2007)Testing slope homogeneity in large panels (2007)Testing for Granger non-causality in heterogeneous panels (2012)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)
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References

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  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
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  • 1998The behavior of real exchange rates during the post-Bretton Woods period824 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 2003Why is it so difficult to beat the random walk forecast of exchange rates?784 cited
  • 2008Unit Roots and Cointegration in Panels

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758 cited
  • 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
  • Cited by

    • 2012Convergence in Per Capita Carbon Dioxide Emissions Among G7 Countries: A TAR Panel Unit Root Approach120 cited
    • 2013Purchasing power parity for 15 Latin American countries: Panel SURKSS test with a Fourier function26 cited
    • 2011PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks26 cited
    • 2012Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test24 cited
    • 2011PURCHASING POWER PARITY IN NINE TRANSITION COUNTRIES: PANEL SURKSS TEST17 cited