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Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling
16 references·7 citing·34 second hop
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this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1999Threshold effects in non-dynamic panels: Estimation, testing, and inference5,251 cited
  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 1982Formulation and estimation of dynamic models using panel data2,852 cited
  • 2007The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–20042,533 cited
  • 2004The local power of some unit root tests for panel data2,382 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
  • 1991Target Zones and Exchange Rate Dynamics1,089 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited

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

  • 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
  • 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
  • Cited by

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    • 2011The impact of real income on insurance premiums: Evidence from panel data91 cited
    • 2011An Artificial Neural Network Model to Forecast Exchange Rates60 cited
    • 2012Nonlinear bilateral trade balance-fundamentals nexus: A panel smooth transition regression approach44 cited
    • 2011Temporal dimension and equilibrium exchange rate: A FEER/BEER comparison31 cited
    • 2013Anchor currency and real exchange rate dynamics in the CFA Franc zone22 cited
    • 2022Oil dependence and entrepreneurship: Non-linear evidence12 cited