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Cointegration Tests of Purchasing Power Parity in Africa
16 references·12 citing·32 second hop
Cointegration Tests of Purchasing Power Parity in Africa (2003)Cointegration Tests of Purchasing Power P…Identification of the long-run and the short-run structure an application to the ISLM model (1994)Identification of the long-ru…Long-run purchasing power parity during the recent float (1993)Long-run purchasing power par…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Real exchange rates, devaluation, and adjustment: exchange rate policy in developing countries (1990)Real exchange rates, devaluat…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…An empirical examination of long-run purchasing power parity using cointegration techniques (1988)An empirical examination of l…Cointegration and models of exchange rate determination (1987)Cointegration and models of e…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…World Development Report 1986 (1986)World Development Report 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …The Black Market for Dollars in Brazil (1983)The Black Market for Dollars …Price Behavior in the Light of Balance of Payments Theories (1977)Price Behavior in the Light o…The Purchasing-Power-Parity Theory of Exchange Rates: A Review Article (Theorie de la parite des pouvoirs d'achat des taux de change: une etude) (La teoria de los tipos de cambio basados en la paridad del poder adquisitivo: Articulo de repaso) (1976)The Purchasing-Power-Parity T…The Present Situation of the Foreign Exchanges (1916)The Present Situation of the …International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsInternational Volatility and …Foreign exchange markets and the purchasing power parity theory (2017)Foreign exchange markets and …A modified LLC panel unit root test of the PPP hypothesis (2012)A modified LLC panel unit roo…PURCHASING POWER PARITY IN AFRICAN COUNTRIES: EVIDENCE FROM PANEL SURADF TEST (2010)PURCHASING POWER PARITY IN AF…Cointegration, dynamic structure, and the validity of purchasing power parity in African countries (2010)Cointegration, dynamic struct…Nominal Exchange Rates and Price Convergence in the West African Monetary Zone (2008)Nominal Exchange Rates and Pr…Are shocks to real effective exchange rates permanent or transitory? Evidence from Pacific Island countries (2008)Are shocks to real effective …Are Nominal Exchange Rates and Price Levels Co‐Integrated? New Evidence from Threshold Autoregressive and Momentum‐Threshold Autoregressive Models* (2007)Are Nominal Exchange Rates an…Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks (2007)Are Asian real exchange rates…Purchasing Power Parity and real exchange rate behaviour in Africa (2006)Purchasing Power Parity and r…The validity of purchasing power parity hypothesis for eleven middle eastern countries (2005)The validity of purchasing po…PURCHASING POWER PARITY AND EXCHANGE RATE POLICY REFORMS IN AFRICA (2004)PURCHASING POWER PARITY AND E…Food prices and long-run purchasing power parity in Africa (2003)Food prices and long-run purc…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)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A multivariate cointegration analysis of the role of energy in the US macroeconomy (2000)Explaining Cointegration Analysis: Part II (2001)A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (2005)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Purchasing power parity (1978)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Real and nominal exchange rates in the long run: An empirical investigation (1990)Common stochastic trends in international stock markets (1992)DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)Tourism as a long-run economic growth factor: the Spanish case (2002)Exchange Rate Economics: A Survey (1991)The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity (1995)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Bounds testing approaches to the analysis of level relationships (2001)Currency Crises and Collapses (1995)Understanding Patterns of Economic Growth: Searching for Hills among Plateaus, Mountains, and Plains (2000)Can leading indicators assess country vulnerability? 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1994Identification of the long-run and the short-run structure an application to the ISLM model646 cited
  • 1990Real exchange rates, devaluation, and adjustment: exchange rate policy in developing countries581 cited
  • 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
  • 1986World Development Report 1986482 cited
  • n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited
  • 1976The Purchasing-Power-Parity Theory of Exchange Rates: A Review Article (Theorie de la parite des pouvoirs d'achat des taux de change: une etude) (La teoria de los tipos de cambio basados en la paridad del poder adquisitivo: Articulo de repaso)325 cited
  • 1993Long-run purchasing power parity during the recent float316 cited
  • 1987Cointegration and models of exchange rate determination263 cited

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  • 1977Price Behavior in the Light of Balance of Payments Theories250 cited
  • 1916The Present Situation of the Foreign Exchanges184 cited
  • 1983The Black Market for Dollars in Brazil172 cited
  • Cited by

    • 2007Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks35 cited
    • 2017Foreign exchange markets and the purchasing power parity theory32 cited
    • 2005The validity of purchasing power parity hypothesis for eleven middle eastern countries31 cited
    • 2006Purchasing Power Parity and real exchange rate behaviour in Africa31 cited
    • 2008Nominal Exchange Rates and Price Convergence in the West African Monetary Zone28 cited
    • 2004PURCHASING POWER PARITY AND EXCHANGE RATE POLICY REFORMS IN AFRICA28 cited
    • 2010Cointegration, dynamic structure, and the validity of purchasing power parity in African countries28 cited
    • 2003Food prices and long-run purchasing power parity in Africa23 cited
    • 2012A modified LLC panel unit root test of the PPP hypothesis21 cited
    • 2007Are Nominal Exchange Rates and Price Levels Co‐Integrated? New Evidence from Threshold Autoregressive and Momentum‐Threshold Autoregressive Models*21 cited
    • 2008Are shocks to real effective exchange rates permanent or transitory? Evidence from Pacific Island countries11 cited
    • 2010PURCHASING POWER PARITY IN AFRICAN COUNTRIES: EVIDENCE FROM PANEL SURADF TEST11 cited