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Does exchange-rate volatility affect import flows in G-7 Countries? Evidence from cointegration models
16 references·8 citing·23 second hop
Does exchange-rate volatility affect import flows in G-7 Countries? Evidence from cointegration models (1998)Does exchange-rate volatility affect impo…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error- Correction Models (1993)Does Exchange Rate Volatility…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots (1991)Pitfalls and Opportunities: W…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Estimating Long-Run Economic Equilibria (1991)Estimating Long-Run Economic …Critical Values for Cointegratio11 Tests* (1991)Critical Values for Cointegra…Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Recursive and Sequential Test…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Persistent Trade Effects of Large Exchange Rate Shocks (1989)Persistent Trade Effects of L…Hysteresis, Import Penetration, and Exchange Rate Pass-Through (1989)Hysteresis, Import Penetratio…Exchange Rate Variability and the Slowdown in Growth of International Trade (1988)Exchange Rate Variability and…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Asymmetric effects of exchange rate volatility on trade flows: evidence from G7 (2022)Asymmetric effects of exchang…Exchange Rate Volatility and Commodity Trade between U.K. and China: An Asymmetric Analysis (2021)Exchange Rate Volatility and …On the asymmetric effects of exchange‐rate volatility on trade flows: Evidence from US–UK Commodity Trade (2020)On the asymmetric effects of …Exchange Rate Risk and Uncertainty and Trade Flows: Asymmetric Evidence from Asia (2020)Exchange Rate Risk and Uncert…On the Asymmetric Effects of Exchange Rate Volatility on Trade Flows: Evidence from Africa (2019)On the Asymmetric Effects of …Exchange-rate volatility and commodity trade between the U.S. and Germany: asymmetry analysis (2019)Exchange-rate volatility and …Exchange rate volatility and US commodity trade with the rest of the world (2010)Exchange rate volatility and …EXCHANGE RATE VOLATILITY AND PAKISTAN S IMPORT DEMAND: AN APPLICATION OF AUTOREGRESSIVE DISTRIBUTED LAG MODEL (2010)EXCHANGE RATE VOLATILITY AND …Statistical analysis of cointegration vectors (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further evidence on breaking trend functions in macroeconomic variables (1997)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Time Series Analysis: Forecasting and Control (1977)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)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)Markov-Perfect Industry Dynamics: A Framework for Empirical Work (1995)Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?Foreign Direct Investment, Exchange Rate Variability and Demand Uncertainty (1994)Economic Geography and Public Policy (2011)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

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  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
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  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots

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681 cited
  • 1988Exchange Rate Variability and the Slowdown in Growth of International Trade653 cited
  • 1993Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error- Correction Models474 cited
  • Cited by

    • 2010EXCHANGE RATE VOLATILITY AND PAKISTAN S IMPORT DEMAND: AN APPLICATION OF AUTOREGRESSIVE DISTRIBUTED LAG MODEL43 cited
    • 2019On the Asymmetric Effects of Exchange Rate Volatility on Trade Flows: Evidence from Africa41 cited
    • 2020Exchange Rate Risk and Uncertainty and Trade Flows: Asymmetric Evidence from Asia27 cited
    • 2020On the asymmetric effects of exchange‐rate volatility on trade flows: Evidence from US–UK Commodity Trade24 cited
    • 2010Exchange rate volatility and US commodity trade with the rest of the world22 cited
    • 2021Exchange Rate Volatility and Commodity Trade between U.K. and China: An Asymmetric Analysis18 cited
    • 2019Exchange-rate volatility and commodity trade between the U.S. and Germany: asymmetry analysis11 cited
    • 2022Asymmetric effects of exchange rate volatility on trade flows: evidence from G711 cited