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Does PPP hold for Big Mac price or consumer price index? Evidence from panel cointegration
16 references·4 citing·22 second hop
Does PPP hold for Big Mac price or consumer price index? Evidence from panel cointegration (2007)Does PPP hold for Big Mac price or consum…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…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…Purchasing Power Parity Tests in Cointegrated Panels (2001)Purchasing Power Parity Tests…Testing for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…A panel project on purchasing power parity: Mean reversion within and between countries (1996)A panel project on purchasing…Perspectives on PPP and Long-Run Real Exchange Rates (1994)Perspectives on PPP and Long-…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…International Trade and Economic Growth: The Nexus, the Evidence, and the Policy Implications for South Africa (2020)International Trade and Econo…Strategic trade policy with bargaining over managerial contracts (2017)Strategic trade policy with b…Managerial Delegation Theory Revisited (2016)Managerial Delegation Theory …Currency Valuation and Purchasing Power Parity (2011)Currency Valuation and Purcha…Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A simple panel unit root test in the presence of cross‐section dependence (2007)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Introductory Econometrics for Finance (2008)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)Bounds testing approaches to the analysis of level relationships (2001)Testing for Error Correction in Panel Data* (2007)Economic Growth in a Cross Section of Countries (1989)The Next Generation of the Penn World Table (2015)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 2003Testing for unit roots in heterogeneous panels15,744 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties13,211 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,886 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,781 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 2000Testing for stationarity in heterogeneous panel data3,066 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 2001Purchasing Power Parity Tests in Cointegrated Panels2,117 cited
  • 1986Understanding spurious regressions in econometrics1,782 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 1994Perspectives on PPP and Long-Run Real Exchange Rates

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747 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • Cited by

    • 2016Managerial Delegation Theory Revisited40 cited
    • 2011Currency Valuation and Purchasing Power Parity21 cited
    • 2020International Trade and Economic Growth: The Nexus, the Evidence, and the Policy Implications for South Africa17 cited
    • 2017Strategic trade policy with bargaining over managerial contracts10 cited