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Purchasing power parity, unit roots, and dynamic structure
16 references·6 citing·39 second hop
Purchasing power parity, unit roots, and dynamic structure (1996)Purchasing power parity, unit roots, and …Analysing inflation by the fractionally integrated ARFIMA-GARCH model (1996)Analysing inflation by the fr…Long Memory in Inflation Rates: International Evidence (1995)Long Memory in Inflation Rate…Long-run purchasing power parity during the recent float (1993)Long-run purchasing power par…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Real Exchange Rates under the Gold Standard (1991)Real Exchange Rates under the…Estimating Long-Run Economic Equilibria (1991)Estimating Long-Run Economic …Real and nominal exchange rates in the long run: An empirical investigation (1990)Real and nominal exchange rat…Purchasing Power Parity in the Long Run: A Cointegration Approach (1990)Purchasing Power Parity in th…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Was It Real? The Exchange Rat…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…A Retrospective on the Classical Gold Standard, 1821-1931 (1984)A Retrospective on the Classi…Deviations from Purchasing Power Parity in the Long Run (1983)Deviations from Purchasing Po…On Unit Roots and the Empirical Modeling of Exchange Rates (1982)On Unit Roots and the Empiric…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…International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsInternational Volatility and …Did Purchasing Power Parity Hold in Medieval Europe? (2016)Did Purchasing Power Parity H…Before the Fall, Was the Turkish Lira Overvalued? (2003)Before the Fall, Was the Turk…Purchasing power parity: Evidence from developing Countries (2002)Purchasing power parity: Evid…A test of long-run purchasing power parity (2001)A test of long-run purchasing…A note on testing the monetary model of the exchange rate (2001)A note on testing the monetar…Purchasing power parity and dynamic error correction (1999)Purchasing power parity and d…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Fully modified OLS for heterogeneous cointegrated panels (2004)On the estimation and inference of a cointegrated regression in panel data (2004)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Time to Build and Aggregate Fluctuations (1982)Order Flow and Exchange Rate Dynamics (1999)The Economics of Exchange Rates (2003)In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (2005)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Long memory processes and fractional integration in econometrics (1996)Modeling and pricing long memory in stock market volatility (1996)Likelihood‐based cointegration tests in heterogeneous panels (2001)How Far Can We Push The "Law of One Price"? (1976)Purchasing power parity (1978)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Expectations and Exchange Rate Dynamics (1976)Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Fixing Exchange Rates: A Virtual Quest for Fundamentals (1993)Purchasing power parity and unit root tests using panel data (1996)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)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)An empirical examination of long-run purchasing power parity using cointegration techniques (1988)Long Memory in Foreign-Exchange Rates (1993)Cointegration, Fractional Cointegration, and Exchange Rate Dynamics (1994)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Dynamic Econometrics (1995)Testing for Error Correction in Panel Data* (2007)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Tourism development and economic growth: A closer look at panels (2007)
this work references cited by second hop

References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1991Estimating Long-Run Economic Equilibria854 cited
  • 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
  • 1983Deviations from Purchasing Power Parity in the Long Run497 cited
  • n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited
  • 1990Real and nominal exchange rates in the long run: An empirical investigation424 cited
  • 1991Real Exchange Rates under the Gold Standard415 cited
  • 1984A Retrospective on the Classical Gold Standard, 1821-1931386 cited
  • 1982On Unit Roots and the Empirical Modeling of Exchange Rates359 cited
  • 1990Purchasing Power Parity in the Long Run: A Cointegration Approach330 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

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  • 1993Long-run purchasing power parity during the recent float316 cited
  • 1995Long Memory in Inflation Rates: International Evidence315 cited
  • Cited by

    • 2001A test of long-run purchasing power parity26 cited
    • 1999Purchasing power parity and dynamic error correction25 cited
    • 2003Before the Fall, Was the Turkish Lira Overvalued?18 cited
    • 2002Purchasing power parity: Evidence from developing Countries18 cited
    • 2016Did Purchasing Power Parity Hold in Medieval Europe?17 cited
    • 2001A note on testing the monetary model of the exchange rate14 cited