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Foreign exchange markets in transition economies: China
16 references·5 citing·34 second hop
Foreign exchange markets in transition economies: China (2001)Foreign exchange markets in transition ec…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Does Inflation Really Lower Growth (1995)Does Inflation Really Lower G…FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…Devaluation, exchange controls, and black markets for foreign exchange in developing countries (1993)Devaluation, exchange control…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Impulse response analysis of cointegrated systems (1992)Impulse response analysis of …Comparisons of tests for multivariate cointegration (1992)Comparisons of tests for mult…Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Long-Run Money Demand in Large Industrial Countries (1990)Long-Run Money Demand in Larg…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…The Economics of exchange rates : selected studies (1978)The Economics of exchange rat…The Balassa–Samuelson model of purchasing power parity and Chinese exchange rates (2010)The Balassa–Samuelson model o…Black and official exchange rates in Morocco: an analysis of their long-run behaviour and short-run dynamics (1974–1992) (2009)Black and official exchange r…Regime dependence between the official and parallel foreign currency markets for US dollars in Greece (2007)Regime dependence between the…The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves: empirical evidence from China (2006)The dynamic relationship betw…Exchange rate reform and its inflationary consequences: an empirical analysis for China (2003)Exchange rate reform and its …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)Fractional Brownian Motions, Fractional Noises and Applications (1968)Time Series Analysis Forecasting and Control. 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this work references cited by second hop

References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 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
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 1992Comparisons of tests for multivariate cointegration582 cited
  • 1992Impulse response analysis of cointegrated systems433 cited
  • 1978The Economics of exchange rates : selected studies153 cited
  • 1990Long-Run Money Demand in Large Industrial Countries87 cited

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  • 1995Does Inflation Really Lower Growth72 cited
  • 1993Devaluation, exchange controls, and black markets for foreign exchange in developing countries69 cited
  • Cited by

    • 2006The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves: empirical evidence from China33 cited
    • 2003Exchange rate reform and its inflationary consequences: an empirical analysis for China23 cited
    • 2010The Balassa–Samuelson model of purchasing power parity and Chinese exchange rates21 cited
    • 2007Regime dependence between the official and parallel foreign currency markets for US dollars in Greece15 cited
    • 2009Black and official exchange rates in Morocco: an analysis of their long-run behaviour and short-run dynamics (1974–1992)14 cited