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Additional sources of bias in half-life estimation
16 references·1 citing·43 second hop
Additional sources of bias in half-life estimation (2006)Additional sources of bias in half-life e…Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data (2006)Unbiased Estimation of the Ha…The purchasing power parity puzzle is worse than you think (2005)The purchasing power parity p…DOES ‘AGGREGATION BIAS’ EXPLAIN THE PPP PUZZLE? (2005)DOES ‘AGGREGATION BIAS’ EXPLA…The purchasing power parity persistence paradigm (2002)The purchasing power parity p…Price Index Convergence Among United States Cities* (2002)Price Index Convergence Among…PPP Strikes Back: Aggregation And the Real Exchange Rate (2002)PPP Strikes Back: Aggregation…Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price (2001)Potential Pitfalls for the Pu…On the purchasing power parity puzzle (2000)On the purchasing power parit…On cross-country differences in the persistence of real exchange rates (2000)On cross-country differences …Perspectives on PPP and Long-Run Real Exchange Rates (1994)Perspectives on PPP and Long-…Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models (1993)Exactly Median-Unbiased Estim…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Are Output Fluctuations Transitory? (1987)Are Output Fluctuations Trans…Time Series Analysis: Forecasting and Control. (1978)Time Series Analysis: Forecas…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…Exchange-rate economics for the resources sector (2008)Exchange-rate economics for t…Biases in Dynamic Models with Fixed Effects (1981)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Testing for unit roots in heterogeneous panels (2003)Convergence of Prices and Rates of Inflation* (2006)The Law of One Price: Evidence from the Transitional Economy of China (2006)Price Differentials in Monetary Unions: The Role of Fiscal Shocks (2007)Purchasing Power Parity in the Long Run (1990)A panel project on purchasing power parity: Mean reversion within and between countries (1996)The behavior of real exchange rates during the post-Bretton Woods period (1998)What caused the Asian currency and financial crisis? (1999)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)5 Stochastic volatility (1996)Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Testing slope homogeneity in large panels (2007)A Monetary History of the United States, 1867-1960 (2017)Some International Evidence on Output-Inflation Tradeoffs. (1973)Time to Build and Aggregate Fluctuations (1982)Trends and random walks in macroeconmic time series (1982)Mean reversion in stock prices (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)A Model of Growth Through Creative Destruction (1990)How Big Is the Random Walk in GNP? (1988)Intertemporal Substitution in Consumption (1988)The overvaluation of purchasing power parity (1998)A Century of Purchasing-Power Parity (2002)Commodity currencies (2003)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Goods Prices and Exchange Rates: What Have We Learned? (1996)International Trade and Macroeconomic Dynamics with Heterogeneous Firms* (2005)Exchange Rate Models Are Not as Bad as You Think (2007)Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data (2009)Generalized autoregressive conditional heteroskedasticity (1986)Principles of forecasting : a handbook for researchers and practitioners (2001)25 years of time series forecasting (2006)The politics of attention: how government prioritizes problems (2006)Some recent development in a concept of causality (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1971Time Series Analysis Forecasting and Control.6,714 cited
  • 1978Time Series Analysis: Forecasting and Control.5,299 cited
  • 1987Are Output Fluctuations Transitory?811 cited
  • 1994Perspectives on PPP and Long-Run Real Exchange Rates742 cited
  • 2001Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price540 cited
  • 2002PPP Strikes Back: Aggregation And the Real Exchange Rate478 cited
  • 1993Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models470 cited
  • 2002Price Index Convergence Among United States Cities*285 cited
  • 2002The purchasing power parity persistence paradigm248 cited
  • 2000On the purchasing power parity puzzle237 cited
  • 2000On cross-country differences in the persistence of real exchange rates156 cited
  • 2006Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data107 cited
  • 2005DOES ‘AGGREGATION BIAS’ EXPLAIN THE PPP PUZZLE?83 cited

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  • 2005The purchasing power parity puzzle is worse than you think68 cited
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    • 2008Exchange-rate economics for the resources sector12 cited