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PURCHASING POWER PARITY, PRODUCTIVITY DIFFERENTIALS AND NON‐LINEARITY*
16 references·0 citing·38 second hop
PURCHASING POWER PARITY, PRODUCTIVITY DIFFERENTIALS AND NON‐LINEARITY* (2009)PURCHASING POWER PARITY, PRODUCTIVITY DIF…Why is it so difficult to beat the random walk forecast of exchange rates? (2003)Why is it so difficult to bea…Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…Testing for Linearity (1999)Testing for LinearityUnit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Unit-Root Tests and Asymmetri…Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation (1997)Transactions Costs and Nonlin…Threshold Cointegration (1997)Threshold CointegrationNonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited (1997)Nonlinear Aspects of Goods-Ma…Inference in TAR Models (1997)Inference in TAR ModelsThe Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Real Exchange Rate Behavior: …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Hysteresis, Import Penetration, and Exchange Rate Pass-Through (1989)Hysteresis, Import Penetratio…Testing the Random Walk Hypothesis: Power versus Frequency of Observation (1985)Testing the Random Walk Hypot…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…Stochastic Simulation (1987)How Big Is the Random Walk in GNP? (1988)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 (2011)Trends and random walks in macroeconmic time series (1982)Testing for Common Trends (1988)Cointegration and Threshold Adjustment (2001)Testing for a unit root in the nonlinear STAR framework (2002)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)Expectations and Exchange Rate Dynamics (1976)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)The overvaluation of purchasing power parity (1998)The Economics of Exchange Rates (2003)Selection and the Evolution of Industry (1982)Evaluating Natural Resource Investments (1985)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)Markov-Perfect Industry Dynamics: A Framework for Empirical Work (1995)Theory of rational option pricing (2005)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)The Purchasing Power Parity Debate (2004)Was Weber Wrong? A Human Capital Theory of Protestant Economic History (2007)The Next Generation of the Penn World Table (2015)Economic Growth in a Cross Section of Countries (1989)Unit root tests for panel data (2001)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)
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References

  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,261 cited
  • 1997Threshold Cointegration1,042 cited
  • 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 1989Hysteresis, Import Penetration, and Exchange Rate Pass-Through870 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 2003Why is it so difficult to beat the random walk forecast of exchange rates?801 cited
  • 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
  • 1997Inference in TAR Models636 cited
  • 1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited
  • 1985Testing the Random Walk Hypothesis: Power versus Frequency of Observation

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475 cited
  • 1999Testing for Linearity451 cited
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