Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Purchasing power parity in Asian economies: further evidence from rank tests for cointegration

11 references·1 citing·42 second hop

FromToDepth

this work references cited by second hop

References

1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
1996The Purchasing Power Parity Puzzle2,939 cited
1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
2004The Purchasing Power Parity Debate1,034 cited
2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
2003Why is it so difficult to beat the random walk forecast of exchange rates?784 cited
2006Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought230 cited
2003Purchasing Power Parity196 cited
2001Rank Tests for Nonlinear Cointegration155 cited
2004Are Asian real exchange rates stationary?108 cited
2003The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies65 cited

Cited by

2009Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries16 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work