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EXCHANGE RATE AND TRADE BALANCE NEXUS IN ASEAN-5
16 references·0 citing·35 second hop
EXCHANGE RATE AND TRADE BALANCE NEXUS IN ASEAN-5 (2008)EXCHANGE RATE AND TRADE BALANCE NEXUS IN …Journal of Economic Dynamics and Control (2013)Journal of Economic Dynamics …Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Exchange rate sensitivity of Japan’s bilateral trade flows (2003)Exchange rate sensitivity of …Exchange rate and trade balance in east asia: is there a J-curve? (2003)Exchange rate and trade balan…The Effect of Exchange Rate on Bilateral Trade Balance: New Evidence from Malaysia and Thailand (2001)The Effect of Exchange Rate o…Exchange rates and the trade balance: the case of Singapore 1970 to 1996 (2001)Exchange rates and the trade …Exchange Rate Fluctuations and Trade Flows: Evidence from the European Union (1999)Exchange Rate Fluctuations an…Exchange Rate Fluctuations and Trade Flows: Evidence from the European Union (1998)Exchange Rate Fluctuations an…COINTEGRATION APPROACH TO ESTIMATE THE LONG-RUN TRADE ELASTICITIES IN LDCs (1998)COINTEGRATION APPROACH TO EST…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…DO DEVALUATIONS IMPROVE THE TRADE BALANCE? THE EVIDENCE REVISITED (1989)DO DEVALUATIONS IMPROVE THE T…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Journal of international money and finance (1988)Journal of international mone…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)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)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The bilateral J-curve: Turkey versus her 13 trading partners (2008)Real Exchange Rate and Trade Balance Relationship: An Empirical Study on Malaysia (2015)Institutions, inward foreign direct investment, trade openness and credit level in emerging market economies (2018)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Multinationals and Global Capitalism (2004)Evaluating Direct Multistep Forecasts (2005)Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter? (2021)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Has the Euro Increased Trade? (2002)Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies (2010)Exchange rate volatility and international trade: International evidence from the MINT countries (2016)Business Cycles, Financial Crises, and Stock Volatility (1989)Handbook of computational economics (1998)Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle (2002)
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References

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  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
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  • 1989DO DEVALUATIONS IMPROVE THE TRADE BALANCE? THE EVIDENCE REVISITED166 cited
  • 2001The Effect of Exchange Rate on Bilateral Trade Balance: New Evidence from Malaysia and Thailand136 cited
  • 2003Exchange rate sensitivity of Japan’s bilateral trade flows123 cited
  • 1998COINTEGRATION APPROACH TO ESTIMATE THE LONG-RUN TRADE ELASTICITIES IN LDCs121 cited
  • 2001

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Exchange rates and the trade balance: the case of Singapore 1970 to 1996
86 cited
  • 1998Exchange Rate Fluctuations and Trade Flows: Evidence from the European Union80 cited
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