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Nominal Exchange Rates and Price Convergence in the West African Monetary Zone
16 references·3 citing·33 second hop
Nominal Exchange Rates and Price Convergence in the West African Monetary Zone (2008)Nominal Exchange Rates and Price Converge…Some Recent Developments in a Concept of Causality (2010)Some Recent Developments in a…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…International Financial Statistics (2003)International Financial Stati…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Some recent development in a concept of causality (1988)Some recent development in a …COINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)COINTEGRATION AND ERROR CORRE…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Purchasing power parity (1978)Purchasing power parityExpectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…Exchange Rates and Inflation Rates Convergence in ECOWAS (2021)Exchange Rates and Inflation …Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ) (2018)Real exchange rate and asymme…Co-movement of real exchange rates in the West African Monetary Zone (2017)Co-movement of real exchange …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)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)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Macroeconomics and Reality (1980)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)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)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)Time Series Regression with a Unit Root (1987)A simple panel unit root test in the presence of cross‐section dependence (2007)The Purchasing Power Parity Puzzle (1996)Was Weber Wrong? A Human Capital Theory of Protestant Economic History * (2009)The Next Generation of the Penn World Table (2015)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)Economic Growth in a Cross Section of Countries (1989)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
  • 2003International Financial Statistics867 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 2010Some Recent Developments in a Concept of Causality790 cited

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1978
Purchasing power parity
557 cited

Cited by

  • 2017Co-movement of real exchange rates in the West African Monetary Zone38 cited
  • 2018Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ)20 cited
  • 2021Exchange Rates and Inflation Rates Convergence in ECOWAS14 cited