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Revisiting purchasing power parity in G6 countries: an application of smooth time-varying cointegration approach
16 references·1 citing·43 second hop
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References

  • 1992Canonical Cointegrating Regressions1,383 cited
  • 1997Threshold Cointegration1,042 cited
  • 2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals455 cited
  • 1999COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS167 cited
  • 2008Do Real Exchange Rates Follow a Nonlinear Mean Reverting Process in Developing Countries?96 cited
  • 2010The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach67 cited
  • 2003PPP and structural breaks. The peseta–sterling rate, 50 years of a floating regime59 cited
  • 2005Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India58 cited
  • 2005Productivity Bias Hypothesis and The Purchasing Power Parity: a review article58 cited
  • 2009PURCHASING POWER PARITY IN LESS‐DEVELOPED AND TRANSITION ECONOMIES: A REVIEW PAPER57 cited
  • 1992A Time‐Series Approach to Test the Productivity Bias Hypothesis in Purchasing Power Parity46 cited
  • 1994Testing Proportionality, Symmetry and Exclusiveness in Long‐run PPP43 cited
  • 1992Does Long‐run Purchasing‐power Parity Hold within the European Monetary System?40 cited
  • 2004Evidence on the purchasing power parity in a panel of cities38 cited

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2011
Money demand in China and time-varying cointegration
36 cited
  • 2011Cross-section dependence and the monetary exchange rate model – A panel analysis33 cited
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    • 2019Purchasing power parity vs. uncovered interest rate parity for NAFTA countries: The value of incorporating time-varying parameter model10 cited