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Quantile unit root test and the PPP in Africa
16 references·0 citing·37 second hop
Quantile unit root test and the PPP in Africa (2016)Quantile unit root test and the PPP in Af…Unit root quantile autoregression testing using covariates (2009)Unit root quantile autoregres…Getting PPP right: Identifying mean-reverting real exchange rates in panels (2008)Getting PPP right: Identifyin…Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought (2006)Real exchange rates and Purch…Unit Root Quantile Autoregression Inference (2004)Unit Root Quantile Autoregres…The Purchasing Power Parity Debate (2004)The Purchasing Power Parity D…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Purchasing Power Parity and the Real Exchange Rate (2002)Purchasing Power Parity and t…Purchasing Power Parity and the Real Exchange Rate (2001)Purchasing Power Parity and t…The 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: …Testing for a Unit Root (1993)Testing for a Unit RootTesting the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Real Exchange Rates under the Gold Standard (1991)Real Exchange Rates under the…Exchange Rate Economics: A Survey (1991)Exchange Rate Economics: A Su…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)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)Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Long Memory in Foreign-Exchange Rates (1993)Cointegration, Fractional Cointegration, and Exchange Rate Dynamics (1994)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Trends and random walks in macroeconmic time series (1982)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Quantile cointegration in the autoregressive distributed-lag modeling framework (2015)Revisiting the role of renewable and non-renewable energy consumption on Turkey’s ecological footprint: Evidence from Quantile ARDL approach (2020)The role of green finance in reducing CO2 emissions: An empirical analysis (2021)Expectations and Exchange Rate Dynamics (1976)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Gravity with Gravitas: A Solution to the Border Puzzle (2003)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)The VAT in Developing and Transitional Countries (2007)Identifying FDI spillovers (2017)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)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Order Flow and Exchange Rate Dynamics (1999)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)Statistical analysis of cointegration vectors (1988)The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries (2000)Tourism as a Long-Run Economic Growth Factor: An Empirical Investigation for Greece Using Causality Analysis (2004)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Tourism development and economic growth: A closer look at panels (2007)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 2004The Purchasing Power Parity Debate1,034 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 1993Testing for a Unit Root872 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 2004Unit Root Quantile Autoregression Inference514 cited
  • 1991Real Exchange Rates under the Gold Standard415 cited
  • 2001Purchasing Power Parity and the Real Exchange Rate399 cited
  • 1991Exchange Rate Economics: A Survey397 cited
  • 2002Purchasing Power Parity and the Real Exchange Rate330 cited
  • 2006Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought230 cited
  • 2008Getting PPP right: Identifying mean-reverting real exchange rates in panels212 cited
  • 2009Unit root quantile autoregression testing using covariates

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