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Are common stocks a hedge against inflation in emerging markets?
16 references·1 citing·22 second hop
Are common stocks a hedge against inflation in emerging markets? (2018)Are common stocks a hedge against inflati…Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Estimation and Inference in L…Fully modified OLS for heterogeneous cointegrated panels (2004)Fully modified OLS for hetero…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Asset returns and inflation (1977)Asset returns and inflationMoney and Economic Growth (1965)Money and Economic GrowthInflation and infrastructure sector returns in emerging markets—panel ARDL approach (2020)Inflation and infrastructure …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 Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Trends and random walks in macroeconmic time series (1982)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimating long-run relationships from dynamic heterogeneous panels (1995)Macroeconomic Forecasting Using Diffusion Indexes (2002)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Testing slope homogeneity in large panels (2007)General diagnostic tests for cross-sectional dependence in panels (2020)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Generalized impulse response analysis in linear multivariate models (1998)
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References

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  • 1999

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Numerical distribution functions of likelihood ratio tests for cointegration
2,028 cited
  • 1965Money and Economic Growth1,671 cited
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    • 2020Inflation and infrastructure sector returns in emerging markets—panel ARDL approach25 cited