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Monetary model of exchange rate determination under floating and non-floating regimes
16 references·0 citing·33 second hop
Monetary model of exchange rate determination under floating and non-floating regimes (2018)Monetary model of exchange rate determina…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…The Real Exchange Rate and Economic Growth (2008)The Real Exchange Rate and Ec…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Fear of Floating (2002)Fear of FloatingOne money, one market: the effect of common currencies on trade (2000)One money, one market: the ef…Fear of Floating (2000)Fear of FloatingPooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …Linear Regression Limit Theory for Nonstationary Panel Data (1999)Linear Regression Limit Theor…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)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)Bounds testing approaches to the analysis of level relationships (2001)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)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)Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)A simple panel unit root test in the presence of cross‐section dependence (2007)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)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)Spurious regression and residual-based tests for cointegration in panel data (1999)Testing for Error Correction in Panel Data* (2007)Introductory Econometrics for Finance (2008)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 2000Fear of Floating2,063 cited
  • 2000One money, one market: the effect of common currencies on trade1,826 cited
  • 2008The Real Exchange Rate and Economic Growth1,806 cited
  • 2002Fear of Floating1,675 cited
  • 1999Linear Regression Limit Theory for Nonstationary Panel Data

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1,409 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
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