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Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ)
16 references·0 citing·28 second hop
Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ) (2018)Real exchange rate and asymmetric shocks …The European Sovereign Debt Crisis (2012)The European Sovereign Debt C…One economics, many recipes: globalization, institutions, and economic growth (2008)One economics, many recipes: …Applied Time Series Econometrics (2004)Applied Time Series Econometr…The Endogenity of the Optimum Currency Area Criteria (1998)The Endogenity of the Optimum…Foundations of International Macroeconomics (1997)Foundations of International …Using Cointegration Analysis in Econometric Modelling (1995)Using Cointegration Analysis …FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)DETERMINATION OF COINTEGRATIO…Optimum Currency Areas (1991)Optimum Currency AreasEstimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…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…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…A Theory of Optimum Currency Areas (1961)A Theory of Optimum Currency …Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)No Single Currency Regime is Right for All Countries or At All Times (1999)Fear of Floating (2000)From Principles of Political Economy (2005)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)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)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Essays in Positive Economics (1954)The Endogeneity of the Optimum Currency Area Criteria (1996)Why do countries float the way they float? (2001)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)Economic Growth in a Cross Section of Countries (1989)The determinants of cross-border equity flows (2004)Financial Globalization: A Reappraisal (2006)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)The Institutional Dynamics of International Political Orders (1998)What Makes the World Hang Together? Neo-utilitarianism and the Social Constructivist Challenge (1998)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1961A Theory of Optimum Currency Areas4,546 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1997Foundations of International Macroeconomics2,980 cited
  • 1998The Endogenity of the Optimum Currency Area Criteria2,542 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1991Optimum Currency Areas1,840 cited
  • 2008One economics, many recipes: globalization, institutions, and economic growth1,392 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 2004Applied Time Series Econometrics1,200 cited
  • 2012The European Sovereign Debt Crisis1,021 cited
  • 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND1,011 cited
  • 1995

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Using Cointegration Analysis in Econometric Modelling
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