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Determinants of Korean Trade Flows and their Geographical Destination
16 references·0 citing·32 second hop
Determinants of Korean Trade Flows and their Geographical Destination (1997)Determinants of Korean Trade Flows and th…LONG-RUN STRUCTURAL MODELLING (2002)LONG-RUN STRUCTURAL MODELLINGCurrent Account Sustainability (1996)Current Account SustainabilityDynamic Econometrics (1995)Dynamic EconometricsDevaluation, Relative Prices, and International Trade: Evidence from Developing Countries (1995)Devaluation, Relative Prices,…Chapter 34 The intertemporal approach to the current account (1995)Chapter 34 The intertemporal …Cointegration, aggregate consumption, and the demand for imports: A structural econometric (1994)Cointegration, aggregate cons…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…An econometric investigation of export behaviour in seven asian developing countries (1990)An econometric investigation …Differences in income elasticities and trends in real exchange rates (1989)Differences in income elastic…The Demand for LDC Exports of Manufactures: Estimates from Hong Kong (1988)The Demand for LDC Exports of…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…Handbook of international economics (1986)Handbook of international eco…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Income and Price Elasticities in World Trade (1969)Income and Price Elasticities…International Investment and International Trade in the Product Cycle (1966)New product varieties and the measurement of international prices (1994)The Balance-of-Payments Constraint as an Explanation of International Growth Rate Differences (1994)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Technical Change and the Aggregate Production Function (1957)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing for a Unit Root in Time Series Regression (1988)FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH: ASSESSING THE EVIDENCE* (1997)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Immiserizing Growth: A Geometrical Note (1958)Scale Economies, Product Differentiation, and the Pattern of Trade (1990)International Trade and Macroeconomic Dynamics with Heterogeneous Firms (2005)The relative sophistication of Chinese exports (2007)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)Theories of international regimes (1987)Exchange Rate Economics: A Survey (1991)EXCHANGE RATE PASS‐THROUGH (1995)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for Error Correction in Panel Data* (2007)
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References

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  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,046 cited
  • 1982Trends and random walks in macroeconmic time series4,708 cited
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  • 1995Devaluation, Relative Prices, and International Trade: Evidence from Developing Countries160 cited
  • 1996Current Account Sustainability112 cited
  • 1994Cointegration, aggregate consumption, and the demand for imports: A structural econometric81 cited

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1990
An econometric investigation of export behaviour in seven asian developing countries
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