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Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s)
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Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s) (2021)Towards resolving the purchasing power pa…A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* (2011)A Unit Root Test Using a Four…A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Stationarity Test in the Pr…The Purchasing Power Parity Debate (2004)The Purchasing Power Parity D…Testing for a unit root in the nonlinear STAR framework (2002)Testing for a unit root in th…A Century of Purchasing-Power Parity (2002)A Century of Purchasing-Power…Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Sample Splitting and Threshold Estimation (2000)Sample Splitting and Threshol…Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals (2000)Nonlinear adjustment, long-ru…No Single Currency Regime is Right for All Countries or At All Times (1999)No Single Currency Regime is …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Perspectives on PPP and Long-Run Real Exchange Rates (1994)Perspectives on PPP and Long-…Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Nonstationarity and Level Shi…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…On the bias in flexible functional forms and an essentially unbiased form (1981)On the bias in flexible funct…Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Capital Mobility and Stabiliz…The Monetary Dynamics of International Adjustment under Fixed and Flexible Exchange Rates (1960)The Appropriate Use of Monetary and Fiscal Policy for Internal and External Stability (1962)Flexible exchange rates (1969)Exchange Rate Dynamics Redux (1995)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing for unit roots in heterogeneous panels (2003)The flexible Fourier form and Dickey–Fuller type unit root tests (2012)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Estimation of a Change Point in Multiple Regression Models (1997)Estimation and Inference of Impulse Responses by Local Projections (2005)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Thinking about U : Theorizing and testing U ‐ and inverted U ‐shaped relationships in strategy research (2015)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Residual-based tests for cointegration in models with regime shifts (1996)Further evidence on breaking trend functions in macroeconomic variables (1997)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Expectations and Exchange Rate Dynamics (1976)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)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Transcendental Logarithmic Utility Functions (1975)The analysis of household surveys (1997)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Statistical analysis of cointegration vectors (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)
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References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 2000Sample Splitting and Threshold Estimation2,901 cited
  • 1963Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates2,724 cited
  • 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
  • 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
  • 2004The Purchasing Power Parity Debate1,034 cited
  • 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
  • 1981On the bias in flexible functional forms and an essentially unbiased form977 cited
  • 1999No Single Currency Regime is Right for All Countries or At All Times899 cited
  • 2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks895 cited
  • 2011A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks*747 cited
  • 1994Perspectives on PPP and Long-Run Real Exchange Rates747 cited
  • 2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals

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455 cited
  • 2002A Century of Purchasing-Power Parity424 cited
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