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Exchange rates and fundamentals: Further evidence based on asymmetric causality test
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Exchange rates and fundamentals: Further evidence based on asymmetric causality test (2020)Exchange rates and fundamentals: Further …Exchange Rate Predictability (2013)Exchange Rate PredictabilityAsymmetric causality tests with an application (2011)Asymmetric causality tests wi…Testing for Granger causality in heterogeneous mixed panels (2010)Testing for Granger causality…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Can Exchange Rates Forecast Commodity Prices? * (2010)Can Exchange Rates Forecast C…Imperfect Knowledge Economics: Exchange Rates and Risk (2007)Imperfect Knowledge Economics…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Exchange Rates and Fundamentals (2005)Exchange Rates and Fundamenta…Empirical exchange rate models of the nineties: Are any fit to survive? (2005)Empirical exchange rate model…Exchange Rates and Fundamentals (2004)Exchange Rates and Fundamenta…The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Six Major Puzzles in Inte…Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals (2000)Nonlinear adjustment, long-ru…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Target Zones and Exchange Rate Dynamics (1991)Target Zones and Exchange Rat…Long-Run Economic Relationships (1991)Long-Run Economic Relationshi…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Job Market Signaling (1973)Renewable and non-renewable energy consumption and economic growth relationship revisited: Evidence from G7 countries (2012)On the causal dynamics between economic growth, renewable energy consumption, CO 2 emissions and trade openness: Fresh evidence from BRICS countries (2014)Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis (2017)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)Macroeconomics and Reality (1980)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)How do business and financial cycles interact? (2012)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Testing slope homogeneity in large panels (2007)Testing for Granger non-causality in heterogeneous panels (2012)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)The Limits of Financial Globalization (2005)An Equilibrium Model of “Global Imbalances” and Low Interest Rates (2008)Cultural Biases in Economic Exchange? * (2009)No Single Currency Regime is Right for All Countries or At All Times (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)Predictive regressions (1999)Cointegration and speed of convergence to equilibrium (1996)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy (2014)
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References

  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
  • 1991Target Zones and Exchange Rate Dynamics1,089 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 2011Asymmetric causality tests with an application880 cited
  • 2005Exchange Rates and Fundamentals808 cited
  • 1991Long-Run Economic Relationships760 cited
  • 2004Exchange Rates and Fundamentals723 cited
  • 2005Empirical exchange rate models of the nineties: Are any fit to survive?717 cited
  • 2013Exchange Rate Predictability654 cited
  • 2010Can Exchange Rates Forecast Commodity Prices? *597 cited
  • 2010Testing for Granger causality in heterogeneous mixed panels546 cited
  • 2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals455 cited
  • 2007

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Imperfect Knowledge Economics: Exchange Rates and Risk
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