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The Behavioural Equilibrium Exchange Rate of the Czech Koruna
16 references·2 citing·38 second hop
The Behavioural Equilibrium Exchange Rate of the Czech Koruna (2005)The Behavioural Equilibrium Exchange Rate…Concepts to Calculate Equilibrium Exchange Rates: An Overview (2016)Concepts to Calculate Equilib…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Interpreting Real Exchange Rate Movements in Transition Countries (2001)Interpreting Real Exchange Ra…Filtering the BEER: A permanent and transitory decomposition (2000)Filtering the BEER: A permane…What Determines Real Exchange Rates? The Long and the Short of It (1999)What Determines Real Exchange…Real-Exchange-Rate Misalignments and Growth (1999)Real-Exchange-Rate Misalignme…Leading Indicators of Currency Crises (1999)Leading Indicators of Currenc…Fundamental Determinants of Exchange Rates (1998)Fundamental Determinants of E…Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers (1998)Exchange Rates and Economic F…Exchange Rate Assessment: Extension of the Macroeconomic Balance Approach (1998)Exchange Rate Assessment: Ext…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…Estimating equilibrium exchange rates (1995)Estimating equilibrium exchan…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Asymptotically Efficient Estimation of Cointegration Regressions (1991)Asymptotically Efficient Esti…Measuring real exchange rate misalignment in Croatia: cointegration approach (2014)Measuring real exchange rate …Kurs złoty/euro: teoria i empiria (2013)Kurs złoty/euro: teoria i emp…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Bounds testing approaches to the analysis of level relationships (2001)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Statistical analysis of cointegration vectors (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A PANIC Attack on Unit Roots and Cointegration (2004)Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption (2004)Realized Variance and Market Microstructure Noise (2006)A Model of Balance-of-Payments Crises (1979)Currency crashes in emerging markets: An empirical treatment (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth (2003)What Matters for Financial Development? Capital Controls, Institutions, and Interactions (2005)Gross capital flows: Dynamics and crises (2013)Economic Growth in a Cross Section of Countries (1989)Sources of economic growth (1994)Real Exchange Rate Misalignments and Economic Performance (2005)Patterns of international capital flows and their implications for economic development (2006)Currency misalignments and growth: a new look using nonlinear panel data methods (2011)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)On the estimation and inference of a cointegrated regression in panel data (2004)Testing for Error Correction in Panel Data* (2007)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Exchange Rates in Emerging Economies: What Do We Know? What Do We Need to Know? (1999)The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates (2000)Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues* (2006)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Series‐specific Unit Root Tests with Panel Data* (2002)
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References

  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
  • 1999Leading Indicators of Currency Crises696 cited
  • 1998Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers587 cited
  • 1995Estimating equilibrium exchange rates551 cited
  • 1999Real-Exchange-Rate Misalignments and Growth211 cited
  • 2016Concepts to Calculate Equilibrium Exchange Rates: An Overview201 cited
  • 1998Exchange Rate Assessment: Extension of the Macroeconomic Balance Approach197 cited
  • 1999What Determines Real Exchange Rates? The Long and the Short of It193 cited
  • 2001Interpreting Real Exchange Rate Movements in Transition Countries177 cited
  • 2000Filtering the BEER: A permanent and transitory decomposition

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174 cited
  • 1998Fundamental Determinants of Exchange Rates165 cited
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    • 2013Kurs złoty/euro: teoria i empiria20 cited
    • 2014Measuring real exchange rate misalignment in Croatia: cointegration approach10 cited