SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
PPP and the Euro-area
16 references·16 citing·27 second hopsampled
PPP and the Euro-area (2004)PPP and the Euro-areaSeries‐specific Unit Root Tests with Panel Data* (2002)Series‐specific Unit Root Tes…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…The emergence of the euro as an international currency (1998)The emergence of the euro as …The behavior of real exchange rates during the post-Bretton Woods period (1998)The behavior of real exchange…Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Real Exchange Rate Behavior: …A panel project on purchasing power parity: Mean reversion within and between countries (1996)A panel project on purchasing…Perspectives on PPP and Long-Run Real Exchange Rates (1994)Perspectives on PPP and Long-…Integration Versus Trend Stationary in Time Series (1992)Integration Versus Trend Stat…To criticize the critics: An objective bayesian analysis of stochastic trends (1991)To criticize the critics: An …Reconsidering ‘trends and random walks in macroeconomic time series’ (1991)Reconsidering ‘trends and ran…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots (1991)Pitfalls and Opportunities: W…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Purchasing Power Parity in the Long Run: A Test of the Dollar/Pound Exchange Rate (1890-1978) (1987)Purchasing Power Parity in th…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…“Conditional PPP” and real exchange rate convergence in the euro area (2017)“Conditional PPP” and real ex…Quantile unit root test and PPP: evidence from 23 OECD countries (2016)Quantile unit root test and P…Economics and finance in Indonesia (2015)Economics and finance in Indo…European exchange rate regimes and purchasing power parity: An empirical study on eleven eurozone countries (2014)European exchange rate regime…The link between life insurance activities and economic growth: Some new evidence (2012)The link between life insuran…Real exchange rate adjustment in European transition countries (2012)Real exchange rate adjustment…PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks (2011)PPP in OECD Countries: An Ana…Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates (2011)Is the evidence for PPP relia…Fish Exports and Economic Growth: The Case of SIDS (2011)Fish Exports and Economic Gro…Testing the Purchasing Power Parity Hypothesis for the New Member and Candidate Countries of the European Union: Evidence from Lagrange Multiplier Unit Root Tests with Structural Breaks (2010)Testing the Purchasing Power …Purchasing Power Parity and the European single currency: Some new evidence (2010)Purchasing Power Parity and t…Towards solving the PPP puzzle: evidence from 113 countries (2009)Towards solving the PPP puzzl…Inflation risk and international asset returns (2009)Inflation risk and internatio…Purchasing Power Parity before and after the Adoption of the Euro (2008)Purchasing Power Parity befor…Empirical Studies on Asset Pricing and Banking in the Euro Area (2005)Empirical Studies on Asset Pr…Do real exchange rates contain a unit root? Evidence from Turkish data (2005)Do real exchange rates contai…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Expectations and Exchange Rate Dynamics (1976)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)The Purchasing Power Parity Puzzle (1996)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Introductory Econometrics for Finance (2008)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Why is it so difficult to beat the random walk forecast of exchange rates? (2003)Testing for a unit root in panels with dynamic factors (2004)Testing for Error Correction in Panel Data* (2007)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)What caused the Asian currency and financial crisis? (1999)Nonstationary panels, cointegration in panels and dynamic panels: A survey (2004)Panel unit root tests under cross‐sectional dependence (2005)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Tourism development and economic growth: A closer look at panels (2007)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 1998The behavior of real exchange rates during the post-Bretton Woods period824 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1994Perspectives on PPP and Long-Run Real Exchange Rates742 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots681 cited
  • 1992Integration Versus Trend Stationary in Time Series504 cited
  • 1998The emergence of the euro as an international currency327 cited
  • 1991To criticize the critics: An objective bayesian analysis of stochastic trends325 cited
  • 2002Series‐specific Unit Root Tests with Panel Data*238 cited
  • 1987Purchasing Power Parity in the Long Run: A Test of the Dollar/Pound Exchange Rate (1890-1978)

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

216 cited
  • 1991Reconsidering ‘trends and random walks in macroeconomic time series’204 cited
  • Cited by

    • 2012The link between life insurance activities and economic growth: Some new evidence125 cited
    • 2009Inflation risk and international asset returns60 cited
    • 2014European exchange rate regimes and purchasing power parity: An empirical study on eleven eurozone countries51 cited
    • 2005Empirical Studies on Asset Pricing and Banking in the Euro Area41 cited
    • 2010Purchasing Power Parity and the European single currency: Some new evidence39 cited
    • 2011Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates35 cited
    • 2008Purchasing Power Parity before and after the Adoption of the Euro33 cited
    • 2011Fish Exports and Economic Growth: The Case of SIDS29 cited
    • 2010Testing the Purchasing Power Parity Hypothesis for the New Member and Candidate Countries of the European Union: Evidence from Lagrange Multiplier Unit Root Tests with Structural Breaks27 cited
    • 2016Quantile unit root test and PPP: evidence from 23 OECD countries27 cited
    • 2011PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks26 cited
    • 2005Do real exchange rates contain a unit root? Evidence from Turkish data26 cited
    • 2009Towards solving the PPP puzzle: evidence from 113 countries25 cited
    • 2017“Conditional PPP” and real exchange rate convergence in the euro area24 cited
    • 2012Real exchange rate adjustment in European transition countries21 cited
    • 2015Economics and finance in Indonesia21 cited