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Exchange rate volatility and Turkey-Germany bilateral trade: An asymmetry analysis
16 references·1 citing·33 second hop
Exchange rate volatility and Turkey-Germany bilateral trade: An asymmetry analysis (2022)Exchange rate volatility and Turkey-Germa…Nonlinear ARDL Approach and the J-Curve Phenomenon (2015)Nonlinear ARDL Approach and t…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…The J‐curve dynamics of Turkish bilateral trade: a cointegration approach (2007)The J‐curve dynamics of Turki…Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Minimum Lagrange Multiplier U…Testing for a unit root in the nonlinear STAR framework (2002)Testing for a unit root in th…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Bilateral J-Curve between U.S. and her trading partners (1999)Bilateral J-Curve between U.S…Markov-Switching Vector Autoregressions (1997)Markov-Switching Vector Autor…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Is there a J-curve? (1989)Is there a J-curve?A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Devaluation and the J-Curve: Some Evidence from LDCs (1985)Devaluation and the J-Curve: …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Currency Contracts, Pass-Through, and Devaluation (1973)Currency Contracts, Pass-Thro…Asymmetric effects of exchange rate volatility on Turkish-German commodity trade (2024)Asymmetric effects of exchang…Statistical analysis of cointegration vectors (1988)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)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Trends and random walks in macroeconmic time series (1982)Trends and random walks in macroeconomic time series (1988)Cointegration: how short is the long run? (1991)The J-Curve: a literature review (2004)The Productivity J-Curve: How Intangibles Complement General Purpose Technologies (2020)Testing for unit roots in heterogeneous panels (2003)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* (2011)The flexible Fourier form and Dickey–Fuller type unit root tests (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy (2014)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)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)
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References

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265 cited
  • 2007The J‐curve dynamics of Turkish bilateral trade: a cointegration approach220 cited
  • Cited by

    • 2024Asymmetric effects of exchange rate volatility on Turkish-German commodity trade14 cited