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Has the relationship between the real exchange rate and its fundamentals changed over time?
16 references·0 citing·31 second hop
Has the relationship between the real exchange rate and its fundamentals changed over time? (2022)Has the relationship between the real exc…The Real Exchange Rate and Economic Growth (2008)The Real Exchange Rate and Ec…Testing for Error Correction in Panel Data* (2007)Testing for Error Correction …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…A PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…A Century of Current Account Dynamics (2002)A Century of Current Account …The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates (2000)The Transfer Problem Revisite…Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals (2000)Nonlinear adjustment, long-ru…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Oil prices and the rise and fall of the US real exchange rate (1998)Oil prices and the rise and f…Exchange Rate Dynamics Redux (1995)Exchange Rate Dynamics ReduxA Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…Expectations and Exchange Rate Dynamics (1976)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Time series forecasting using a hybrid ARIMA and neural network model (2003)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Econometric Analysis of Cross Section and Panel Data (2001)Testing for unit roots in heterogeneous panels (2003)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Monopolistic Competition and the Effects of Aggregate Demand (1987)Foundations of International Macroeconomics (1997)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Was Weber Wrong? A Human Capital Theory of Protestant Economic History (2007)The Next Generation of the Penn World Table (2015)Non-renewable and renewable energy consumption and CO2 emissions in OECD countries: A comparative analysis (2013)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Renewable, non-renewable energy consumption, economic growth, trade openness and ecological footprint: Evidence from organisation for economic Co-operation and development countries (2019)Economic Growth in a Cross Section of Countries (1989)Testing for Granger non-causality in heterogeneous panels (2012)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Testing slope homogeneity in large panels (2007)
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References

  • 2007A simple panel unit root test in the presence of cross‐section dependence13,768 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties13,211 cited
  • 2007Testing for Error Correction in Panel Data*6,337 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data6,001 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,046 cited
  • 1983Empirical exchange rate models of the seventies4,153 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1995Exchange Rate Dynamics Redux2,110 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,933 cited
  • 2008The Real Exchange Rate and Economic Growth1,812 cited
  • 2005Exchange Rates and Fundamentals832 cited
  • 1998Oil prices and the rise and fall of the US real exchange rate563 cited
  • 2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals455 cited
  • 2000The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates342 cited

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A Century of Current Account Dynamics
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