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Price Indexes across Space and Time and the Stochastic Properties of Prices
12 references·1 citing·35 second hop
Price Indexes across Space and Time and the Stochastic Properties of Prices (2009)Price Indexes across Space and Time and t…Price and Quantity Index Numbers: Models for Measuring Aggregate Change and Difference (2012)Price and Quantity Index Numb…Price and Quantity Index Numbers (2008)Price and Quantity Index Numb…ON THE EQUIVALENCE OF WEIGHTED COUNTRY-PRODUCT-DUMMY (CPD) METHOD AND THE RAO-SYSTEM FOR MULTILATERAL PRICE COMPARISONS (2005)ON THE EQUIVALENCE OF WEIGHTE…Constructing Price Indexes across Space and Time: The Case of the European Union (2004)Constructing Price Indexes ac…Comparing Price Levels across Countries Using Minimum-Spanning Trees (1999)Comparing Price Levels across…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Modelling Nonlinear Relationships between Extended-Memory Variables (1995)Modelling Nonlinear Relations…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…INTERNATIONAL PRICE COMPARISONS BASED UPON INCOMPLETE DATA* (1973)INTERNATIONAL PRICE COMPARISO…A New System of Index Numbers for National and International Purposes (1972)A New System of Index Numbers…A Note on the Comparison of Exchange Rates and Purchasing Power Between Countries (1958)A Note on the Comparison of E…On the Empirical Failure of Purchasing Power Parity Tests (2014)On the Empirical Failure of P…Annual Survey of General Economic Theory: The Problem of Index Numbers (1936)Economic Activity Analysis (1956)Equilibrium, Stability and Growth (1963)Facets of Balassa‐Samuelson Thirty Years Later* (1994)The Next Generation of the Penn World Table (2015)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)Convergence (1992)ICT AND EUROPE's PRODUCTIVITY PERFORMANCE: INDUSTRY-LEVEL GROWTH ACCOUNT COMPARISONS WITH THE UNITED STATES (2005)The Next Generation of the Penn World Table (2013)American Economic Review (2019)Testing for neglected nonlinearity in time series models (1993)International Cross‐Listing and Order Flow Migration: Evidence from an Emerging Market (1998)Hidden Cointegration (2002)A Cointegration Analysis of Treasury Bill Yields (2008)Modelling Nonlinear Economic Time Series (2010)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)International Prices and Endogenous Quality * (2014)Geometric mean quantity index numbers with Benefit-of-the-Doubt weights (2016)Ten Years of Product Market Reform in OECD Countries - Insights from a Revised PMR Indicator (2010)Purchasing Power Parity Exchange Rates for the Global Poor (2011)The Relative Price of Services (2012)Profit, productivity and price performance changes in the water and sewerage industry: an empirical application for England and Wales (2014)Invariant Economic Index Numbers and Canonical Duality: Survey and Synthesis. (1974)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)
this work references cited by second hop

References

  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,279 cited
  • 1958A Note on the Comparison of Exchange Rates and Purchasing Power Between Countries239 cited
  • 2008Price and Quantity Index Numbers216 cited
  • 1972A New System of Index Numbers for National and International Purposes201 cited
  • 2004Constructing Price Indexes across Space and Time: The Case of the European Union179 cited
  • 1973INTERNATIONAL PRICE COMPARISONS BASED UPON INCOMPLETE DATA*171 cited
  • 1995Modelling Nonlinear Relationships between Extended-Memory Variables145 cited
  • 2012Price and Quantity Index Numbers: Models for Measuring Aggregate Change and Difference136 cited
  • 2005ON THE EQUIVALENCE OF WEIGHTED COUNTRY-PRODUCT-DUMMY (CPD) METHOD AND THE RAO-SYSTEM FOR MULTILATERAL PRICE COMPARISONS101 cited
  • 1999Comparing Price Levels across Countries Using Minimum-Spanning Trees96 cited

Cited by

  • 2014On the Empirical Failure of Purchasing Power Parity Tests10 cited

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