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Real exchange rates and unit root tests

https://doi.org/10.1007/bf02707290
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/jae.3950070306openalex-snapshot
The relationship between power and level for generic unit root tests in finite samples
inferredcites →https://doi.org/10.1016/0164-0704(95)80068-9openalex-snapshot
Applied econometric time series
inferredcites →https://doi.org/10.1016/0165-1765(95)00730-xopenalex-snapshot
Panel unit root tests and real exchange rates
inferredcites →https://doi.org/10.1016/0165-1889(91)90013-qopenalex-snapshot
A critique of the application of unit root tests
inferredcites →https://doi.org/10.1016/0167-2231(87)90007-8openalex-snapshot
An empirical investigation of the long-run behavior of real exchange rates
inferredcites →https://doi.org/10.1016/0167-2231(90)90021-copenalex-snapshot
Unit roots in real GNP: Do we know, and do we care?
inferredcites →https://doi.org/10.1016/0169-2070(88)90121-5openalex-snapshot
Journal of business and economic statistics 5
inferredcites →https://doi.org/10.1016/0169-2070(94)90039-6openalex-snapshot
Journal of Business and Economic Statistics
inferredcites →https://doi.org/10.1016/0169-2070(96)88197-0openalex-snapshot
Journal of economic literature
inferredcites →https://doi.org/10.1016/0261-5606(96)00012-5openalex-snapshot
Purchasing power parity and unit root tests using panel data
inferredcites →https://doi.org/10.1016/s0022-1996(97)00017-2openalex-snapshot
The overvaluation of purchasing power parity
inferredcites →https://doi.org/10.1016/s0165-1765(97)81874-5openalex-snapshot
New panel unit root tests of PPP
inferredcites →https://doi.org/10.1016/s0304-4076(01)00098-7openalex-snapshot
Unit root tests in panel data: asymptotic and finite-sample properties
inferredcites →https://doi.org/10.1016/s0304-4076(03)00092-7openalex-snapshot
Testing for unit roots in heterogeneous panels
inferredcites →https://doi.org/10.1017/cbo9780511754159openalex-snapshot
The Economics of Exchange Rates
inferredcites →https://doi.org/10.1080/07350015.1992.10509904openalex-snapshot
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
inferredcites →https://doi.org/10.1080/07350015.1994.10524567openalex-snapshot
A Comparison of Unit-Root Test Criteria
inferredcites →https://doi.org/10.1080/07474930008800473openalex-snapshot
Nonstationary panel data analysis: an overview of some recent developments
inferredcites →https://doi.org/10.1086/262031openalex-snapshot
Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries
inferredcites →https://doi.org/10.1111/1368-423x.00059openalex-snapshot
Likelihood‐based cointegration tests in heterogeneous panels
inferredcites →https://doi.org/10.1111/j.1468-0084.1990.mp52002003.xopenalex-snapshot
MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
inferredcites →https://doi.org/10.1111/j.1468-0084.1993.mp55003003.xopenalex-snapshot
FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION
inferredcites →https://doi.org/10.1198/073500102753410372openalex-snapshot
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
inferredcites →https://doi.org/10.2307/2077966openalex-snapshot
Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test
inferredcites →https://doi.org/10.2307/2291367openalex-snapshot
Applied Econometric Time Series.
inferredcites →https://doi.org/10.82444/warw.33711346openalex-snapshot
The Economics of Exchange Rates

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.2232769openalex-extracted
Investigating Purchasing Power Parity in Central and Eastern European Countries: A Panel Data Approach
inferred← citeshttps://doi.org/10.2139/ssrn.337100openalex-extracted
Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis Using Panel Data Cointegration Tests
inferred← citeshttps://doi.org/10.1007/s10290-013-0165-2openalex-snapshot
Cointegration tests of purchasing power parity
inferred← citeshttps://doi.org/10.1016/j.iref.2014.11.014openalex-snapshot
Purchasing power parity-symmetry and proportionality: Evidence from 116 countries
inferred← citeshttps://doi.org/10.1016/j.worlddev.2004.02.004openalex-snapshot
Workers' Remittances and the Real Exchange Rate: A Paradox of Gifts
inferred← citeshttps://doi.org/10.1080/09603100500039623openalex-snapshot
Can the Balassa-Samuelson theory explain long-run real exchange rate movements in OECD countries?
inferred← citeshttps://doi.org/10.1080/14631370701680063openalex-snapshot
Purchasing Power Parity in Transition Economies: Does It Hold in the Czech Republic, Hungary and Slovenia?
inferred← citeshttps://doi.org/10.22201/iiec.20078951e.2005.141.7582openalex-snapshot
Exchange rates, market efficiency and purchasing power parity: Long-run tests for the Latin American currencies
inferred← citeshttps://doi.org/10.2478/crebss-2018-0004openalex-snapshot
Purchasing power parity in ASEAN+3: an application of panel unit root tests
inferred← citeshttps://doi.org/10.2478/mdke-2022-0024openalex-snapshot
Long-Memory Models in Testing the Efficiency Market Hypothesis of the Algerian Exchange Market
inferred← citeshttps://doi.org/10.2478/ngoe-2018-0024openalex-snapshot
Testing the Purchasing Power Parity Hypothesis: Case of ASEAN Economies
inferred← citeshttps://doi.org/10.2753/eee0012-8775440404openalex-snapshot
Testing the Theory of Purchasing Power Parity for Slovenia and Hungary
inferred← citeshttps://doi.org/10.31410/tmt.2020.107openalex-snapshot
ARE THE MEDITERRANEAN COUNTRIES WITH TOURISM PRICE INDICES IN THE PURCHASING POWER PARITY ZONE?
inferred← citeshttps://doi.org/10.31410/tmt.2021-2022.109openalex-snapshot
Purchasing Power Parity under Tourism Price Indices: An Analysis for Euro Area
inferred← citeshttps://doi.org/10.48550/arxiv.2102.10048openalex-snapshot
Approximate Bayes factors for unit root testing
inferred← citeshttps://doi.org/10.5897/ajbm2015.7803openalex-snapshot
Exchange rate dynamics and monetary unions in Africa: A fractional integration and cointegration analysis
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