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https://doi.org/10.2139/ssrn.1815140

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inferredcites →https://doi.org/10.1002/(sici)1099-1255(199611)11:6<601::aid-jae417>3.0.co;2-topenalex-extracted
Numerical distribution functions for unit root and cointegration tests
inferredcites →https://doi.org/10.1002/(sici)1099-1255(199909/10)14:5<563::aid-jae530>3.0.co;2-ropenalex-extracted
Numerical distribution functions of likelihood ratio tests for cointegration
inferredcites →https://doi.org/10.1002/ijfe.166openalex-extracted
Macroeconomic fundamentals and the DM/$ exchange rate: Temporal instability and the monetary model
inferredcites →https://doi.org/10.1007/978-3-540-75892-1_9openalex-extracted
Unit Roots and Cointegration in Panels
inferredcites →https://doi.org/10.1007/bf02925336openalex-extracted
Comparisons of tests for multivariate cointegration
inferredcites →https://doi.org/10.1007/s001810050066openalex-extracted
Long horizon predictability of exchange rates: Is it for real?
inferredcites →https://doi.org/10.1016/0022-1996(83)90017-xopenalex-extracted
Empirical exchange rate models of the seventies
inferredcites →https://doi.org/10.1016/j.econmod.2004.07.001openalex-extracted
Markov switching regimes in a monetary exchange rate model
inferredcites →https://doi.org/10.1016/j.econmod.2008.10.006openalex-extracted
Panel cointegration and the monetary exchange rate model
inferredcites →https://doi.org/10.1016/j.gfj.2004.09.001openalex-extracted
Do fundamentals matter for the D-Mark/Euro–Dollar? A regime switching approach
inferredcites →https://doi.org/10.1016/j.intfin.2007.08.004openalex-extracted
Policy coordination and risk premium in foreign exchange markets for major EU currencies
inferredcites →https://doi.org/10.1016/j.jeconbus.2009.07.002openalex-extracted
Bivariate cointegration of major exchange rates, cross-market efficiency and the introduction of the Euro
inferredcites →https://doi.org/10.1016/j.jimonfin.2004.05.002openalex-extracted
Testing the monetary model of exchange rate determination: a closer look at panels
inferredcites →https://doi.org/10.1016/j.najef.2010.01.001openalex-extracted
Does the nominal exchange rate regime affect the real interest parity condition?
inferredcites →https://doi.org/10.1016/s0261-5606(00)00013-9openalex-extracted
European Monetary Union: a cointegration analysis
inferredcites →https://doi.org/10.1016/s0261-5606(00)00048-6openalex-extracted
Unit root tests for panel data
inferredcites →https://doi.org/10.1016/s0261-5606(99)00044-3openalex-extracted
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
inferredcites →https://doi.org/10.1016/s0304-4076(01)00098-7openalex-extracted
Unit root tests in panel data: asymptotic and finite-sample properties
inferredcites →https://doi.org/10.1016/s1042-4431(98)00021-3openalex-extracted
Monetary-based models of the exchange rate: a panel perspective
inferredcites →https://doi.org/10.1017/cbo9780511754159openalex-extracted
The Economics of Exchange Rates
inferredcites →https://doi.org/10.1017/s0266466604203073openalex-extracted
PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
inferredcites →https://doi.org/10.1080/01621459.1979.10482531openalex-extracted
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
inferredcites →https://doi.org/10.1093/acrefore/9780190625979.013.247openalex-extracted
The Cointegrated VAR Methodology
inferredcites →https://doi.org/10.1093/biomet/75.2.335openalex-extracted
Testing for a Unit Root in Time Series Regression
inferredcites →https://doi.org/10.1111/1468-0084.00024openalex-extracted
Cointegration and the Monetary Exchange Rate Model Revisited*
inferredcites →https://doi.org/10.1111/1468-0084.0610s1631openalex-extracted
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
inferredcites →https://doi.org/10.1111/1468-0084.0610s1653openalex-extracted
Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
inferredcites →https://doi.org/10.1111/1468-0262.00256openalex-extracted
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
inferredcites →https://doi.org/10.1111/1468-2354.00144openalex-extracted
Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles
inferredcites →https://doi.org/10.1111/j.1467-9892.1992.tb00113.xopenalex-extracted
VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING
inferredcites →https://doi.org/10.1111/j.1468-0084.1986.mp48003002.xopenalex-extracted
DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES
inferredcites →https://doi.org/10.1111/j.1468-0084.2003.00066.xopenalex-extracted
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand*
inferredcites →https://doi.org/10.1111/j.1468-0084.2006.00452.xopenalex-extracted
Cointegration Testing in Panels with Common Factors*
inferredcites →https://doi.org/10.1111/j.1468-0262.2004.00528.xopenalex-extracted
A PANIC Attack on Unit Roots and Cointegration
inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb05085.xopenalex-extracted
Purchasing Power Parity in the Long Run
inferredcites →https://doi.org/10.2139/ssrn.146188openalex-extracted
Nominal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel
inferredcites →https://doi.org/10.2139/ssrn.261650openalex-extracted
inferredcites →https://doi.org/10.2307/1911408openalex-extracted
Biases in Dynamic Models with Fixed Effects
inferredcites →https://doi.org/10.2307/2077966openalex-extracted
Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test
inferredcites →https://doi.org/10.2307/2297968openalex-extracted
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
inferredcites →https://doi.org/10.3386/t0100openalex-extracted
Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots
inferredcites →https://doi.org/10.3386/w0865openalex-extracted
A Reexamination of Purchasing Power Parity: A Multicountry and Multiperiod Study
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