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Volumn 50, Issue 1, 1996, Pages 7-11

Panel unit root tests and real exchange rates

Author keywords

Exchange rates; Panel unit roots

Indexed keywords


EID: 0030305869     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1765(95)00730-X     Document Type: Article
Times cited : (117)

References (15)
  • 1
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  • 2
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    • Purchasing power parity: A survey of and challenge to recent literature
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    • Breur, J., 1994, Purchasing power parity: A survey of and challenge to recent literature, in: J. Williamson, ed., Fundamental equilibrium exchange rates, in press.
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  • 3
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    • A re-assessment of the relationship between real exchange rates and real interest rates: 1974-1990
    • Edison, H. and D. Pauls, 1993, A re-assessment of the relationship between real exchange rates and real interest rates: 1974-1990, Journal of Monetary Economics, 165-188.
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    • Edison, H.1    Pauls, D.2
  • 4
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    • International capital flows and domestic economic policies
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    • Frankel, J.A.1
  • 5
    • 77957239083 scopus 로고
    • Perspectives on PPP and long-run real exchange rates
    • G. Grossman and K. Rogoff, eds., North-Holland, Amsterdam
    • Froot, K. A. and K. Rogoff, 1995, Perspectives on PPP and long-run real exchange rates, in: G. Grossman and K. Rogoff, eds., Handbook of international economics, Vol. 3 (North-Holland, Amsterdam).
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    • Froot, K.A.1    Rogoff, K.2
  • 6
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    • Purchasing power parity in the long-run: A cointegration approach
    • Kim, Y., 1990, Purchasing power parity in the long-run: A cointegration approach, Journal of Money Credit and Banking 22, no. 4, 491-503.
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    • Kim, Y.1
  • 7
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    • Unit root tests in panel data: Asymptotic and finite sample properties
    • in press
    • Levin, A. and C.-F. Lin, 1995. Unit root tests in panel data: Asymptotic and finite sample properties, Journal of Econometrics in press.
    • (1995) Journal of Econometrics
    • Levin, A.1    Lin, C.-F.2
  • 8
    • 0000016892 scopus 로고
    • Purchasing power parity: Some 'long run' evidence from the recent float
    • MacDonald, R., 1988, Purchasing power parity: Some 'long run' evidence from the recent float, De Economist 136, no. 2, 239-252.
    • (1988) De Economist , vol.136 , Issue.2 , pp. 239-252
    • MacDonald, R.1
  • 10
    • 0002378331 scopus 로고
    • Critical values for co-integration tests
    • R.F. Engle and C.W.J. Granger, eds., Oxford University Press, Oxford
    • MacKinnon, J., 1991, Critical values for co-integration tests, in: R.F. Engle and C.W.J. Granger, eds., Long-run economic relationships (Oxford University Press, Oxford).
    • (1991) Long-run Economic Relationships
    • MacKinnon, J.1
  • 11
    • 0001244268 scopus 로고
    • Real and nominal exchange rates in the long-run: An empirical investigation
    • Mark, N., 1990, Real and nominal exchange rates in the long-run: An empirical investigation, Journal of International Economics, 115-136.
    • (1990) Journal of International Economics , pp. 115-136
    • Mark, N.1
  • 12
    • 84977732024 scopus 로고
    • Was it real? The exchange rate-interest rate differential relation over the modern floating-rate period
    • Meese, R. and K. Rogoff, 1988, Was it real? The exchange rate-interest rate differential relation over the modern floating-rate period, The Journal of Finance, XLIII, no. 4.
    • (1988) The Journal of Finance , vol.43 , Issue.4
    • Meese, R.1    Rogoff, K.2
  • 13
    • 21344481029 scopus 로고
    • Exploiting cross section variation for unit root inference in dynamic data
    • Quah, D., 1994, Exploiting cross section variation for unit root inference in dynamic data, Economics Letters 44, 9-19.
    • (1994) Economics Letters , vol.44 , pp. 9-19
    • Quah, D.1
  • 14
    • 0002679349 scopus 로고
    • Violations of purchasing power parity and their implications for efficient international commodity markets
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    • Roll, R., 1979, Violations of purchasing power parity and their implications for efficient international commodity markets, in: M. Sarnat and G. Szego, eds., International Finance and Trade 1 (Ballinger, Cambridge, MA).
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    • Roll, R.1
  • 15
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    • Testing the random walk hypothesis: Power versus frequency of observation
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    • Shiller, R.1    Perron, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.