-
1
-
-
84986356297
-
The relationship between power and level for generic unit root tests in finite samples
-
Blough, S. R. (1992). The Relationship between Power and Level for Generic Unit Root Tests in Finite Samples. Journal of Applied Econometrics 7 (3): 295-308.
-
(1992)
Journal of Applied Econometrics
, vol.7
, Issue.3
, pp. 295-308
-
-
Blough, S.R.1
-
3
-
-
0031287134
-
New panel unit root tests of PPP
-
Coakley, J., and A. M. Fuertes (1997). New Panel Unit Root Tests of PPP. Economics Letters 57 (1): 17-22.
-
(1997)
Economics Letters
, vol.57
, Issue.1
, pp. 17-22
-
-
Coakley, J.1
Fuertes, A.M.2
-
4
-
-
33749039273
-
A critique of the application of unit root tests
-
Cochrane, J. (1991). A Critique of the Application of Unit Root Tests. Journal of Economic Dynamics and Control 15 (2): 275-284.
-
(1991)
Journal of Economic Dynamics and Control
, vol.15
, Issue.2
, pp. 275-284
-
-
Cochrane, J.1
-
5
-
-
84981676740
-
Finite sample sizes of Johansen's likelihood ratio tests for cointegration
-
Cheung, Y., and K. S. Lai (1993). Finite Sample Sizes of Johansen's Likelihood Ratio Tests for Cointegration. Oxford Bulletin of Economics and Statistics 55 (3): 313-328.
-
(1993)
Oxford Bulletin of Economics and Statistics
, vol.55
, Issue.3
, pp. 313-328
-
-
Cheung, Y.1
Lai, K.S.2
-
7
-
-
45949119253
-
An empirical investigation of the long-run behaviour of real exchange rates
-
Huizinga, J. (1987). An Empirical Investigation of the Long-Run Behaviour of Real Exchange Rates. Carnegie-Rochester Conference Series on Public Policy 27:149-214.
-
(1987)
Carnegie-rochester Conference Series on Public Policy
, vol.27
, pp. 149-214
-
-
Huizinga, J.1
-
9
-
-
84981579311
-
Maximum likelihood estimation and inference on cointegration - With applications to the demand for money
-
Johansen, S., and K. Juselius (1990). Maximum Likelihood Estimation and Inference on Cointegration - with Applications to the Demand for Money. Oxford Bulletin of Economics and Statistics 52 (2): 169-210.
-
(1990)
Oxford Bulletin of Economics and Statistics
, vol.52
, Issue.2
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
11
-
-
0039545491
-
Unit root tests in panel data: Asymptotic and finite-sample properties
-
University of California, San Diego
-
Levin, A., and C-F. Lin (1992). Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties. University of California Working Paper 92, 23. University of California, San Diego.
-
(1992)
University of California Working Paper
, vol.92
, pp. 23
-
-
Levin, A.1
Lin, C.-F.2
-
12
-
-
0030480824
-
Real exchange rate behaviour: The recent float from the perspective of the past two centuries
-
Lothian, J., and M. Taylor (1996). Real Exchange Rate Behaviour: The Recent Float from the Perspective of the Past Two Centuries. Journal of Political Economy 104 (3): 488-509.
-
(1996)
Journal of Political Economy
, vol.104
, Issue.3
, pp. 488-509
-
-
Lothian, J.1
Taylor, M.2
-
13
-
-
0030305869
-
Panel unit root tests and real exchange rates
-
MacDonald, R. (1996). Panel Unit Root Tests and Real Exchange Rates. Economics Letters 50 (1): 7-11.
-
(1996)
Economics Letters
, vol.50
, Issue.1
, pp. 7-11
-
-
MacDonald, R.1
-
14
-
-
0348246070
-
The overvaluation of purchasing power parity
-
O'Connell, P. G. J. (1998). The Overvaluation of Purchasing Power Parity. Journal of International Economics 44 (1): 1-19.
-
(1998)
Journal of International Economics
, vol.44
, Issue.1
, pp. 1-19
-
-
O'Connell, P.G.J.1
-
15
-
-
0030163302
-
Purchasing power parity and unit root tests using panel data
-
Oh, K. Y. (1996). Purchasing Power Parity and Unit Root Tests using Panel Data. Journal of International Money and Finance 15 (3): 405-418.
-
(1996)
Journal of International Money and Finance
, vol.15
, Issue.3
, pp. 405-418
-
-
Oh, K.Y.1
-
17
-
-
21244495575
-
Nonstationary panel data analysis: An overview of some recent developments
-
Yale University, New Haven
-
Phillips, P. C. B., and H. R. Moon (1999). Nonstationary Panel Data Analysis: An Overview of Some Recent Developments. Cowles Discussion Paper 1221. Yale University, New Haven.
-
(1999)
Cowles Discussion Paper
, vol.1221
-
-
Phillips, P.C.B.1
Moon, H.R.2
-
18
-
-
0000786475
-
The purchasing power parity puzzle
-
Rogoff, K. (1996). The Purchasing Power Parity Puzzle. Journal of Economic Literature 34 (2): 647-668.
-
(1996)
Journal of Economic Literature
, vol.34
, Issue.2
, pp. 647-668
-
-
Rogoff, K.1
-
19
-
-
0002679349
-
Violations of purchasing power parity theory and their implications for efficient international commodity markets
-
M. Sarnat and G. Szego (eds.), Cambridge, Mass.: Ballinger
-
Roll, R. (1979). Violations of Purchasing Power Parity Theory and their Implications for Efficient International Commodity Markets. In M. Sarnat and G. Szego (eds.), International Finance and Trade. Cambridge, Mass.: Ballinger.
-
(1979)
International Finance and Trade
-
-
Roll, R.1
-
20
-
-
0001795161
-
The economics of exchange rates
-
Taylor, M. (1995). The Economics of Exchange Rates. Journal of Economic Literature 33 (1): 13-47.
-
(1995)
Journal of Economic Literature
, vol.33
, Issue.1
, pp. 13-47
-
-
Taylor, M.1
-
21
-
-
0030534750
-
Are real exchange rates non-stationary? Evidence from a panel data test
-
Wu, Y. (1996). Are Real Exchange Rates Non-Stationary? Evidence from a Panel Data Test. Journal of Money, Credit and Banking 28 (1): 54-63.
-
(1996)
Journal of Money, Credit and Banking
, vol.28
, Issue.1
, pp. 54-63
-
-
Wu, Y.1
-
22
-
-
28444488750
-
Further evidence on the great crash, the oil price shock and the unit root hypothesis
-
Zivot, E., and D. W. K. Andrews (1992). Further Evidence on the Great Crash, the Oil Price Shock and the Unit Root Hypothesis. Journal of Business and Economic Statistics 10 (3): 251-270.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, Issue.3
, pp. 251-270
-
-
Zivot, E.1
Andrews, D.W.K.2
|