-
1
-
-
0040279405
-
The relationship between the income and price elasticities of demand for United States exports
-
Adler, M. F. "The Relationship Between the Income and Price Elasticities of Demand for United States Exports," Review of Economics and Statistics, 52, 1970, pp. 313-9.
-
(1970)
Review of Economics and Statistics
, vol.52
, pp. 313-319
-
-
Adler, M.F.1
-
2
-
-
0025590233
-
An econometric investigation of export behavior in seven asian developing economies
-
Arize, A. C. "An Econometric Investigation of Export Behavior in Seven Asian Developing Economies," Applied Economics, 22, 1990, pp. 891-904.
-
(1990)
Applied Economics
, vol.22
, pp. 891-904
-
-
Arize, A.C.1
-
3
-
-
0040834807
-
The effects of exchange-rate volatility on U.S. exports: An empirical investigation
-
-. "The Effects of Exchange-rate Volatility on U.S. Exports: An Empirical Investigation," Southern Economic Journal, 62, 1995, pp. 34-43.
-
(1995)
Southern Economic Journal
, vol.62
, pp. 34-43
-
-
-
4
-
-
0040954834
-
Exchange-rate volatility and foreign trade: Evidence from thirteen LDCs
-
Arize, A. C; Osang, T.; Slottje, D. J. "Exchange-rate Volatility and Foreign Trade: Evidence From Thirteen LDCs," Journal of Business & Economic Statistics, 18, 2000, pp. 10-7.
-
(2000)
Journal of Business & Economic Statistics
, vol.18
, pp. 10-17
-
-
Arize, A.C.1
Osang, T.2
Slottje, D.J.3
-
5
-
-
84963027196
-
The demand for Ml in the U.S.A., 1960-1988
-
Baba, Y.; Hendry, D. F.; Starr, R. M. "The Demand for Ml in the U.S.A., 1960-1988," Review of Economic Studies, 59, 1992, pp. 25-61.
-
(1992)
Review of Economic Studies
, vol.59
, pp. 25-61
-
-
Baba, Y.1
Hendry, D.F.2
Starr, R.M.3
-
6
-
-
84977331338
-
Exchange rate risk, exchange rate regime and the volume of international trade
-
Brada, J. C; Mendez, J. A. "Exchange Rate Risk, Exchange Rate Regime and the Volume of International Trade," Kyklos, 41, 1988, pp. 263-80.
-
(1988)
Kyklos
, vol.41
, pp. 263-280
-
-
Brada, J.C.1
Mendez, J.A.2
-
7
-
-
0001678303
-
The effect of real exchange rate uncertainty on exports: Empirical evidence
-
Caballero, R. J.; Corbo, V. "The Effect of Real Exchange Rate Uncertainty on Exports: Empirical Evidence," The World Bank Economic Review, 3, 1989, pp. 263-78.
-
(1989)
The World Bank Economic Review
, vol.3
, pp. 263-278
-
-
Caballero, R.J.1
Corbo, V.2
-
8
-
-
0001397560
-
Pitfalls and opportunities: What macroeconomists should know about unit roots
-
Cambridge, Mass: MIT Press (Technical Working Paper, 100, April)
-
Campbell, J. Y.; Perron, P. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Macroeconomics Annual, Cambridge, Mass: MIT Press (Technical Working Paper, 100, April), 1991.
-
(1991)
NBER Macroeconomics Annual
-
-
Campbell, J.Y.1
Perron, P.2
-
9
-
-
77950065828
-
What do we know about investment under uncertainty?
-
University of Kent at Canterbury
-
Carruth, A.; Henley, A. "What Do We Know About Investment Under Uncertainty?" Discussion paper 98/4, University of Kent at Canterbury.
-
Discussion Paper
, vol.98
, Issue.4
-
-
Carruth, A.1
Henley, A.2
-
10
-
-
84981676740
-
Finite-sample sizes of johansen's likelihood ratio tests for cointegration
-
August
-
Cheung, Yin-Wong; Lai, Kon S. "Finite-Sample Sizes of Johansen's Likelihood Ratio Tests for Cointegration," Oxford Bulletin of Economics and Statistics, 55, August 1993, pp. 313-28.
-
(1993)
Oxford Bulletin of Economics and Statistics
, vol.55
, pp. 313-328
-
-
Cheung, Y.-W.1
Lai, K.S.2
-
11
-
-
0027708878
-
Does exchange rate volatility depress trade flows? Evidence from error- correction model
-
Chowdhury, A. R. "Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error- correction Model," Review of Economics and Statistics, 75, 1993, pp. 700-6.
-
(1993)
Review of Economics and Statistics
, vol.75
, pp. 700-706
-
-
Chowdhury, A.R.1
-
12
-
-
0005759895
-
The crawling peg and exchange rate uncertainty
-
in John Williamson, ed., New York: St. Martins
-
Coes, D. V. "The Crawling Peg and Exchange Rate Uncertainty," in John Williamson, ed., Exchange Rates Rules, New York: St. Martins, 1981.
-
(1981)
Exchange Rates Rules
-
-
Coes, D.V.1
-
13
-
-
38249029243
-
U.S. bilateral trade flows and exchange risk during the floating period
-
Cushman, D. O. "U.S. Bilateral Trade Flows and Exchange Risk During the Floating Period," Journal of International Economics, 25, 1988, pp. 317-30.
-
(1988)
Journal of International Economics
, vol.25
, pp. 317-330
-
-
Cushman, D.O.1
-
14
-
-
0033034451
-
The impact of exchange rate uncertainty on the level of investment
-
March
-
Darby, J.; Andrew, H. H.; Ireland, J.; Piscitelli, L. "The Impact of Exchange Rate Uncertainty on the level of Investment," The Economic Journal, 109, March, 1999, pp. c55-67.
-
(1999)
The Economic Journal
, vol.109
-
-
Darby, J.1
Andrew, H.H.2
Ireland, J.3
Piscitelli, L.4
-
15
-
-
0002222083
-
Exchange rate variability and the slowdown in growth of international trade
-
De Grauwe, P. "Exchange Rate Variability and the Slowdown in Growth of International Trade," IMF Staff Papers, 35, 1988, pp. 63-84.
-
(1988)
IMF Staff Papers
, vol.35
, pp. 63-84
-
-
De Grauwe, P.1
-
16
-
-
0010648514
-
Exchange rate fluctuations and trade flows: Evidence from the european union
-
Sept./ Dec.
-
Dell' Ariccia, Giovanni. "Exchange Rate Fluctuations and Trade Flows: Evidence from the European Union," IMF Staff Papers, 46, Sept./ Dec. 1999, pp. 315-34.
-
(1999)
IMF Staff Papers
, vol.46
, pp. 315-334
-
-
Dell Ariccia, G.1
-
17
-
-
21144463399
-
Real exchange volatility and international trade: A Reexamination of the theory
-
April
-
Delias, H.; Ziberfarb, B. "Real Exchange Volatility and International Trade: A Reexamination of the Theory," Southern Economic Journal, 59, April 1993, pp. 641-7.
-
(1993)
Southern Economic Journal
, vol.59
, pp. 641-647
-
-
Delias, H.1
Ziberfarb, B.2
-
18
-
-
0001800397
-
A primer on cointegration with application to money and income
-
Federal Reserve Bank of St. Louis
-
Dickey, David A.; Jansen, David W.; Thornton, Daniel L. "A Primer on Cointegration With Application to Money and Income," Review, Federal Reserve Bank of St. Louis, 1991, pp. 58-78.
-
(1991)
Review
, pp. 58-78
-
-
Dickey David, A.1
Jansen David, W.2
Thornton Daniel, L.3
-
19
-
-
84946373046
-
Hysteresis, import penetration, and exchange-rate pass-through
-
Dixit, A. "Hysteresis, Import Penetration, and Exchange-Rate Pass-Through," Quarterly Journal of Economics, 104, 1989, 205-27.
-
(1989)
Quarterly Journal of Economics
, vol.104
, pp. 205-227
-
-
Dixit, A.1
-
20
-
-
0002807737
-
Exchange rate regimes and volatility
-
Federal Reserve Bank of Kansas City, Third Quarter
-
Engel, C; Hakkio C. S. "Exchange Rate Regimes and Volatility," Economic Review, Federal Reserve Bank of Kansas City, Third Quarter 1993, pp. 43-58.
-
(1993)
Economic Review
, pp. 43-58
-
-
Engel, C.1
Hakkio, C.S.2
-
21
-
-
0035995693
-
Editors' introduction to twentieth anniversary commemorative issue of the journal of business and economic statistics
-
1, January
-
Ghysels, E.; Hall, A. "Editors' Introduction To Twentieth Anniversary Commemorative Issue of the Journal of Business and Economic Statistics," Journal of Economics and Statistics, 29, 1, January 2002, pp. 1-10.
-
(2002)
Journal of Economics and Statistics
, vol.29
, pp. 1-10
-
-
Ghysels, E.1
Hall, A.2
-
22
-
-
28144459550
-
Some recent developments in a concept of causality
-
Sep./Oct.
-
Granger, C. W. J. "Some Recent Developments in a Concept of Causality," Journal of Econometrics, 39, Sep./Oct. 1988, pp. 199-211.
-
(1988)
Journal of Econometrics
, vol.39
, pp. 199-211
-
-
Granger, C.W.J.1
-
23
-
-
33748065484
-
Spurios regressions in econometrics
-
Granger, C. W. J.; Newbold, P. "Spurios Regressions in Econometrics," Journal of Econometrics, 2, 1974, pp. 111-20.
-
(1974)
Journal of Econometrics
, vol.2
, pp. 111-120
-
-
Granger, C.W.J.1
Newbold, P.2
-
24
-
-
0000271165
-
On modelling the long run in applied economics
-
January
-
-. "On Modelling the Long Run in Applied Economics," The Economic Journal, 107, January 1997, pp. 169-77.
-
(1997)
The Economic Journal
, vol.107
, pp. 169-177
-
-
-
25
-
-
33748632313
-
Five alternative methods of estimating long-run equilibrium relationships
-
Gonzalo, J. "Five Alternative Methods of Estimating Long-Run Equilibrium Relationships," Journal of Econometrics, 60, 1994, pp. 203-33.
-
(1994)
Journal of Econometrics
, vol.60
, pp. 203-233
-
-
Gonzalo, J.1
-
26
-
-
0001462579
-
Testing for parameter instability in linear models
-
Hansen, B. E. "Testing for Parameter Instability in Linear Models," Journal of Policy Modeling, 14, 1992a, pp. 517-33.
-
(1992)
Journal of Policy Modeling
, vol.14
, pp. 517-533
-
-
Hansen, B.E.1
-
27
-
-
84952494734
-
Testing for parameter instability in regressions with 1(1) processes
-
-. "Testing for Parameter Instability in Regressions with 1(1) Processes," Journal of Business and Economic Statistics, 10, 1992b, pp. 321-35.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 321-335
-
-
-
28
-
-
21344467759
-
Long-run money demand in Canada: In search of stability
-
May
-
Haug, Alfred A.; Lucas, Robert F. "Long-Run Money Demand in Canada: In Search of Stability," Review of Economics and Statistics, 78, May 1996, pp. 345-8.
-
(1996)
Review of Economics and Statistics
, vol.78
, pp. 345-348
-
-
Haug Alfred, A.1
Lucas Robert, F.2
-
29
-
-
0002431962
-
Econometric methodology: A personal perspective
-
in T. Bewley, ed., Cambridge: Cambridge University Press
-
Hendry, D. F. "Econometric Methodology: A Personal Perspective," in T. Bewley, ed., Advances in Econometrics, Cambridge: Cambridge University Press, 1987, pp. 29-48.
-
(1987)
Advances in Econometrics
, pp. 29-48
-
-
Hendry, D.F.1
-
30
-
-
0035634068
-
Modelling U.K. inflation, 1875-1991
-
-. "Modelling U.K. Inflation, 1875-1991," Journal of Applied Econometrics, 16, 2001, pp. 255-75.
-
(2001)
Journal of Applied Econometrics
, vol.16
, pp. 255-275
-
-
-
31
-
-
84981621724
-
Determination of cointegrated rank in the presence of a linear trend
-
Johansen, S. "Determination of Cointegrated Rank in the Presence of a Linear Trend," Oxford Bulletin of Economics and Statistics, 54, 1992, pp. 383-97.
-
(1992)
Oxford Bulletin of Economics and Statistics
, vol.54
, pp. 383-397
-
-
Johansen, S.1
-
32
-
-
84981579311
-
Maximum likelihood estimation and inference on cointegration-with applications to demand for demand
-
Johansen, S.; Juselius, K. "Maximum Likelihood Estimation and Inference on Cointegration-with Applications to Demand for Demand," Oxford Bulletin of Economics and Statistics, 52, 1990, pp. 169-210.
-
(1990)
Oxford Bulletin of Economics and Statistics
, vol.52
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
33
-
-
44049113090
-
Domestic and foreign effects on prices in an open economy: The case of Denmark
-
Juselius, K. "Domestic and Foreign Effects on Prices in an Open Economy: The Case of Denmark," Journal of Policy Modelling, 14, 1992, pp. 401-28.
-
(1992)
Journal of Policy Modelling
, vol.14
, pp. 401-428
-
-
Juselius, K.1
-
34
-
-
0000303039
-
Measuring and analyzing the effects of short-term volatility in real exchange rates
-
Kenen, P. T.; Rodrik, D. "Measuring and Analyzing the Effects of Short-term Volatility in Real Exchange Rates," Review of Economics and Statistics, 68, 1986, pp. 311-5.
-
(1986)
Review of Economics and Statistics
, vol.68
, pp. 311-315
-
-
Kenen, P.T.1
Rodrik, D.2
-
35
-
-
0000469564
-
Differences in income elasticities and trends in real exchange rates
-
Krugman, P. "Differences in Income Elasticities and Trends in Real Exchange Rates," European Economic Review, 33, 1989, pp. 1031-54.
-
(1989)
European Economic Review
, vol.33
, pp. 1031-1054
-
-
Krugman, P.1
-
36
-
-
0000336332
-
Real exchange rate volatility and U.S. bilateral trade: A VAR approach
-
Koray, F.; Lastrapes, W. D. "Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach," Review of Economics and Statistics, 71, 1989, pp. 708-12.
-
(1989)
Review of Economics and Statistics
, vol.71
, pp. 708-712
-
-
Koray, F.1
Lastrapes, W.D.2
-
37
-
-
0346613552
-
Stock markets, banks, and economic growth
-
June
-
Levine, R.; Zervos, S. "Stock Markets, Banks, and Economic Growth," American Economic Review, 88, June 1998, pp. 537-58.
-
(1998)
American Economic Review
, vol.88
, pp. 537-558
-
-
Levine, R.1
Zervos, S.2
-
38
-
-
0000473328
-
Income and price elasticities for exports of developing countries
-
Marquez, J.; McNeilly, C. "Income and Price Elasticities for Exports of Developing Countries," Review of Economic and Statistics, 70, 12, 1988, pp. 306-14.
-
(1988)
Review of Economic and Statistics
, vol.70
, Issue.12
, pp. 306-314
-
-
Marquez, J.1
McNeilly, C.2
-
39
-
-
0000706085
-
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey, W.; West, K. "A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, 55, 1987, pp. 703-8.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.1
West, K.2
-
40
-
-
0024874678
-
The demand for LDC exports of manufactures: Estimates from Hong Kong: A comment
-
Nguyen, D. T. "The Demand for LDC Exports of Manufactures: Estimates from Hong Kong: A Comment," Economic Journal, 99, 1989, pp. 461-6.
-
(1989)
Economic Journal
, vol.99
, pp. 461-466
-
-
Nguyen, D.T.1
-
41
-
-
0000631178
-
A note with quantiles of the asymptotic distributions of the maximum likelihood cointegration ranks test statistics: Four cases
-
August
-
Osterwald-Lenum, M. "A Note with Quantiles of the Asymptotic Distributions of the Maximum Likelihood Cointegration Ranks Test Statistics: Four Cases," Oxford Bulletin of Economics and Statistics, 54, August 1992, pp. 461-72.
-
(1992)
Oxford Bulletin of Economics and Statistics
, vol.54
, pp. 461-472
-
-
Osterwald-Lenum, M.1
-
42
-
-
84986346816
-
The econometric analysis of models with risk terms
-
Pagan, A.; Ullah, A. "The Econometric Analysis of Models with Risk Terms," Journal of Applied Econometrics, 3, 1988, pp. 87-105.
-
(1988)
Journal of Applied Econometrics
, vol.3
, pp. 87-105
-
-
Pagan, A.1
Ullah, A.2
-
43
-
-
0003948648
-
-
New York, NY: Cambridge University Press
-
-. Nonparametric Econometrics, New York, NY: Cambridge University Press, 1999.
-
(1999)
Nonparametric Econometrics
-
-
-
44
-
-
0000880923
-
Optimal inference on cointegrated systems
-
Phillips, P. C. B. "Optimal Inference on Cointegrated Systems," Econometrica, 59, 1991, pp. 283-306.
-
(1991)
Econometrica
, vol.59
, pp. 283-306
-
-
Phillips, P.C.B.1
-
45
-
-
0009410789
-
Volatility and predictability in national stock markets: How do emerging and mature markets differ?
-
September
-
Richards, A. J. "Volatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ?" IMF Staff Papers, 43, September 1996, pp. 461-501.
-
(1996)
IMF Staff Papers
, vol.43
, pp. 461-501
-
-
Richards, A.J.1
-
46
-
-
0023723524
-
The demand for LDC exports of manufactures: Estimates from Hong Kong
-
Riedel, J. "The Demand for LDC Exports of Manufactures: Estimates from Hong Kong," The Economic Journal, 98, 1988, pp. 138-48.
-
(1988)
The Economic Journal
, vol.98
, pp. 138-148
-
-
Riedel, J.1
-
47
-
-
0024931547
-
The demand for LDC exports of manufactures: Estimates from Hong Kong: A rejoinder
-
-. "The Demand for LDC Exports of Manufactures: Estimates from Hong Kong: A Rejoinder," The Economic Journal, 99, 1989, pp. 467-70.
-
(1989)
The Economic Journal
, vol.99
, pp. 467-470
-
-
-
48
-
-
0007080844
-
One money, one market: Estimating the effect of common currencies on trade
-
Rose, A. "One Money, One Market: Estimating the effect of Common Currencies on Trade," NBER Working Paper 7432, 1999.
-
(1999)
NBER Working Paper
, vol.7432
-
-
Rose, A.1
-
49
-
-
52849130064
-
Errors in variables and cointegration
-
Solo, V. "Errors In Variables and Cointegration," Econometric Theory, 11, 1995, pp. 65-80.
-
(1995)
Econometric Theory
, vol.11
, pp. 65-80
-
-
Solo, V.1
-
50
-
-
0000245317
-
Bilateral trade flows, linder hypothesis, and exchange risk
-
Thursby, M. C; Thursby, J. G. "Bilateral Trade Flows, Linder Hypothesis, and Exchange Risk," Review of Economics and Statistics, 69, 1987, pp. 488-95.
-
(1987)
Review of Economics and Statistics
, vol.69
, pp. 488-495
-
-
Thursby, M.C.1
Thursby, J.G.2
|