-
1
-
-
0033067796
-
Relative labour productivity and the real exchange rate in the long run: Evidence for a panel of OECD countries
-
Canzoneri M., Cumby R., and Diba B. Relative labour productivity and the real exchange rate in the long run: Evidence for a panel of OECD countries. Journal of International Economics 47 (1999) 245-266
-
(1999)
Journal of International Economics
, vol.47
, pp. 245-266
-
-
Canzoneri, M.1
Cumby, R.2
Diba, B.3
-
2
-
-
36448962092
-
The cross sectional dependence puzzle, Discussion Paper No 02-1
-
Department of Economics, London Guildhall University
-
Cerrato M., and Sarantis N. The cross sectional dependence puzzle, Discussion Paper No 02-1. Centre for International Capital Markets (2002), Department of Economics, London Guildhall University
-
(2002)
Centre for International Capital Markets
-
-
Cerrato, M.1
Sarantis, N.2
-
3
-
-
0001728763
-
Long-run purchasing power parity during the recent float
-
Cheung Y.-W., and Lai K.S. Long-run purchasing power parity during the recent float. Journal of International Economics 34 (1993) 181-192
-
(1993)
Journal of International Economics
, vol.34
, pp. 181-192
-
-
Cheung, Y.-W.1
Lai, K.S.2
-
4
-
-
0001399453
-
Short-run real exchange rate dynamics
-
Coakley J., and Fuertes A.M. Short-run real exchange rate dynamics. Manchester School 68 (2000) 461-475
-
(2000)
Manchester School
, vol.68
, pp. 461-475
-
-
Coakley, J.1
Fuertes, A.M.2
-
6
-
-
0032086711
-
Threshold-autoregressive, median unbiased, and cointegration tests of purchasing power parity
-
Enders W., and Falk B. Threshold-autoregressive, median unbiased, and cointegration tests of purchasing power parity. International Journal of Forecasting 14 (1998) 171-186
-
(1998)
International Journal of Forecasting
, vol.14
, pp. 171-186
-
-
Enders, W.1
Falk, B.2
-
7
-
-
0030462091
-
A panel project on purchasing power parity: Mean reversion within and between countries
-
Frankel J.A., and Rose A.K. A panel project on purchasing power parity: Mean reversion within and between countries. Journal of International Economics 40 (1996) 209-224
-
(1996)
Journal of International Economics
, vol.40
, pp. 209-224
-
-
Frankel, J.A.1
Rose, A.K.2
-
8
-
-
77957239083
-
Perspective on PPP and long-run real exchange rates
-
Rogoff K., and Grossman G. (Eds), Amsterdam, North Holland
-
Froot K.A., and Rogoff K. Perspective on PPP and long-run real exchange rates. In: Rogoff K., and Grossman G. (Eds). Handbook of International Economics (1995), Amsterdam, North Holland
-
(1995)
Handbook of International Economics
-
-
Froot, K.A.1
Rogoff, K.2
-
10
-
-
36448968341
-
-
Im, K. -S., Peasaran, H. M., Shin, Y., (1997). Testing for unit roots in heterogeneous panels, Working Paper 9526, Department of Applied Economics, University of Cambridge, forthcoming in the Journal of Econometrics.
-
-
-
-
12
-
-
0001062569
-
Likelihood-based cointegration tests in heterogeneous panels
-
Larsson R., Lyhagen J., and Lothgren M. Likelihood-based cointegration tests in heterogeneous panels. Econometrics Journal 4 (2001) 109-141
-
(2001)
Econometrics Journal
, vol.4
, pp. 109-141
-
-
Larsson, R.1
Lyhagen, J.2
Lothgren, M.3
-
13
-
-
0001187515
-
A comparative study of unit root tests with panel data and a new simple test
-
Maddala G.S., and Wu S. A comparative study of unit root tests with panel data and a new simple test. Oxford Bulletin of Economics and Statistics Special Issue (1999 (November 61)) 631-652
-
(1999)
Oxford Bulletin of Economics and Statistics
, vol.Special Issue
, pp. 631-652
-
-
Maddala, G.S.1
Wu, S.2
-
15
-
-
0001244268
-
Real and nominal exchange rates in the long-run: An empirical investigation
-
Mark N. Real and nominal exchange rates in the long-run: An empirical investigation. Journal of International Economics 28 (1990) 115-136
-
(1990)
Journal of International Economics
, vol.28
, pp. 115-136
-
-
Mark, N.1
-
16
-
-
85066177790
-
A residual-based test of the null of cointegration in panel data
-
McCoskey S., and Kao C. A residual-based test of the null of cointegration in panel data. Econometric Reviews 17 (1998) 57-84
-
(1998)
Econometric Reviews
, vol.17
, pp. 57-84
-
-
McCoskey, S.1
Kao, C.2
-
17
-
-
0348246070
-
The overvaluation of purchasing power parity
-
O'Connell P. The overvaluation of purchasing power parity. Journal of International Economics 44 (1998) 1-19
-
(1998)
Journal of International Economics
, vol.44
, pp. 1-19
-
-
O'Connell, P.1
-
18
-
-
0030163302
-
Purchasing power parity and unit root tests using panel data
-
Oh K. Purchasing power parity and unit root tests using panel data. Journal of International Money and Finance 44 15 (1996) 1-19
-
(1996)
Journal of International Money and Finance
, vol.44
, Issue.15
, pp. 1-19
-
-
Oh, K.1
-
19
-
-
0010130401
-
Searching for stationarity: Purchasing power parity under the current float
-
Papell H.D. Searching for stationarity: Purchasing power parity under the current float. Journal of International Economics 43 (1997) 313-332
-
(1997)
Journal of International Economics
, vol.43
, pp. 313-332
-
-
Papell, H.D.1
-
21
-
-
0041110046
-
Critical values for cointegration tests in heterogeneous panels with multiple regressors
-
Pedroni P. Critical values for cointegration tests in heterogeneous panels with multiple regressors. Oxford Bulletin of Economics and Statistics Special Issue (1999 (November 61)) 653-670
-
(1999)
Oxford Bulletin of Economics and Statistics
, vol.Special Issue
, pp. 653-670
-
-
Pedroni, P.1
-
22
-
-
84959818799
-
Statistical inference in instrumental variables regression with I (1) processes
-
Phillips P.C.B., and Hansen B.E. Statistical inference in instrumental variables regression with I (1) processes. Review of Economic Studies 57 (1990) 99-125
-
(1990)
Review of Economic Studies
, vol.57
, pp. 99-125
-
-
Phillips, P.C.B.1
Hansen, B.E.2
-
23
-
-
0000786475
-
The purchasing power parity puzzle
-
Rogoff K. The purchasing power parity puzzle. Journal of Economic Literature 34 (1996) 647-668
-
(1996)
Journal of Economic Literature
, vol.34
, pp. 647-668
-
-
Rogoff, K.1
-
24
-
-
0000067075
-
Seasonality, cointegration and the long-run purchasing power parity: Evidence from sterling exchange rates
-
Sarantis N., and Stewart C. Seasonality, cointegration and the long-run purchasing power parity: Evidence from sterling exchange rates. Applied Economics 25 (1993) 243-250
-
(1993)
Applied Economics
, vol.25
, pp. 243-250
-
-
Sarantis, N.1
Stewart, C.2
-
25
-
-
84971946892
-
Asymptotic efficient estimation of cointegrating regressions
-
Saikkonen P. Asymptotic efficient estimation of cointegrating regressions. Econometric Theory 7 (1991) 1-21
-
(1991)
Econometric Theory
, vol.7
, pp. 1-21
-
-
Saikkonen, P.1
-
26
-
-
0002028420
-
Purchasing power parity and the real exchange rate
-
Sarno L., and Taylor M.P. Purchasing power parity and the real exchange rate. IMF Staff Papers 49 (2002) 65-105
-
(2002)
IMF Staff Papers
, vol.49
, pp. 65-105
-
-
Sarno, L.1
Taylor, M.P.2
-
27
-
-
0001527764
-
A simple estimator of cointegrating vectors in higher order integrated systems
-
Stock J.H., and Watson M.W. A simple estimator of cointegrating vectors in higher order integrated systems. Econometrica 61 (1993) 783-820
-
(1993)
Econometrica
, vol.61
, pp. 783-820
-
-
Stock, J.H.1
Watson, M.W.2
-
28
-
-
84948866113
-
An empirical examination of long-run purchasing power parity using cointegration techniques
-
Taylor M.P. An empirical examination of long-run purchasing power parity using cointegration techniques. Applied Economics 20 (1988) 1369-1381
-
(1988)
Applied Economics
, vol.20
, pp. 1369-1381
-
-
Taylor, M.P.1
-
30
-
-
0030534750
-
Are real exchange rates non-stationary? Evidence from a panel-data test
-
Wu Y. Are real exchange rates non-stationary? Evidence from a panel-data test. Journal of Money, Credit and Banking 28 (1996) 54-63
-
(1996)
Journal of Money, Credit and Banking
, vol.28
, pp. 54-63
-
-
Wu, Y.1
|