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Large devaluations and inflation inequality : replicating Cravino and Levchenko (2017) with evidence from Brazil
Gouvêa, Raphael Rocha - In: Journal of applied econometrics 37 (2022) 3, pp. 657-664
Persistent link: https://www.econbiz.de/10013186707
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Testing the purchasing power parity through I(2) cointegration techniques
Bacchiocchi, Emanuele; Fanelli, Luca - In: Journal of applied econometrics 20 (2005) 6, pp. 749-770
Persistent link: https://www.econbiz.de/10003168891
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How puzzling is the PPP puzzle? : an alternative half-life measure of convergence to PPP
Chortareas, Georgios E.; Kapetanios, George - In: Journal of applied econometrics 28 (2013) 3, pp. 435-457
Persistent link: https://www.econbiz.de/10009756501
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Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian; Van der Veken, Wouter - In: Journal of applied econometrics 38 (2023) 7, pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
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Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz - In: Journal of applied econometrics 14 (1999) 5, pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
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Nonlinear effects of exchange rate volatility on the volume of bilateral exports
Baum, Christopher F.; Caglayan, Mustafa; Ozkan, Neslihan - In: Journal of applied econometrics 19 (2004) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001924617
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Time-varying dynamics of the real exchange rate : an empirical analysis
Mumtaz, Haroon; Sunder-Plassmann, Laura - In: Journal of applied econometrics 28 (2013) 3, pp. 498-525
Persistent link: https://www.econbiz.de/10009756478
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Purchasing power parity and the Taylor rule
Kim, Hyeongwoo; Fujiwara, Ippei; Hansen, Bruce E.; … - In: Journal of applied econometrics 30 (2015) 6, pp. 874-903
Persistent link: https://www.econbiz.de/10011431583
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Generalized long memory processes, failure of cointegration tests and exchange rate dynamcis
Smallwood, Aaron D.; Norrbin, Stefan C. - In: Journal of applied econometrics 21 (2006) 4, pp. 409-417
Persistent link: https://www.econbiz.de/10003338620
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ARDL bounds test for cointegration : Replicating the Pesaran et al. (2001) results for the UK earnings equation using R
Natsiopoulos, Kleanthis; Tzeremes, Nickolaos G. - In: Journal of applied econometrics 37 (2022) 5, pp. 1079-1090
Persistent link: https://www.econbiz.de/10013464657