- A. Levin and Chien-FU Lin. Unit root tests in panel data: Asymptotic and finite sample results. San Diego: Working Paper, University of California, 1992.
Paper not yet in RePEc: Add citation now
A. Levin, C. Lin, and C. J. Chu. Unit root tests in panel data: Asymptotic and finite sample properties. Journal of Econometrics, 108:124, 2002.
- B. ´Egert. Assessing equilibrium exchange rates in cee acceding countries: Can we have deer with beer without feer? Working paper 664, The William Davidson Institute, February 2004.
Paper not yet in RePEc: Add citation now
B. Balassa. The purchasing-power parity doctrine: a reappraisal. Journal of Political Economy, 72(6):584596, 1964.
B. Y. Kim and I. Korhonen. Equilibrium exchange rates in transition countries: Evidence from dynamic heterogeneous panel models. Technical report, Discussion Paper No. 15, Bank of Finland Institute for Economies in Transition BOFIT, 2002.
C. Engel. Long-run ppp may not hold after all. Journal of International Economics, 57:243273, 2000.
- D. H. Papell and R. Prodan. Long run purcahsing power parity: Cassel or balassa-samuelson? University of Houston, November 2003.
Paper not yet in RePEc: Add citation now
D. Papell and H. Theodoridis. Increasing evidence of purchasing power parity over the current float. Journal of International Money and Finance, 17:4150, 1998.
D. Papell. Searching for stationarity: Purchasing power parity under the current float. Journal of International Economics, 43:313332, 1997.
D. W. Shin, R. Sarkar, and J. H. Lee. Unit root tests for time series with outliers. Stat. Prob. Lett., 30:18997, 1996.
E. Kocenda. Beware of breaks in exchange rates: Evidence from european transition countries. Discussion Paper Series, Center for Economic Policy Research, 2005.
E. Zivot and D. W. K. Andrews. Further evidence on the great crash, the oil price stock, and the unit-root hypothesis. Journal of Business and Economic Statistics, 10(3):251270, 1992.
F. Coricelli and B. Jazbec. Real exchange rate dynamics in transition economies. Technical report, Discussion Paper No. 2869, Center for Economic Policy Research, 2001.
H. Lutkepohl, P. Saikkonen, and C. Trenkler. Testing for the cointegrating rank of a var process with level shift at unknown time. Econometrica, 72(2):647662, 2004.
- IMF. Bulgaria: Ex post assesment of longer-term program engagement. Technical report, IMF, Staff Team, May 2004.
Paper not yet in RePEc: Add citation now
J. Lothian and M. Taylor. Real exchange rate behavior: The recent float from the perspective of the past two centuries. Journal of Political Economy, 104:488509, 1995.
K. Hadri. Testing for stationarity in heterogeneous panel data. The Econometrics Journal, 3: 148161, 2000.
K. S. Im, H. M. Pesaran, and Y. Shin. Testing for unit roots in heterogeneous panels. Working Paper, Cambridge University, 1997.
L. Sarno and P. M. Taylor. The behavior of real exchange rates during the post-breton woods period. Journal of International Economics, 46:281312, 1998.
M. De Broeck and T. Sløk. Interpreting real exchange rate movements in transition countries. Technical report, Discussion Paper No. 7, Bank of Finland Institute for Economies in Transition BOFIT, 2001.
M. Higgins and E. Zakrajsek. Purchasing power parity: Three stakes through the heart of the unit root null. Technical report, Federal Reserve Bank of New York, June 1999.
- M. Lee. Purchasing Power Parity. New York, 1976.
Paper not yet in RePEc: Add citation now
- M. Nelson. Real exchange rates in the long-run: An empirical investigation. Journal of International Economics, 28:115136, 1990.
Paper not yet in RePEc: Add citation now
M. Obstfeld. Model trending real exchange rates. Working paper C93-011, Center for International and Development Economic Research, 1993.
N. Abuaf and P. Jorion. Purchasing power parity in the long run. Journal of Finance, 45:157174, 1990.
N. Hegwood and D. Papell. Quasi purchasing power parity. International Journal of Finance and Economics, 3:279289, 1998.
- P. A. Samuelson. Theoretical notes of trade problems. Review of Economics and Statistics, 46(2): 145154, 1964.
Paper not yet in RePEc: Add citation now
P. C. B. Phillips and H. R. Moon. Linear regression limit theory for nonstationarity panel data. Econometrica, 67:10571111, 1999.
P. H. Franses and N. Haldrup. The effects of additive outliers on tests for unit roots and cointergration. Journal of Business and Economic Statistics, 12:471478, 1994.
P. Jorion and R. Sweeney. Mean reversion in real exchange rates: Evidence and implications for forecasting. Journal of International Money and Finance, 15:55050, 1996.
P. OConnell. The overvaluation of purchasing power parity. Journal of International Economics, 44:19, 1998.
P. Perron. The great crash, the oil price stock and the unit root hypothesis. Econometrica, 57: 13611401, 1989.
P. Saikkonen and H. Lutkepohl. Testing for the cointegrating rank of a var process with structural shifts. Journal of Business and Economic Statistics, 18:451464, 2000.
R. Dornbusch and T. J. Vogelsang. Real Exchange Rates and Purchasing Power Parity, chapter Trade Theory and Economic Reform: North, South, and East, Essays in Honor of Bela Balassa, pages 324. Basil Blackwell, 1991.
R. Lumsdaine and D. Papell. Multiple trend breaks and unit-root hypothesis. Review of Economics and Statistics, 79:212218, 1997.
R. MacDonald. Panel unit root tests and real exchange rates. Economics Letter, 50:711, 1996.
R. Messe and K. Rogoff. Was it real? the exchange rate interest differential relation over the modern floating exchange rate period. Journal of International Economics, 43:933948, 1988.
S. Dibooglu and A. Kutan. Sources of real exchange rate fluctuations in transition economies: The case of poland and hungary. Journal of Comparative Economics, 29:257275, 2001.
S. Fischer and R. Sahay. The transition economies after ten years. Working paper 7664, NBER, April 2000.
S. Johansen, R. Mosconi, and B. Nielsen. Cointegration analysis in the presence of structural breaks in the deterministic trend. Econometrics Journal, 3:216249, 2000.
S. Johansen. Statistical analysis of cointegrating vectors. Journal of Economic Dynamics and Control, 12:231254, 1988.
S. Karlsson and M. Lothgren. On the power and interpretation of panel unit root tests. Economics Letters, 66:249255, 2000.
S. Ng and P. Perron. Ppp may not hold afterall: A further investigation. Annals of Economics and Finance, 3:4364, 2002.
Y. Wu. Are real exchange rates nonstationary? evidence from a panel-data test. Journal of Money, Credit, and Banking, 28:5463, 1996.