create a website

Real Exchange Rate Adjustment In European Transition Countries. (2006). Maican, Florin ; Sweeney, Richard J..
In: Working Papers in Economics.
RePEc:hhs:gunwpe:0202.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 44

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Does purchasing power parity hold sometimes? Regime switching in real exchange rates. (2013). Yoon, Gawon ; Lee, Hwa-Taek.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:16:p:2279-2294.

    Full description at Econpapers || Download paper

  2. An Empirical Investigation of the Purchasing Power Parity Hypothesis in European Transition Countries. (2012). Arek, Vaclav .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2012:y:2012:i:3:id:423:p:257-276.

    Full description at Econpapers || Download paper

  3. Cost of Misspecification in Break-Model Unit-Root Tests. (2012). Maican, Florin ; Sweeney, Richard J..
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0536.

    Full description at Econpapers || Download paper

  4. Testing Purchasing Power Parity in Transition Countries: Evidence from Structural Breaks. (2010). Ozturk, Ilhan ; Acaravcı, Ali ; Acaravci, Ali.
    In: The AMFITEATRU ECONOMIC journal.
    RePEc:aes:amfeco:v:12:y:2010:i:27:p:190-198.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. 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
  2. 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.

  3. 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
  4. B. Balassa. The purchasing-power parity doctrine: a reappraisal. Journal of Political Economy, 72(6):584596, 1964.

  5. 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.

  6. C. Engel. Long-run ppp may not hold after all. Journal of International Economics, 57:243273, 2000.

  7. 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
  8. D. Papell and H. Theodoridis. Increasing evidence of purchasing power parity over the current float. Journal of International Money and Finance, 17:4150, 1998.

  9. D. Papell. Searching for stationarity: Purchasing power parity under the current float. Journal of International Economics, 43:313332, 1997.

  10. D. W. Shin, R. Sarkar, and J. H. Lee. Unit root tests for time series with outliers. Stat. Prob. Lett., 30:18997, 1996.

  11. E. Kocenda. Beware of breaks in exchange rates: Evidence from european transition countries. Discussion Paper Series, Center for Economic Policy Research, 2005.

  12. 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.

  13. F. Coricelli and B. Jazbec. Real exchange rate dynamics in transition economies. Technical report, Discussion Paper No. 2869, Center for Economic Policy Research, 2001.

  14. 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.

  15. 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
  16. 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.

  17. K. Hadri. Testing for stationarity in heterogeneous panel data. The Econometrics Journal, 3: 148161, 2000.

  18. K. S. Im, H. M. Pesaran, and Y. Shin. Testing for unit roots in heterogeneous panels. Working Paper, Cambridge University, 1997.

  19. 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.

  20. 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.

  21. 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.

  22. M. Lee. Purchasing Power Parity. New York, 1976.
    Paper not yet in RePEc: Add citation now
  23. 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
  24. M. Obstfeld. Model trending real exchange rates. Working paper C93-011, Center for International and Development Economic Research, 1993.

  25. N. Abuaf and P. Jorion. Purchasing power parity in the long run. Journal of Finance, 45:157174, 1990.

  26. N. Hegwood and D. Papell. Quasi purchasing power parity. International Journal of Finance and Economics, 3:279289, 1998.

  27. 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
  28. P. C. B. Phillips and H. R. Moon. Linear regression limit theory for nonstationarity panel data. Econometrica, 67:10571111, 1999.

  29. 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.

  30. 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.

  31. P. OConnell. The overvaluation of purchasing power parity. Journal of International Economics, 44:19, 1998.

  32. P. Perron. The great crash, the oil price stock and the unit root hypothesis. Econometrica, 57: 13611401, 1989.

  33. 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.

  34. 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.

  35. R. Lumsdaine and D. Papell. Multiple trend breaks and unit-root hypothesis. Review of Economics and Statistics, 79:212218, 1997.

  36. R. MacDonald. Panel unit root tests and real exchange rates. Economics Letter, 50:711, 1996.

  37. 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.

  38. 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.

  39. S. Fischer and R. Sahay. The transition economies after ten years. Working paper 7664, NBER, April 2000.

  40. S. Johansen, R. Mosconi, and B. Nielsen. Cointegration analysis in the presence of structural breaks in the deterministic trend. Econometrics Journal, 3:216249, 2000.

  41. S. Johansen. Statistical analysis of cointegrating vectors. Journal of Economic Dynamics and Control, 12:231254, 1988.

  42. S. Karlsson and M. Lothgren. On the power and interpretation of panel unit root tests. Economics Letters, 66:249255, 2000.

  43. S. Ng and P. Perron. Ppp may not hold afterall: A further investigation. Annals of Economics and Finance, 3:4364, 2002.

  44. Y. Wu. Are real exchange rates nonstationary? evidence from a panel-data test. Journal of Money, Credit, and Banking, 28:5463, 1996.

Cocites

Documents in RePEc which have cited the same bibliography

  1. FDI, Growth and CO2 Emissions Relationship: Evidence from High, Middle and Low Income Countries. (2016). Shahbaz, Muhammad ; Ozturk, Ilhan ; Nasreen, Samia.
    In: Bulletin of Energy Economics (BEE).
    RePEc:ijr:beejor:v:4:y:2016:i:1:p:54-69.

    Full description at Econpapers || Download paper

  2. Testing the Relationships between Energy Consumption, CO2 emissions and Economic Growth in 24 African Countries: a Panel ARDL Approach. (2015). El Montasser, Ghassen ; Asongu, Simplice ; Toumi, Hassen .
    In: MPRA Paper.
    RePEc:pra:mprapa:69442.

    Full description at Econpapers || Download paper

  3. Liquidity effects and FFA returns in the international shipping derivatives market. (2015). VISVIKIS, ILIAS ; Tsouknidis, Dimitris ; Alizadeh, Amir H. ; Kappou, Konstantina .
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:76:y:2015:i:c:p:58-75.

    Full description at Econpapers || Download paper

  4. Lindustrialisation de lAfrique: limportance des facteurs structurels et du régime de change.. (2014). KAFANDO, Namalguebzanga.
    In: MPRA Paper.
    RePEc:pra:mprapa:68736.

    Full description at Econpapers || Download paper

  5. The Environmental Kuznets Curve and Sustainability: A Panel Data Analysis. (2014). FARHANI, Sahbi ; Chaibi, Anissa ; Mrizak, Sana.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4787.

    Full description at Econpapers || Download paper

  6. Determinants of OECD countries’ sovereign yields: safe havens, purgatory, and the damned.. (2014). Bortoli, C. ; Harreau, L. ; POUVELLE, C..
    In: Working papers.
    RePEc:bfr:banfra:494.

    Full description at Econpapers || Download paper

  7. Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function. (2013). GUPTA, RANGAN ; Chang, Tsangyao ; Wu, Tsung-Pao.
    In: Working Papers.
    RePEc:pre:wpaper:201324.

    Full description at Econpapers || Download paper

  8. The Feldstein Horioka Puzzle by groups of OECD members: the panel approach.. (2010). Ketenci, Natalya.
    In: MPRA Paper.
    RePEc:pra:mprapa:25848.

    Full description at Econpapers || Download paper

  9. A macroeconomic credit risk model for stress testing the South African banking sector. (2010). Havrylchyk, Olena.
    In: MPRA Paper.
    RePEc:pra:mprapa:21639.

    Full description at Econpapers || Download paper

  10. Albania; Selected Issues. (2010). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2010/206.

    Full description at Econpapers || Download paper

  11. A further examination of the export-led growth hypothesis. (2010). Herzer, Dierk.
    In: Ibero America Institute for Econ. Research (IAI) Discussion Papers.
    RePEc:got:iaidps:200.

    Full description at Econpapers || Download paper

  12. International Capital Mobility in African Countries: Do the legal origins matter?. (2010). Bangak, Chrysost ; Eggoh, Jude .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:30:y:2010:i:1:p:73-83.

    Full description at Econpapers || Download paper

  13. Energy prices, multiple structural breaks, and efficient market hypothesis. (2009). Lee, Chien-Chiang.
    In: Applied Energy.
    RePEc:eee:appene:v:86:y:2009:i:4:p:466-479.

    Full description at Econpapers || Download paper

  14. A Panel Data Approach to the Demand for Money and the Effects of Financial Reforms in the Asian Countries. (2008). Rao, B..
    In: MPRA Paper.
    RePEc:pra:mprapa:6565.

    Full description at Econpapers || Download paper

  15. Central bank independence and ageing. (2008). Héricourt, Jérôme ; Farvaque, Etienne ; Lagadec, Gael ; Hericourt, Jerome.
    In: MPRA Paper.
    RePEc:pra:mprapa:13076.

    Full description at Econpapers || Download paper

  16. Does the Law of One Price Hold within the EU? A Panel Analysis. (2008). Koske, Isabell ; Funke, Katja.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:14:y:2008:i:1:p:11-24:10.1007/s11294-007-9126-7.

    Full description at Econpapers || Download paper

  17. Revisiting Mrs. Machlups Wardrobe: The Accumulation of International Reserves, 1992-2001. (2007). Mandilaras, Alex (Alexandros) ; Bird, Graham.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:1207.

    Full description at Econpapers || Download paper

  18. Effects of Fundamentals on the Exchange Rate: A Panel Analysis for a Sample of Industrialised and Emerging Economies. (2006). Jose Eduardo de A. Ferreira, .
    In: Studies in Economics.
    RePEc:ukc:ukcedp:0603.

    Full description at Econpapers || Download paper

  19. Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems. (2006). Wagner, Martin ; Muller-Furstenberger, Georg .
    In: Economics Series.
    RePEc:ihs:ihsesp:183.

    Full description at Econpapers || Download paper

  20. Real Exchange Rate Adjustment In European Transition Countries. (2006). Maican, Florin ; Sweeney, Richard J..
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0202.

    Full description at Econpapers || Download paper

  21. Long-run money demand in the new EU Member States with exchange rate effects. (2006). Reimers, Hans-Eggert ; Dreger, Christian ; Roffia, Barbara.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006628.

    Full description at Econpapers || Download paper

  22. Inflation convergence and divergence within the European Monetary Union. (2006). Venditti, Fabrizio ; Harvey, Andrew ; Forni, Lorenzo ; Busetti, Fabio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006574.

    Full description at Econpapers || Download paper

  23. Are emerging market currency crises predictable? A test. (2006). Peltonen, Tuomas.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006571.

    Full description at Econpapers || Download paper

  24. Hysteresis and Persistence in the Course of Unemployment: The EU and US Experience. (2006). Reimers, Hans-Eggert ; Dreger, Christian.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp572.

    Full description at Econpapers || Download paper

  25. Total Factor Productivity Estimates: Some Evidence from European Regions. (2006). Ladu, Maria Gabriela.
    In: Working Paper CRENoS.
    RePEc:cns:cnscwp:200606.

    Full description at Econpapers || Download paper

  26. New Estimates of Government Net Capital Stocks for 22 OECD Countries 1960-2001. (2005). Kamps, Christophe.
    In: Public Economics.
    RePEc:wpa:wuwppe:0506015.

    Full description at Econpapers || Download paper

  27. New Panel Unit Root Tests under Cross Section Dependence for Practitioners. (2005). Sul, Donggyu.
    In: Econometrics.
    RePEc:wpa:wuwpem:0506010.

    Full description at Econpapers || Download paper

  28. Has New Zealand benefited from its investments in research & development?. (2005). Stillman, Steven ; Razzak, Weshah ; Johnson, Robin .
    In: Development and Comp Systems.
    RePEc:wpa:wuwpdc:0510022.

    Full description at Econpapers || Download paper

  29. Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence. (2005). Piacentino, Davide ; Fazio, Giorgio ; Byrne, Joseph.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa05p591.

    Full description at Econpapers || Download paper

  30. Convergence in West German Regional Unemployment Rates. (2005). Juessen, Falko ; Bayer, Christian.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa05p410.

    Full description at Econpapers || Download paper

  31. Are external shocks responsible for the instability of output in low income countries?. (2005). Raddatz, Claudio.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3680.

    Full description at Econpapers || Download paper

  32. Do gasoline prices converge in a unified Europe with non-harmonized tax rates?. (2005). Krieger, Tim ; Dreher, Axel.
    In: KOF Working papers.
    RePEc:kof:wpskof:05-114.

    Full description at Econpapers || Download paper

  33. Ricardian Fiscal Regimes in the European Union. (2005). Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp182005.

    Full description at Econpapers || Download paper

  34. The Balassa-Samuelson Effect in East & West. Differences and Similarities. (2005). Wagner, Martin.
    In: Economics Series.
    RePEc:ihs:ihsesp:180.

    Full description at Econpapers || Download paper

  35. Testing for Error Correction in Panel Data. (2005). Westerlund, Joakim.
    In: Working Papers.
    RePEc:hhs:lunewp:2005_011.

    Full description at Econpapers || Download paper

  36. Macroeconomic Performance and Inequality: Brazil 1983-94. (2005). Bittencourt, Manoel.
    In: Ibero America Institute for Econ. Research (IAI) Discussion Papers.
    RePEc:got:iaidps:130.

    Full description at Econpapers || Download paper

  37. Socio-economic development and fiscal policy: lessons from the cohesion countries for the new member states. (2005). Peltonen, Tuomas ; Mehrotra, Aaron.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005467.

    Full description at Econpapers || Download paper

  38. Productivity Growth and the Role of ICT in the United Kingdom: An Industry View, 1970-2000. (2005). Oulton, Nicholas ; Srinivasan, Sylaja.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0681.

    Full description at Econpapers || Download paper

  39. Productivity growth in UK industries, 1970-2000: structural change and the role of ICT. (2005). Oulton, Nicholas ; Srinivasan, Sylaja.
    In: Bank of England working papers.
    RePEc:boe:boeewp:259.

    Full description at Econpapers || Download paper

  40. PPP: a Disaggregated View. (2004). Fischer, Christoph.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:1820.

    Full description at Econpapers || Download paper

  41. House Price Efficiency: Expectations, Sales, Symmetry. (2004). Kerr, Suzi ; Grimes, Arthur ; Aitken, Andrew.
    In: Urban/Regional.
    RePEc:wpa:wuwpur:0408001.

    Full description at Econpapers || Download paper

  42. Job Creation or Destruction? Labor-Market Effects of Wal-Mart Expansion. (2004). Basker, Emek.
    In: Working Papers.
    RePEc:umc:wpaper:0215.

    Full description at Econpapers || Download paper

  43. Whats the Beef with House Prices? Economic Shocks and Local Housing Markets. (2004). Grimes, Arthur ; Aitken, Andrew.
    In: Working Papers.
    RePEc:mtu:wpaper:04_08.

    Full description at Econpapers || Download paper

  44. Land Taxes and Revenue Needs as Communities Grow and Decline: Evidence from New Zealand. (2004). Kerr, Suzi ; Grimes, Arthur ; Aitken, Andrew.
    In: Working Papers.
    RePEc:mtu:wpaper:04_02.

    Full description at Econpapers || Download paper

  45. New Estimates of Government Net Capital Stocks for 22 OECD Countries 1960-2001. (2004). Kamps, Christophe.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/067.

    Full description at Econpapers || Download paper

  46. Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods. (2004). Österholm, Pär.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2004_013.

    Full description at Econpapers || Download paper

  47. Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated. (2004). Jönsson, Kristian.
    In: Working Papers.
    RePEc:hhs:lunewp:2004_017.

    Full description at Econpapers || Download paper

  48. Monetary union and productivity differences in mercosur countries. (2004). Tamarit, Cecilio ; Flôres Junior, Renato ; Camarero, Mariam ; Renato Galv, .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:542.

    Full description at Econpapers || Download paper

  49. Structural changes, common stochastic trends and unit roots in panel data. (2004). Carrion-i-Silvestre, Josep ; Bai, Jushan.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:345.

    Full description at Econpapers || Download paper

  50. Towards the estimation of equilibrium exchange rates for CEE acceding countries: methodological issues and a panel cointegration perspective. (2004). Schnatz, Bernd ; Osbat, Chiara ; Maeso-Fernandez, Francisco .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004353.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-24 21:32:56 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy