Testing PPP for Asian Countries Using Panel Cointegration

키워드

참고문헌 (35)

1. Abuaf, N., "Purchasing Power Parity in the Long-Run", Journal of Finance, 45, pp.157~174 (1990)
2. Adler, M., "Deviations from Purchasing Power Parity in the Long Run", Journal of Finance, 38, pp.1471~1487 (1983)
3. Azali, M., "Does PPP Hold between Asian and Japanese Economies? Evidence Using Panel unit Root and Panel Cointegration", Japan and the World Economy, 13, pp.35~50 (2001)
4. Baharumshah, A. Z., "Purchasing Power Parity in Southeast Asian Countries", Asian Economic Journal, 11, pp.141~153 (1997)
5. Bahmani-Oskooee, M., "Purchasing Power Parity Based on Effective Exchange Rate and Cointegration: 23 LCDs' Experience with Its Absolute Formation", World Development, 21, pp.1023~1031 (1993)
6. Baillie, R. T., "The Foreign Exchange Rate Market: Theory and Econometric Evidence" (1989), Cambridge University Press
7. Baltagi, B. H., "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: in;Advances in Econometrics, Vol. 15: Nonstationary Panels, Panel Cointegration, and Dynamic Panels", pp.7~52 (2000), JAI Press
8. Banerjee,A., "Panel Data Unit Roots and Cointegration: An Overview", Oxford Bulletin of Economics and Statistics, 661, pp.607~629 (1999)
9. Basher and Mohsin, "PPP Tests in Cointegrated Panels: Evidence from Asian Developing Countries", Applied Economics Letters, 11, pp.163~166 (2004)
10. Breitung,J., "The Local Power of Some Unit Root Tests for Panel Data", in;Advances in Econometrics, Vol. 15: Nonstationary Panels, Panel Cointegration, and Dynamic Panels", pp.161~178 (2000), JAI Press
11. Choi,I., "Unit Root Tests for Panel Data", Journal of International Money and Finance, 20, pp.249~272 (2001)
12. Cochran,S.J., "Predictable Components in Exchange Rates", Quarterly Review of Economics and Business, 35, pp.1~14 (1995)
13. Engle,R.F., "Cointegration and Error Correction: Representation, Estimating and Testing", Econometrica, 55, pp.251~276 (1987)
14. Fisher,R.A., "Statistical Methods for Research Workers, 4th Edition" (1932), Oliver & Boyd
15. Glen,J., "Real Exchange Rates in the Short Run, Medium, and Long Run", Journal International Economics, 33, pp.147~166 (1992)
16. Hadri,K., "Testing for Stationarity in Heterogeneous Panel Data", Econometric Journal, 3, pp.148~161 (2000)
17. Hlouskova,J., "The Performance of Panel Unit Root and Stationary Tests: Results from a Large Scale Simulation Study", Econometric Review, 25, pp.85~116 (2006)
18. Im,K.S., "Testing Unit Roots in Heterogeneous Panels" (1997), Cambridge University
19. Im,K.S., "Testing for Unit Root in Heterogeneous Panels", Journal of Econometrics, 115, pp.53~74 (2003)
20. Johansen,S., "Maximum Likelihood Estimation and Inference on Cointegration with Application on Demand for Money", Oxford Bulletin of Economics and Statistics, 52, pp.169~210 (1990)
21. Karlsson,S., "On the Power and Interpretation of Panel Unit Root Tests", Economics Letters, 66, pp.249~255 (2000)
22. Kim,B.J.C., "Test of the Long-Run Purchasing Power Parity: the Case of Some Pacific-Rim Countries", Proceedings of the Pan Pacific Conference on A Business, Economic, Technological and Educational Exchange, pp.370~372 (1993)
23. Levin,A., "Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties", Journal of Econometrics, 108, pp.1~24 (2002)
24. Lothian, J. R., "Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries", Journal of Political Economy, 104, pp.488~509 (1996)
25. Maddala, G. S., "A Comparative Study of Unit Root Tests with Panel Data and A New Simple Test", Oxford Bulletin of Economics and Statistics, 61, pp.631~652 (1999)
26. Meese,R.A., "Was It Real? The Exchange Rate-Interest Rate Differential Relation over the Modern Floating-Rate Period", Journal of Finance, 43, pp.933~948 (1988)
27. Pedroni,P., "Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors", Oxford Bulletin of Economics and Statistics, 61, pp.653~670 (1999)
28. Pedroni,P., "Fully Modified OLS for Heterogeneous Cointegrated Panels, in;Advances in Econometrics, Vol. 15: 『Nonstationary Panels, Panel Cointegration, and Dynamic Panels", pp.93~130 (2000), JAI Press
29. Pedroni,P., "Purchasing Power Parity in Cointegrated Panels", Review of Economics and Statistics, 83, pp.727~731 (2001)
30. Pedroni,P., "Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Tie Series Tests with an Application to the PPP Hypothesis", Econometric Theory, 20, pp.597~625 (2004)
31. Phillips,P., "Testing for Unit Root in Time Series Regression", Biometirca, 75, pp.335~316 (1988)
32. Pippenger,M.K., "Cointegration Tests of Purchasing Power Parity: the Case of the Swiss Exchange Rate", Journal of International Money and Finance, 12, pp.46~61 (1993)
33. Qian,H., "Panel PPP Tests with Unknown Cross-Sectional Dependence and Heteroscedasticity, Unpublished manuscript", ~ (2001)
34. Whitt,J.A., "The Long-Run Behavior of the Real Exchange Rate: A Reconsideration", Journal of Money Credit and Banking, 24, pp.72~82 (1992)
35. Wu J., "The Empirical Investigation of Long-Run Purchasing Power Parity: The Case of Taiwan Exchange Rates", International Economic Journal, 10, pp.56~69 (1996)

관련 논문AI추천