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A Bayesian analysis of the PPP...
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Kointegration
Purchasing power parity
10,959
Kaufkraftparität
10,956
Bayesian inference
10,032
Bayes-Statistik
10,024
Theorie
7,047
Theory
7,033
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4,473
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4,462
Wechselkurs
3,014
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2,960
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1,789
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1,785
Welt
1,707
World
1,705
USA
1,634
United States
1,624
VAR model
1,606
VAR-Modell
1,605
Zeitreihenanalyse
1,392
Time series analysis
1,384
Schätztheorie
1,360
Estimation theory
1,359
real exchange rate
1,249
Volatilität
1,232
Volatility
1,227
Cointegration
1,065
Schock
1,065
Shock
1,061
Monetary policy
1,052
Geldpolitik
1,037
Economic growth
992
EU-Staaten
922
Wirtschaftswachstum
919
EU countries
916
Markov chain
867
Markov-Kette
867
Dynamisches Gleichgewicht
813
Dynamic equilibrium
811
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Caporale, Guglielmo Maria
30
Rault, Christophe
28
Strachan, Rodney W.
25
Drine, Imed
16
Chang, Tsangyao
15
Koop, Gary
14
Dijk, Herman K. van
13
MacDonald, Ronald
12
Rabanal, Pau
12
Jusélius, Katarina
11
Égert, Balázs
11
Hadj Amor, Thouraya
9
Mignon, Valérie
9
Bahmani-Oskooee, Mohsen
8
Beckmann, Joscha
7
Gil-Alaña, Luis A.
7
Hanck, Christoph
7
Hoffmann, Mathias
7
Khan, Muhammad Arshad
7
Kim, Jaebeom
7
Leon-Gonzalez, Roberto
7
Ramírez, Miguel D.
7
Rubio-Ramírez, Juan Francisco
7
Villani, Mattias
7
Breitenbach, Marthinus C.
6
Dufrénot, Gilles
6
Holmes, Mark J.
6
Kim, Hyeongwoo
6
Lee, Chia-hao
6
Lyhagen, Johan
6
Narayan, Paresh Kumar
6
Paap, Richard
6
Qayyum, Abdul
6
Sideris, Dimitrios
6
Sugita, Katsuhiro
6
Zerihun, Mulatu Fekadu
6
Abida, Zouheir
5
Cerrato, Mario
5
Chua, Chew Lian
5
Czudaj, Robert
5
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William Davidson Institute <Ann Arbor, Mich.>
4
Econometrisch Instituut <Rotterdam>
2
Nationalekonomiska Institutionen <Göteborg>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
European University Institute / Department of Economics
1
Johns Hopkins University / Department of Economics
1
Københavns Universitet / Økonomisk Institut
1
National Bureau of Economic Research
1
School of Finance and Business Economics <Perth, Western Australia>
1
University of Southampton / Department of Economics
1
University of Strathclyde / Department of Economics
1
University of Warwick / Department of Economics
1
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Applied economics letters
27
Applied economics
22
Economic modelling
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of finance & economics : IJFE
13
Journal of international money and finance
13
International journal of economics and finance
12
International review of economics & finance : IREF
12
International journal of economics and financial issues : IJEFI
11
Economics letters
10
Journal of international financial markets, institutions & money
10
Japan and the world economy : international journal of theory and policy
9
Open economies review
9
Cogent economics & finance
8
The International trade journal
8
The North American journal of economics and finance : a journal of financial economics studies
8
The empirical economics letters : a monthly international journal of economics
8
Applied financial economics
7
Asian African journal of economics and econometrics
7
IMF working papers
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of macroeconomics
7
William Davidson Institute working papers series
7
Working paper
7
Discussion paper / Tinbergen Institute
6
Journal of economic cooperation & development
6
Journal of risk and financial management : JRFM
6
CBN journal of applied statistics
5
CESifo working papers
5
Discussion papers / Department of Economics, University of Copenhagen
5
Discussion papers / University of Leicester, Department of Economics
5
IMF working paper
5
International journal of monetary economics and finance
5
Journal of econometrics
5
Journal of money, credit and banking : JMCB
5
Panoeconomicus
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Sveriges Riksbank working paper series
5
The Pakistan development review : PDR
5
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ECONIS (ZBW)
1,044
EconStor
5
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1
Bayesian analysis of a Markov switching temporal cointegration model
Sugita, Katsuhiro
- In:
Japan and the world economy : international journal of …
20
(
2008
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10003685790
Saved in:
2
Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle
Lo, Ming Chien
;
Morley, James C.
- In:
Journal of international money and finance
51
(
2015
),
pp. 264-284
Persistent link: https://www.econbiz.de/10011475263
Saved in:
3
Bayesian analysis of a fractional cointegration model
Martin, Gael M.
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
Saved in:
4
Nonlinearities in exchange rate determination in a small open economy : some evidence for Canada
Kempa, Bernd
;
Riedel, Jana
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 268-278
Persistent link: https://www.econbiz.de/10009739644
Saved in:
5
Threshold cointegration in international exchange rates : a Bayesian approach
Huber, Florian
;
Zörner, Thomas
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 458-473
Persistent link: https://www.econbiz.de/10012300684
Saved in:
6
An empirical analysis of Korea's trade imbalances with the US and Japan
Kim, A.
- In:
Journal of the Asia Pacific economy
14
(
2009
)
3
,
pp. 211-226
Persistent link: https://www.econbiz.de/10003971143
Saved in:
7
Real exchange rate misalignment and trade flows in Nigeria : (1960 - 2113)
Ibrahim, W.
- In:
Journal of academic research in economics
6
(
2014
)
3
,
pp. 411-425
Persistent link: https://www.econbiz.de/10011348105
Saved in:
8
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
9
Workers' remittances and dutch disease in Bangladesh
Chowdhury, Mamta Banu
;
Rabbi, Fazle
- In:
The journal of international trade & economic development
23
(
2014
)
3/4
,
pp. 455-475
Persistent link: https://www.econbiz.de/10010356688
Saved in:
10
Foreign direct investment, exports and real exchange rate linkages in Vietnam : evidence from a co-integration approach
Pham, Thi Hong Hanh
;
Nguyen, Thinh Duc
- In:
Journal of Southeast Asian economies
30
(
2013
)
3
,
pp. 250-262
Persistent link: https://www.econbiz.de/10010226883
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