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Purchasing power parity: Granger causality tests for the yen-dollar exchange rate Author info | Abstract | Publisher info | Download info | Related research | Statistics Schnabl, Gunther
Baur, Dirk
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Article provided by Elsevier in its journal Japan and the World Economy .
Volume (Year): 14 (2002)
Issue (Month): 4 (December)
Pages: 425-444
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Handle: RePEc:eee:japwor:v:14:y:2002:i:4:p:425-444Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505557
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Athukorala, Premachandra & Menon, Jayant, 1994.
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Frenkel, Jacob A, 1976.
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Granger, C W J, 1969.
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Econometrica ,
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Bela Balassa, 1964.
"The Purchasing-Power Parity Doctrine: A Reappraisal ,"
Journal of Political Economy ,
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Jose De Gregorio & Holger C. Wolf & Alberto Giovannini, 1994.
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Jose De Gregorio & Alberto Giovannini, 1993.
"International Evidence on Tradables and Nontradable Inflation ,"
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93-17, New York University, Leonard N. Stern School of Business, Department of Economics.
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[Downloadable!] (restricted) Jonathan McCarthy, 2000.
"Pass-through of exchange rates and import prices to domestic inflation in some industrialized economies ,"
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111, Federal Reserve Bank of New York.
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Other versions: Froot, Kenneth A. & Rogoff, Kenneth, 1995.
"Perspectives on PPP and long-run real exchange rates ,"
Handbook of International Economics ,
in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 32, pages 1647-1688
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Ohno, Kenichi, 1989.
"Testing purchasing power parity and the Dornbusch overshooting model with vector autoregression ,"
Journal of the Japanese and International Economies ,
Elsevier, vol. 3(2), pages 209-226, June.
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Marston, Richard C., 1990.
"Pricing to market in Japanese manufacturing ,"
Journal of International Economics ,
Elsevier, vol. 29(3-4), pages 217-236, November.
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Hung, Wansing & Kim, Yoonbai & Ohno, Kenichi, 1993.
"Pricing exports: a cross-country study ,"
Journal of International Money and Finance ,
Elsevier, vol. 12(1), pages 3-28, February.
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Thomas Klitgaard, 1999.
"Exchange rates and profit margins: the case of Japanese exporters ,"
Economic Policy Review ,
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Ceglowski, Janet, 1996.
"The Real Yen Exchange Rate and Japanese Productivity Growth ,"
Review of International Economics ,
Blackwell Publishing, vol. 4(1), pages 54-63, February.
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Christian Bauer & Bernhard Herz, .
"Monetary and Exchange Rate Stability in South East Asia ,"
Macroeconomics ,
Department of Economics, Economics I, Bayreuth University.
[Downloadable!]
Ronald McKinnon & Gunther Schnabl, 2004.
"The Return to Soft Dollar Pegging in East Asia. Mitigating Conflicted Virtue ,"
International Finance
0406007, EconWPA, revised 07 Jul 2004.
[Downloadable!]
Other versions: Gunther Schnabl & Christian Danne, 2005.
"The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy ,"
International Finance
0503001, EconWPA.
[Downloadable!]
Ronald Ian McKinnon & Gunther Schnabl, 2006.
"China’s Exchange Rate and International Adjustment in Wages, Prices, and Interest Rates: Japan Déjà Vu? ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Gunther Schnabl, 2001.
"Weak Economy and Strong Currency: The Origins of the Strong Yen in the 1990s ,"
Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research ,
DIW Berlin, German Institute for Economic Research, vol. 70(4), pages 489-503.
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