Additional information is available for the following registered author(s):

• Mark P. Taylor
• Jerry Coakley
• Ana-Maria Fuertes
• Robert P. Flood

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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 24 (2005)
Issue (Month): 2 (March)
Pages: 293-316
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:jimfin:v:24:y:2005:i:2:p:293-316

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1. Luciana Juvenal & Mark P. Taylor, 2008. "Threshold adjustment in deviations from the law of one price," Working Papers 2008-027, Federal Reserve Bank of St. Louis. [Downloadable!]
2. Mario Cerrato & Nicholas Sarantis, 2007. "Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(4), pages 427-444. [Downloadable!]
3. Luciana Juvenal & Mark P. Taylor, 2007. "The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics," Money Macro and Finance (MMF) Research Group Conference 2006 80, Money Macro and Finance Research Group. [Downloadable!]
4. Abdullah Noman, 2008. "Testing for PPP in the mean-group panel rgression framework: further evidence," Economics Bulletin, Economics Bulletin, vol. 6(20), pages 1-12. [Downloadable!]
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   • Noman, Abdullah, 2008. "Testing for PPP in the Mean-Group Panel Regression Framework: Further Evidence," MPRA Paper 7825, University Library of Munich, Germany. [Downloadable!]
5. Menkhoff, Lukas & Rebitzky, Rafael, 2007. "Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-376, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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   • Menkhoff, Lukas & Rebitzky, Rafael R., 2008. "Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 455-467, June. [Downloadable!] (restricted)
6. Urbain, Jean-Pierre & Westerlund, Joakim, 2006. "Spurious Regression in Nonstationary Panels with Cross-Unit Cointegration," Research Memoranda 057, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
7. Long, Dara, 2008. "Purchasing Power Parity and Real Exchange Rate in Japan," MPRA Paper 11173, University Library of Munich, Germany. [Downloadable!]
8. Tuomas A. Peltonen & Adina Popescu & Michael Sager, 2009. "Can Non-Linear Real Shocks Explain The Persistence of PPP Exchange Rate Disequilibria?," Working Paper Series 1073, European Central Bank. [Downloadable!]
9. James Smith, . "That elusive elasticity and the ubiquitous bias: is panel data a panacea?," Bank of England working papers 342, Bank of England. [Downloadable!]
10. Jerry Coakley & Stuart Snaith, 2005. "Testing for symmetry and proportionality in a European panel," Applied Financial Economics, Taylor and Francis Journals, vol. 15(11), pages 745-752, July. [Downloadable!] (restricted)
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    • Jerry Coakley & Stuart Snaith, 2006. "Testing for symmetry and proportionality in a European panel," Applied Financial Economics, Taylor and Francis Journals, vol. 16(1-2), pages 63-71, January. [Downloadable!] (restricted)
11. Lothian, James R. & Taylor, Mark P., 2006. "Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?," The Warwick Economics Research Paper Series (TWERPS) 768, University of Warwick, Department of Economics. [Downloadable!]
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12. Paresh Kumar Narayan, 2006. "Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India," Applied Economics, Taylor and Francis Journals, vol. 38(1), pages 63-70, January. [Downloadable!] (restricted)
13. Paresh Kumar Narayan, 2005. "New evidence on purchasing power parity from 17 OECD countries," Applied Economics, Taylor and Francis Journals, vol. 37(9), pages 1063-1071, May. [Downloadable!] (restricted)
14. Tuomas A. Peltonen & Michael Sager, 2009. "Productivity shocks and real exchange rates - a reappraisal," Working Paper Series 1046, European Central Bank. [Downloadable!]
15. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004. "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance 0403, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
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