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Intranational, Intracontinental, and Intraplanetary PPP

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  • Engel, Charles
  • Hendrickson, Michael K.
  • Rogers, John H.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of the Japanese and International Economies.

Volume (Year): 11 (1997)
Issue (Month): 4 (December)
Pages: 480-501

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Handle: RePEc:eee:jjieco:v:11:y:1997:i:4:p:480-501

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Web page: http://www.elsevier.com/locate/inca/622903

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References

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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.:
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  1. Robert E. Cumby, 1996. "Forecasting Exchange Rates and Relative Prices with the Hamburger Standard: Is What You Want What You Get With McParity?," NBER Working Papers 5675, National Bureau of Economic Research, Inc.
  2. Jeffrey A. Frankel & Andrew K. Rose, 1995. "A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries," NBER Working Papers 5006, National Bureau of Economic Research, Inc.
  3. Edison, Hali J. & Gagnon, Joseph E. & Melick, William R., 1997. "Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era," Journal of International Money and Finance, Elsevier, Elsevier, vol. 16(1), pages 1-17, February.
  4. Charles Engel & John H. Rogers, 1994. "How Wide is the Border?," NBER Working Papers 4829, National Bureau of Economic Research, Inc.
  5. Charles Engel & John H. Rogers, 1995. "Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies," NBER Working Papers 5395, National Bureau of Economic Research, Inc.
  6. Engel, C., 1996. "Long-Run PPP May Not Hold After All," Working Papers, University of Washington, Department of Economics 96-05, University of Washington, Department of Economics.
  7. Charles Engel, 1992. "Real Exchange Rates and Relative Prices: An Empirical Investigation," NBER Working Papers 4231, National Bureau of Economic Research, Inc.
  8. Wu, Yangru, 1996. "Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 28(1), pages 54-63, February.
  9. Shang-Jin Wei & David C. Parsley, 1995. "Purchasing Power Disparity During the Floating Rate Period: Exchange Rate Volatility, Trade Barriers and Other Culprits," NBER Working Papers 5032, National Bureau of Economic Research, Inc.
  10. Abuaf, Niso & Jorion, Philippe, 1990. " Purchasing Power Parity in the Long Run," Journal of Finance, American Finance Association, American Finance Association, vol. 45(1), pages 157-74, March.
  11. Matthew B. Canzoneri & Robert E. Cumby & Behzad Diba, 1996. "Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries," NBER Working Papers 5676, National Bureau of Economic Research, Inc.
  12. MacDonald, Ronald, 1996. "Panel unit root tests and real exchange rates," Economics Letters, Elsevier, Elsevier, vol. 50(1), pages 7-11, January.
  13. Oh, Keun-Yeob, 1996. "Purchasing power parity and unit root tests using panel data," Journal of International Money and Finance, Elsevier, Elsevier, vol. 15(3), pages 405-418, June.
  14. Parsley, David C & Wei, Shang-Jin, 1996. "Convergence to the Law of One Price without Trade Barriers or Currency Fluctuations," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 111(4), pages 1211-36, November.
  15. Jorion, Philippe & Sweeney, Richard J., 1996. "Mean reversion in real exchange rates: evidence and implications for forecasting," Journal of International Money and Finance, Elsevier, Elsevier, vol. 15(4), pages 535-550, August.
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Citations

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Cited by:
  1. Engel, Charles M & Rose, Andrew K, 2001. "Currency Unions and International Integration," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2659, C.E.P.R. Discussion Papers.
  2. Maurice Obstfeld & Alan M. Taylor, 1997. "Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited," NBER Working Papers 6053, National Bureau of Economic Research, Inc.
  3. David Papell, 1998. "The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) 30, Oesterreichische Nationalbank (Austrian Central Bank).
  4. Weber, Axel A. & Beck, G√ľnter W., 2003. "Economic integration and the exchange rate regime: How damaging are currency crises?," CFS Working Paper Series, Center for Financial Studies (CFS) 2001/13, Center for Financial Studies (CFS).
  5. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 1999. "Market Structure and the Persistence of Sectoral Real Exchange Rates," NBER Working Papers 7408, National Bureau of Economic Research, Inc.
  6. Cheung, Yin-Wong & Lai, Kon S., 2001. "Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates," Journal of International Money and Finance, Elsevier, Elsevier, vol. 20(1), pages 115-132, February.
  7. Graham Elliott & Elena Pesavento, 2005. "Higher Power Tests for Bilateral Failure of PPP after 1973," Emory Economics, Department of Economics, Emory University (Atlanta) 0502, Department of Economics, Emory University (Atlanta).
  8. Cheung, Yin-Wong & Lai, Kon S., 2000. "On cross-country differences in the persistence of real exchange rates," Journal of International Economics, Elsevier, Elsevier, vol. 50(2), pages 375-397, April.
  9. Koedijk, Kees G. & Tims, Ben & van Dijk, Mathijs A., 2011. "Why panel tests of purchasing power parity should allow for heterogeneous mean reversion," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(1), pages 246-267, February.

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