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Citations of
Eiji Fujii

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. 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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Working papers

  1. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2009. "China's Current Account and Exchange Rate," NBER Working Papers 14673, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

    Cited by:

    1. Kumakura, Masanaga & Kuroko, Masato, 2007. "China's Impact on the Exports of Other Asian Countries: A Note," IDE Discussion Papers 131, Institute of Developing Economies, Japan External Trade Organization(JETRO). [Downloadable!]
    2. THORBECKE, Willem, 2009. "Can East Asia be an Engine of Growth for the World Economy?," Discussion papers 09006, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
    3. THORBECKE, Willem & Hanjiang ZHANG, 2008. "The Effect of Exchange Rate Changes on China's Labor-Intensive Manufacturing Exports," Discussion papers 08038, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
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  2. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2008. "Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies," NBER Working Papers 14168, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Tatom, John, 2008. "Imbalances in China and U.S. Capital Flows," MPRA Paper 11706, University Library of Munich, Germany. [Downloadable!]

  3. Yin-Wong Cheung & Eiji Fujii, 2008. "Deviations from the Law of One Price in Japan," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

    Cited by:

    1. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2009. "The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices," NBER Working Papers 14835, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  4. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2007. "The Overvaluation of Renminbi Undervaluation," NBER Working Papers 12850, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Published as:

    Cited by:

    1. Eswar S. Prasad, 2007. "Is the Chinese Growth Miracle Built to Last?," IZA Discussion Papers 2995, Institute for the Study of Labor (IZA). [Downloadable!]
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    2. Freitag, Stephan, 2009. "The Endogeneity of Transpacific Trade Imbalances," MPRA Paper 16356, University Library of Munich, Germany. [Downloadable!]
    3. Charles Engel, 2009. "Exchange rate policies," Staff Papers, Federal Reserve Bank of Dallas, issue Nov. [Downloadable!]
    4. Marc Gronwald & Michael Funke, 2008. "The undisclosed Renminbi Basket: are the markets telling us something about where the Renminbi - US Dollar Exchange Rate is going?," Quantitative Macroeconomics Working Papers 20804, Hamburg University, Department of Economics. [Downloadable!]
    5. Yin-Wong Cheung & XingWang Qian, 2009. "The Empirics of China's Outward Direct Investment," Working Papers 172009, Hong Kong Institute for Monetary Research. [Downloadable!]
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    6. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2009. "China's Current Account and Exchange Rate," NBER Working Papers 14673, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Yin-Wong Cheung & Dickson C. Tam & Matthew S. Yiu, 2008. "Does the Chinese interest rate follow the US interest rate?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 53-67. [Downloadable!]
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    8. Ruscher, Eric & Wolff, Guntram B., 2009. "External rebalancing is not just an exporters' story: real exchange rates, the non-tradable sector and the euro," MPRA Paper 19151, University Library of Munich, Germany. [Downloadable!]
    9. Guonan Ma & Zhou Haiwen, 2009. "China’s evolving external wealth and rising creditor position," BIS Working Papers 286, Bank for International Settlements. [Downloadable!]
    10. Tatom, John, 2007. "China currency dispute: is a rise in the yuan inevitable, necessary or desirable?," MPRA Paper 5366, University Library of Munich, Germany. [Downloadable!]
    11. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2008. "Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies," NBER Working Papers 14168, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    12. John A. Tatom, 2007. "The US-China Currency Dispute: Is a Rise in the Yuan Necessary, Inevitable or Desirable?," Global Economy Journal, Berkeley Electronic Press, vol. 7(3). [Downloadable!]
    13. Weber, Sebastian & Wyplosz, Charles, 2009. "Exchange rates during the crisis," Policy Research Working Paper Series 5059, The World Bank. [Downloadable!]
    14. Yin-Wong Cheung & Menzie Chinn & Eiji Fujii, 2009. "Pitfalls in Measuring Exchange Rate Misalignment," Open Economies Review, Springer, vol. 20(2), pages 183-206, April. [Downloadable!] (restricted)
    15. Freund, Caroline & Pierola, Martha Denisse, 2008. "Export surges : the oower of a competitive currency," Policy Research Working Paper Series 4750, The World Bank. [Downloadable!]
    16. Tuomas A. Peltonen & Michael Sager, 2009. "Productivity shocks and real exchange rates - a reappraisal," Working Paper Series 1046, European Central Bank. [Downloadable!]
    17. Funke, Michael & Gronwald, Marc, 2007. "The Undisclosed Renminbi Basket: Are The Markets Telling Us Something About Where The Renminbi - US Dollar Exchange Rate Is Going?," BOFIT Discussion Papers 20/2007, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
      Other versions:
    18. Robert Lafrance, 2008. "China's Exchange Rate Policy: A Survey of the Literature," Discussion Papers 08-5, Bank of Canada. [Downloadable!]
    19. Joshua Aizenman & Jaewoo Lee, 2006. "Financial Versus Monetary Mercantilism-Long-run View of Large International Reserves Hoarding," NBER Working Papers 12718, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  5. Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii, 2006. "The Illusion of Precision and the Role of the Renminbi in Regional Integration," Working Papers 182006, Hong Kong Institute for Monetary Research. [Downloadable!]

    Cited by:

    1. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2009. "China's Current Account and Exchange Rate," NBER Working Papers 14673, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2007. "The Overvaluation of Renminbi Undervaluation," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    3. Yin-Wong Cheung & Menzie Chinn & Eiji Fujii, 2009. "Pitfalls in Measuring Exchange Rate Misalignment," Open Economies Review, Springer, vol. 20(2), pages 183-206, April. [Downloadable!] (restricted)

  6. Yin-Wong Cheung & Eiji Fujii, 2005. "Cross-Country Relative Price Volatility: Effects of Market Structure," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Yin-Wong Cheung & Kon S. Lai, 2006. "A Reappraisal of the Border Effect on Relative Price Volatility," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:

  7. Fujii, Eiji, 2004. "Exchange Rate Pass-Through in the Deflationary Japan: How Effective is the Yen's Depreciation for Fighting Deflation?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

    Cited by:

    1. Mehrotra, Aaron, 2005. "Exchange and interest rate channels during a deflationary era - Evidence from Japan, Hong Kong and China," BOFIT Discussion Papers 17/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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  8. Jeannine Bailliu & Eiji Fujii, 2004. "Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation," Working Papers 04-21, Bank of Canada. [Downloadable!]
    Other versions:

    Cited by:

    1. Amstad, Marlene & Fischer, Andreas M, 2005. "Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data," CEPR Discussion Papers 5395, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    2. Alexandra Heath & Ivan Roberts & Tim Bulman, 2004. "Inflation in Australia: Measurement and Modelling," RBA Annual Conference Volume, in: Christopher Kent & Simon Guttmann (ed.), The Future of Inflation Targeting Reserve Bank of Australia. [Downloadable!]
    3. Pierre L. Siklos, 2009. "As Good As It Gets? The International Dimension to Canada's Monetary Policy Strategy Choices," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 292, July. [Downloadable!]
    4. Frederic S. Mishkin, 2008. "Exchange Rate Pass-Through And Monetary Policy," NBER Working Papers 13889, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. Reginaldo P. Nogueira Jnr, 2006. "Inflation Targeting and the Role of Exchange Rate Pass-through," Studies in Economics 0602, Department of Economics, University of Kent. [Downloadable!]
    6. Stahn, Kerstin, 2009. "Changes in import pricing behaviour: the case of Germany," Discussion Paper Series 1: Economic Studies 2009,14, Deutsche Bundesbank, Research Centre. [Downloadable!]
    7. Oxana Babetskaia-Kukharchuk, 2007. "Transmission of Exchange Rate Shocks into Domestic Inflation: The Case of the Czech Republic," Working Papers 2007/12, Czech National Bank, Research Department. [Downloadable!]
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    8. Goldberg, Linda S. & Campa, Jose M., 2006. "Distribution margins, imported inputs, and the insensitivity of the CPI to exchange rates," IESE Research Papers D/625, IESE Business School. [Downloadable!]
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    9. Coricelli, Fabrizio & Égert, Balázs & MacDonald, Ronald, 2006. "Monetary transmission mechanism in Central and Eastern Europe: Gliding on a wind of change," BOFIT Discussion Papers 8/2006, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
    10. Forte, Antonio, 2009. "The pass-through effect: a twofold analysis," MPRA Paper 16527, University Library of Munich, Germany. [Downloadable!]
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    11. Lynda Khalaf & Maral Kichian, 2006. "Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada," Working Papers 06-2, Bank of Canada. [Downloadable!]
    12. Claudio Soto & Luis F. Céspedes, 2006. "Credibility and Inflation Targeting in Chile," Working Papers Central Bank of Chile 408, Central Bank of Chile. [Downloadable!]
    13. Marlene Amstad & Andreas M. Fischer, 2009. "Monthly pass-through ratios," Globalization and Monetary Policy Institute Working Paper 26, Federal Reserve Bank of Dallas. [Downloadable!]
    14. Dubravko Mihaljek & Marc Klau, 2008. "Exchange rate pass-through in emerging market economies: what has changed and why?," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 103-130 Bank for International Settlements. [Downloadable!]
    15. Naa Akofio-Sowah, 2009. "Is There a Link Between Exchange Rate Pass-Through and the Monetary Regime: Evidence from Sub-Saharan Africa and Latin America," International Advances in Economic Research, Springer, vol. 15(3), pages 296-309, August. [Downloadable!] (restricted)
    16. Przystupa, Jan & Wróbel, Ewa, 2009. "Asymmetry of the exchange rate pass-through: An exercise on the Polish data," MPRA Paper 17660, University Library of Munich, Germany. [Downloadable!]
    17. Stulz, Jonas, 2007. "Exchange rate pass-through in Switzerland: Evidence from vector autoregressions," Economic Studies 2007-4, Swiss National Bank. [Downloadable!]
    18. Reginaldo P. Nogueira Junior & Miguel Leon-Ledesma, 2008. "Exchange Rate Pass-Through Into Inflation: The Role of Asymmetries and NonLinearities," Studies in Economics 0801, Department of Economics, University of Kent. [Downloadable!]
    19. Haroon Mumtaz & Özlem Oomen & Jian Wang, . "Exchange rate pass-through into UK import prices," Bank of England working papers 312, Bank of England. [Downloadable!]

  9. Yin-Wong Cheung & Menzie Chinn & Eiji Fujii, 2003. "China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration," Santa Cruz Center for International Economics, Working Paper Series 1012, Center for International Economics, UC Santa Cruz. [Downloadable!]
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    Published as:

    Cited by:

    1. James Laurenceson & Kam Ki Tang, . "Estimating China’s de-facto capital account convertibility," EAERG Discussion Paper Series 0205, School of Economics, University of Queensland, Australia. [Downloadable!]
    2. Alex Luiz Ferreira, 2004. "Are Real Interest Differentials Caused by Frictions in Goods or Assets Markets, Real or Nominal Shocks?," Studies in Economics 0407, Department of Economics, University of Kent. [Downloadable!]
    3. Henry Kim & Soyoung Kim & Yunjong Wang, 2005. "International Capital Flows and Boom-Bust Cycles in the Asia Pacific Region," Discussion Papers Series, Department of Economics, Tufts University 0506, Department of Economics, Tufts University. [Downloadable!]
    4. T. K. Jayaraman & Huay-Huay Lee & Hock-Ann Lee, 2006. "Regional Economic Integration in the Pacific: An Empirical Study," Global Economic Review, Taylor and Francis Journals, vol. 35(2), pages 177-192, June. [Downloadable!] (restricted)

  10. Yin-Wong Cheung & Menzie Chinn & Eiji Fujii, 2003. "The Chinese Economies in Global Context: The Integration Process and Its Determinants," Santa Cruz Department of Economics, Working Paper Series 1032, Department of Economics, UC Santa Cruz. [Downloadable!]
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    Published as:

    Cited by:

    1. Eswar Prasad & Thomas Rumbaugh & Qing Wang, 2009. "Putting the Cart before the Horse? Capital Account Liberalization and Exchange Rate Flexibility in China," Macroeconomics Working Papers 1049, East Asian Bureau of Economic Research. [Downloadable!]
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    2. Vincent Bouvatier, 2006. "Hot money inflows in China : How the people's bank of China took up the challenge," Cahiers de la Maison des Sciences Economiques bla06011, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
    3. Vincent Bouvatier, 2006. "Hot Money Inflows in China : How the People's Bank of China Took up the Challenge," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00111153_v1, HAL. [Downloadable!]
    4. Pasricha, Gurnain, 2007. "Financial Integration in Emerging Market Economies," MPRA Paper 5278, University Library of Munich, Germany. [Downloadable!]
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    5. Hiroshi Fujiki & nd Akiko Terada-Hagiwara, 2007. "Financial Integration in East Asia," IMES Discussion Paper Series 07-E-12, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
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    6. Vincent Bouvatier, 2007. "Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge," Money Macro and Finance (MMF) Research Group Conference 2006 161, Money Macro and Finance Research Group. [Downloadable!]
    7. Liew , Venus Khim-Sen & Ling, Tai-Hu, 2008. "Real interest rate parity: evidence from East Asian economies relative to China," MPRA Paper 7291, University Library of Munich, Germany. [Downloadable!]
    8. Li-Gang Liu, 2005. "China'S Role In The Current Global Economic Imbalance," Discussion papers 05010, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]

  11. Eiji Fujii & Menzie D. Chinn, 2000. "Fin de Siecle Real Interest Parity," NBER Working Papers 7880, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. 300, 2004. "Persistence and the Role of Exchange Rate and Interest Rate Inertia in Monetary Policy," Working Papers Central Bank of Chile 300, Central Bank of Chile. [Downloadable!]
    2. Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007. "Do real interest rates converge? Evidence from the European Union," Working Papers 2007_21, Department of Economics, University of Glasgow. [Downloadable!]
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    3. Menzie Chinn & Jeffrey Frankel, 2003. "The Euro Area and World Interest Rates," Santa Cruz Department of Economics, Working Paper Series 1031, Department of Economics, UC Santa Cruz. [Downloadable!]
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    4. Ana-Maria Fuertes & Jerry Coakley & Andrew Wood, 2004. "A new interpretation of the real exchange rate - yield differential nexus," Money Macro and Finance (MMF) Research Group Conference 2003 32, Money Macro and Finance Research Group. [Downloadable!]
    5. Alain P. Chaboud & Jonathan H. Wright, 2003. "Uncovered interest parity: it works, but not for long," International Finance Discussion Papers 752, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    6. Rodrigo Caputo, 2004. "Exchange Rates, Inflation and Monetary Policy Objectives in Open Economies: The Experience of Chile," Econometric Society 2004 Latin American Meetings 298, Econometric Society. [Downloadable!]
    7. Alex Luiz Ferreira & Miguel León-Ledesma, 2003. "Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets," Studies in Economics 0301, Department of Economics, University of Kent. [Downloadable!]
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    8. Sofiane H. Sekioua, 2004. "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the dominant root and half-lives of shocks," Money Macro and Finance (MMF) Research Group Conference 2004 91, Money Macro and Finance Research Group. [Downloadable!]
    9. Rodrigo Caputo, 2004. "External Shocks and Monetary Policy: Does it Pay to Respond to Exchange Rate Deviations?," Econometric Society 2004 Australasian Meetings 300, Econometric Society. [Downloadable!]
    10. Jerry Coakley & Ana-Maria Fuertes & Andrew Wood, 2004. "A new interpretation of the exchange rate-yield differential nexus," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 201-218. [Downloadable!]
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  12. 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. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Maurice Obstfeld & Kenneth Rogoff, 2000. "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?," Center for International and Development Economics Research, Working Paper Series 1010, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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    2. Yin-Wong Cheung & Eiji Fujii, 2005. "Cross-Country Relative Price Volatility: Effects of Market Structure," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    3. Luca Antonio Ricci & Ronald MacDonald, 2002. "Purchasing Power Parity and New Trade Theory," IMF Working Papers 02/32, International Monetary Fund. [Downloadable!]
    4. Fabio Ghironi & Marc J. Melitz, 2004. "International Trade and Macroeconomic Dynamics with Heterogeneous Firms," NBER Working Papers 10540, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    5. Laura Mayoral & Maria Dolores Gadea, 2009. "Analyzing aggregate real exchange rate persistence through the lens of sectoral data," UFAE and IAE Working Papers 787.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
    6. Luca Antonio Ricci & Ronald MacDonald, . "PPP and the Balassa Samuelson Effect: The Role of the Distribution Sector," IMF Working Papers 01/38, International Monetary Fund. [Downloadable!]
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    7. Yin-Wong Cheung & Kon S. Lai, 2006. "A Reappraisal of the Border Effect on Relative Price Volatility," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    8. Paul Cashin & C. John McDermott, 2004. "Parity Reversion in Real Exchange Rates: Fast, Slow or Not at All?," IMF Working Papers 04/128, International Monetary Fund. [Downloadable!]
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    9. Joanna Wolszczak-Derlacz, 2008. "Price convergence in the EU—an aggregate and disaggregate approach," International Economics and Economic Policy, Springer, vol. 5(1), pages 25-47, July. [Downloadable!] (restricted)
    10. Iwatsubo, Kentaro, 2006. "Adjustment Speeds of Nominal Exchange Rates and Prices toward Purchasing Power Parity," CEI Working Paper Series 2005-11, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    11. Joanna Wolszczak-Derlacz & Rembert De Blander, 2009. "Price convergence in the European Union and in the New Member States," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 40(2), pages 37-59. [Downloadable!]
    12. Giorgio Fazio & Peter McAdam & Ronald MacDonald, 2007. "Disaggregate Real Exchange Rate Behaviour," Open Economies Review, Springer, vol. 18(4), pages 389-404, September. [Downloadable!] (restricted)
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    13. ANTHONY de CARVALHO, 2002. "Wage Adjustment, Imperfect Competition and Real Exchange Rate Reversion: An Attempt to Unravel the PPP Puzzle," Discussion Papers 706, The Research Institute of the Finnish Economy. [Downloadable!]
    14. Darbha, Gangadhar & Patel, Urjit R., 2004. "Nonlinear Adjustment in Real Exchange Rates and Long Run Purchasing Power Parity--Further Evidence," Working Papers 04-1, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]

Articles

  1. Yin-Wong Cheung & Menzie Chinn & Eiji Fujii, 2009. "Pitfalls in Measuring Exchange Rate Misalignment," Open Economies Review, Springer, vol. 20(2), pages 183-206, April. [Downloadable!] (restricted)

    Cited by:

    1. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2009. "China's Current Account and Exchange Rate," NBER Working Papers 14673, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  2. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2007. "The Fog Encircling The Renminbi Debate," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 52(03), pages 403-418. [Downloadable!] (restricted)

    Cited by:

    1. Freitag, Stephan, 2009. "The Endogeneity of Transpacific Trade Imbalances," MPRA Paper 16356, University Library of Munich, Germany. [Downloadable!]
    2. Korkut Ertürk, 2009. "What is Driving Global Deflation and How Best to Fight It?," SCEPA Working Papers 2009-8, Schwartz Center for Economic Policy Analysis (SCEPA), The New School. [Downloadable!]

  3. Cheung, Yin-Wong & Chinn, Menzie D. & Fujii, Eiji, 2007. "The overvaluation of Renminbi undervaluation," Journal of International Money and Finance, Elsevier, vol. 26(5), pages 762-785, September. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Yin-Wong Cheung & Eiji Fujii, 2006. "Cross-country Relative Price Volatility: Effects of Market Structure," Review of International Economics, Blackwell Publishing, vol. 14(5), pages 836-848, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Cheung, Yin-Wong & Chinn, Menzie D. & Fujii, Eiji, 2006. "The Chinese economies in global context: The integration process and its determinants," Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 128-153, March. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2005. "Why the renminbi might be overvalued (but probably isn’t)," Proceedings, Federal Reserve Bank of San Francisco. [Downloadable!]

    Cited by:

    1. Steven Vincent Dunaway & Lamin Leigh & Xiangming Li, 2006. "How Robust are Estimates of Equilibrium Real Exchange Rates: The Case of China," IMF Working Papers 06/220, International Monetary Fund. [Downloadable!]
    2. Gunther Schnabl & Christian Danne, 2007. "A Role Model for China? Exchange Rate Flexibility and Monetary Policy in Japan," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    3. Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii, 2006. "The Illusion of Precision and the Role of the Renminbi in Regional Integration," Working Papers 182006, Hong Kong Institute for Monetary Research. [Downloadable!]
    4. Yin-wong Cheung & Dickson Tam & Matthew S. Yiu, 2006. "Does the Chinese Interest Rate Follow the US Interest Rate?," Working Papers 192006, Hong Kong Institute for Monetary Research. [Downloadable!]
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    5. Rod Tyers & Yongxiang Bu & Ian Bain, 2006. "China’s Equilibrium Real Exchange Rate: A Counterfactual Analysis," ANUCBE School of Economics Working Papers 2006-466, Australian National University, College of Business and Economics, School of Economics. [Downloadable!]
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  7. Fujii, Eiji, 2005. "Intra and inter-regional causal linkages of emerging stock markets: evidence from Asia and Latin America in and out of crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(4), pages 315-342, October. [Downloadable!] (restricted)

    Cited by:

    1. Juan A. Lafuente & Javier Ordoñez, 2007. "The Effect Of The Emu On Short And Long-Run Stock Market Dynamics: New Evidence On Financial Integration," Working Papers. Serie EC 2007-12, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    2. Priyanka Singh,Brajesh Kumar,Ajay Pandey, 2008. "Price and Volatility Spillovers across North American, European and Asian Stock Markets: With Special Focus on Indian Stock Market," IIMA Working Papers 2008-12-04, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]
    3. Girijasankar Mallik, 2006. "Has the Stock Market Integration Between the Asian and OECD Countries Improved After the Asian Crisis?," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 3(2), pages 55-69, December. [Downloadable!]

  8. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2005. "Dimensions of financial integration in Greater China: money markets, banks and policy effects," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(2), pages 117-132. [Downloadable!]

    Cited by:

    1. Johansson, Anders C., 2009. "China'S Financial Market Integration With The World," Working Paper Series 2009-10, China Economic Research Center, Stockholm School of Economics. [Downloadable!]
    2. Liew , Venus Khim-Sen & Ling, Tai-Hu, 2008. "Real interest rate parity: evidence from East Asian economies relative to China," MPRA Paper 7291, University Library of Munich, Germany. [Downloadable!]

  9. Cheung, Yin-Wong & Chinn, Menzie D. & Fujii, Eiji, 2003. "China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration," China Economic Review, Elsevier, vol. 14(3), pages 281-303. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  10. Fujii, Eiji, 2002. "Exchange Rate and Price Adjustments in the Aftermath of the Asian Crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(1), pages 1-14, January. [Downloadable!] (restricted)

    Cited by:

    1. Yin-Wong Cheung & Menzie Chinn & Eiji Fujii, 2003. "China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration," Santa Cruz Center for International Economics, Working Paper Series 1012, Center for International Economics, UC Santa Cruz. [Downloadable!]
      Other versions:
    2. Yu Hsing, 2005. "Application of the IS-MP-IA model to the Singapore economy and policy implications," Economics Bulletin, AccessEcon, vol. 15(6), pages 1-9. [Downloadable!]
    3. Angelos Kanas, 2009. "Real exchange rates and developing countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 280-299. [Downloadable!]
    4. Baharumshah, Ahmad Zubaidi & Chan, Tze-Haw & Aggarwal, Raj, 2006. "The Changing Dynamics of the East Asian Real Exchange Rates after the Financial Crisis: Further Evidence on Mean Reversion," MPRA Paper 6090, University Library of Munich, Germany, revised 22 Nov 2007. [Downloadable!]
    5. Yu Hsing, 2006. "Analysis of Short-term Exchange Rate Movements in Korea: Application of an Extended Mundell--Fleming Model," Global Economic Review, Taylor and Francis Journals, vol. 35(2), pages 145-151, June. [Downloadable!] (restricted)

  11. Cheung, Yin-Wong & Chinn, Menzie & Fujii, Eiji, 2001. "Market Structure and the Persistence of Sectoral Real Exchange Rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(2), pages 95-114, April. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  12. Cheung, Yin-Wong & Fujii, Eiji, 2001. " A Note on the Power of Money-Output Causality Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(2), pages 247-61, May. [Downloadable!] (restricted)

    Cited by:

    1. Y.L. Cheung & Y.W. Cheung & K.C. Ng, 2003. "East Asian Equity Markets, Financial Crises, and the Japanese Currency," Working Papers 032003, Hong Kong Institute for Monetary Research. [Downloadable!]
      Other versions:
    2. Jokipii , Terhi & Lucey, Brian, 2006. "Contagion and interdependence: measuring CEE banking sector co-movements," Research Discussion Papers 15/2006, Bank of Finland. [Downloadable!]
      Other versions:
    3. Lemmens, A. & Croux, C. & Dekimpe, M.G., 2004. "Decomposing Granger Causality over the Spectrum," Research Paper ERS-2004-102-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

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This page was last updated on 2010-1-6.

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