- Faccio, Mara & Parsley, David C., 2009.
"Sudden Deaths: Taking Stock of Geographic Ties,"
Journal of Financial and Quantitative Analysis,
Cambridge University Press, vol. 44(03), pages 683-718, June.
[Downloadable!]
Other versions: See citations under working paper version above.
- DavidC. Parsley & Shang-Jin Wei, 2007.
"A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates,"
Economic Journal,
Royal Economic Society, vol. 117(523), pages 1336-1356, October.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Parsley, David C., 2007.
"Accounting for real exchange rate changes in East Asia,"
Journal of International Money and Finance,
Elsevier, vol. 26(8), pages 1355-1377, December.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Parsley, David C. & Popper, Helen A., 2006.
"Exchange rate pegs and foreign exchange exposure in East and South East Asia,"
Journal of International Money and Finance,
Elsevier, vol. 25(6), pages 992-1009, October.
[Downloadable!] (restricted)
Cited by:
- Ila Patnaik, 2009.
"Does the Currency Regime Shape Unhedged Currency Exposure?,"
Working Papers
id:2049, esocialsciences.com.
[Downloadable!]
Other versions:
- Gande, Amar & Parsley, David C., 2005.
"News spillovers in the sovereign debt market,"
Journal of Financial Economics,
Elsevier, vol. 75(3), pages 691-734, March.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- David C. Parsley, 2004.
"Pricing in International Markets: a "Small-country" Benchmark,"
Review of International Economics,
Blackwell Publishing, vol. 12(3), pages 509-524, 08.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- David C. Parsley, 2003.
"Exchange rate pass-through in a small open economy: Panel evidence from Hong Kong,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 8(2), pages 99-107.
[Downloadable!]
Other versions: See citations under working paper version above.
- Parsley, David C. & Wei, Shang-Jin, 2001.
"Explaining the border effect: the role of exchange rate variability, shipping costs, and geography,"
Journal of International Economics,
Elsevier, vol. 55(1), pages 87-105, October.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Parsley, David C & Popper, Helen A, 2001.
"Official Exchange Rate Arrangements and Real Exchange Rate Behavior,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 33(4), pages 976-93, November.
Cited by:
- Fischer, Christoph, 2004.
"PPP : a Disaggregated View,"
Discussion Paper Series 1: Economic Studies
2004,07, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Other versions: - Mohsen Bahmani-Oskooee & Abera Gelan, 2006.
"Testing the PPP in the non-linear STAR Framework: Evidence from Africa,"
Economics Bulletin,
Economics Bulletin, vol. 6(17), pages 1-15.
[Downloadable!]
- Walter Enders & Kamol Chumrusphonlert, 2004.
"Threshold cointegration and purchasing power parity in the pacific nations,"
Applied Economics,
Taylor and Francis Journals, vol. 36(9), pages 889-896, May.
[Downloadable!] (restricted)
- Mark J.Holmes, 2002.
"Are there non linearities in US: Latin American real exchange behavior,"
Estudios de Economia,
University of Chile, Department of Economics, vol. 29(2 Year 20), pages 177-190, December.
[Downloadable!]
- David Parsley & Helen Popper, 2002.
"Foreign Exchange Exposure and Exchange Rate Arrangements in East Asia,"
Working Papers
172002, Hong Kong Institute for Monetary Research.
[Downloadable!]
- Alan M. Taylor, 2000.
"A Century of Purchasing-Power Parity,"
NBER Working Papers
8012, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
- 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, vol. 111(4), pages 1211-36, November.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Parsley, David C, 1996.
"Inflation and Relative Price Variability in the Short and Long Run: New Evidence from the United States,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 28(3), pages 323-41, August.
[Downloadable!] (restricted)
Cited by:
- Mª Ángeles Caraballo Pou & Carlos Dabús & Diego Caramuta, 2006.
"A Non-linear "Inflation-Relative Prices Variability" Relationship: Evidence from Latin America,"
Economic Working Papers at Centro de Estudios Andaluces
E2006/09, Centro de Estudios Andaluces.
[Downloadable!]
- Mustafa Caglayan & Alpay Filiztekin & Michael T. Rauh, 2006.
"Inflation, Price Dispersion, and Market Structure,"
Working Papers
2006-03, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
[Downloadable!]
Other versions:- Caglayan, Mustafa & Filiztekin, Alpay & Rauh, Michael T., 2008.
"Inflation, price dispersion, and market structure,"
European Economic Review,
Elsevier, vol. 52(7), pages 1187-1208, October.
[Downloadable!] (restricted)
- Juliane Scharff & Sven Schreiber, 2008.
"Evidence on the effects of inflation on price dispersion under indexation,"
IMK Working Paper
12-2008, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
[Downloadable!]
- Bill RUSSELL & Jonathan EVANS & Bruce PRESTON, 2002.
"The Impact of Inflation and Uncertainty on the Optimum Markup Set by Firms,"
Economics Working Papers
ECO2002/02, European University Institute.
[Downloadable!]
- David C. Parsley & Helen A. Popper, 2004.
"Aggregate Price Changes and Dispersion: A Comparison of the Equity and Goods and Services Markets,"
The B.E. Journal of Macroeconomics,
Berkeley Electronic Press, vol. 0(1).
[Downloadable!]
- Alexander Bick & Dieter Nautz, 2008.
"Inflation Thresholds and Relative Price Variability: Evidence from U.S. Cities,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 4(3), pages 61-76, September.
[Downloadable!]
- Daniel Berkowitz & David N. DeJong, 2002.
"Integration: An Empirical Assessment of Russia,"
William Davidson Institute Working Papers Series
488, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
- Matthias R. Fengler & Joachim K. Winter, 2007.
"Price variability and price dispersion in a stable monetary environment: evidence from German retail markets,"
Managerial and Decision Economics,
John Wiley & Sons, Ltd., vol. 28(7), pages 789-801.
[Downloadable!]
Other versions: - John H. Rogers & Hayden P. Smith, 2001.
"Border effects within the NAFTA countries,"
International Finance Discussion Papers
698, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- María Ángeles Caraballo & Carlos Dabús & Carlos Usabiaga, 2004.
"Relative Prices and Inflation: New Evidence from Different Inflationary Contexts,"
Economic Working Papers at Centro de Estudios Andaluces
E2004/71, Centro de Estudios Andaluces.
[Downloadable!]
Other versions: - Anindya BANERJEE & Paul MIZEN & Bill RUSSELL, 2002.
"The Long-Run Relationship among Relative Price Variability, Inflation and the Markup,"
Economics Working Papers
ECO2002/01, European University Institute.
[Downloadable!]
- Attila Rátfai, 2001.
"Relative Price Skewness and Inflation: A Structural VAR Framework,"
IEHAS Discussion Papers
0103, Institute of Economics, Hungarian Academy of Sciences.
[Downloadable!]
- Talan Iscan & Lars Osberg, 1998.
"Does Inflation Affect Output Varibility? Evidence from 40 Years of US Data,"
Department of Economics at Dalhousie University working papers archive
stabilus, Dalhousie, Department of Economics.
[Downloadable!]
- Mustafa Caglayan & Alpay Filiztekin & Michael T. Rauh, 2004.
"Market Structure, Inflation, and Price Dispersion,"
Discussion Papers in Economics
04/2, Department of Economics, University of Leicester, revised Jun 2004.
[Downloadable!]
Other versions: - Carlos Felipe Jaramillo & Daniel Cerquera, .
"Price Behavior in an Inflationary Environment: Evidence from Supermarket Data,"
Borradores de Economia
138, Banco de la Republica de Colombia.
[Downloadable!]
- Bengt Assarsson, 2003.
"Inflation and higher moments of relative price changes in Sweden,"
BIS Papers chapters,
in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 383-397
Bank for International Settlements.
[Downloadable!]
- Scharff, Juliane & Nautz, Dieter, 2006.
"Inflation and relative price variability in the euro area: evidence from a panel threshold model,"
Discussion Paper Series 1: Economic Studies
2006,14, Deutsche Bundesbank, Research Centre.
[Downloadable!]
- Talan Iscan & Lars Osberg, 1998.
"A Note on the Link Between Inflation and Output Variability in Canada,"
Department of Economics at Dalhousie University working papers archive
jmcb97, Dalhousie, Department of Economics.
[Downloadable!]
- David C. Parsley & Ziyong Cai, 1995.
"Exchange Rate Uncertainty And Traded Goods Prices,"
International Economic Journal,
Korean International Economic Association, vol. 9(2), pages 27-35, June.
[Downloadable!] (restricted)
Cited by:
- Guneratne Banda Wickremasinghe & Param Silvapulle, 2004.
"Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan,"
International Finance
0406006, EconWPA.
[Downloadable!]
- Parsley, David C, 1995.
"Exchange-Rate Pass-through with Intertemporal Linkages: Evidence at the Commodity Level,"
Review of International Economics,
Blackwell Publishing, vol. 3(3), pages 330-41, October.
Cited by:
- David Parsley, 2002.
"Pricing in International Markets: a 'Small-Country' Benchmark,"
International Finance
0211002, EconWPA.
[Downloadable!]
Other versions:
- Parsley, David C & Wei, Shang-Jin, 1993.
"Insignificant and Inconsequential Hysteresis: The Case of U.S. Bilateral Trade,"
The Review of Economics and Statistics,
MIT Press, vol. 75(4), pages 606-13, November.
[Downloadable!] (restricted)
Cited by:
- Emilia Penkova, 2005.
"An empirical analysis of UK imports: is there evidence of hysteresis?,"
Discussion Papers in Economics
05_01, University of Dortmund, Department of Economics.
[Downloadable!]
- Campa, José Manuel, 2000.
"Exchange Rates and Trade: How Important is Hysteresis in Trade?,"
CEPR Discussion Papers
2606, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Campa, Jose M., 2000.
"Exchange rates and trade: How important is hysteresis in trade?,"
IESE Research Papers
D/427, IESE Business School.
[Downloadable!]
- Campa, Jose Manuel, 2004.
"Exchange rates and trade: How important is hysteresis in trade?,"
European Economic Review,
Elsevier, vol. 48(3), pages 527-548, June.
[Downloadable!] (restricted)
- David C. Parsley & Shang-Jin Wei, 1994.
"Insignificant and Inconsequential Hysteresis: The Case of the U.S. Bilateral Trade,"
NBER Working Papers
4738, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Belke, Ansgar & Göcke, Matthias, 2004.
"Real Options Effects on Employment: Does Exchange Rate Uncertainty Matter for Aggregation?,"
IZA Discussion Papers
1126, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: - Zhang, Yin & Wan, Guanghua, 2004.
"What Accounts for China's Trade Balance Dynamics?,"
Working Papers
UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
[Downloadable!]
Other versions: - Matthias Göcke & Ansgar Belke, 1999.
"Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty,"
Computing in Economics and Finance 1999
722, Society for Computational Economics.
[Downloadable!]
- I. Agur, 2003.
"Trade-volume hysteresis: an investigation using aggregate data,"
WO Research Memoranda (discontinued)
740, Netherlands Central Bank, Research Department.
[Downloadable!]