Getting PPP Right: Identifying Mean Reverting Real Exchange Rates in Panels

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Getting PPP Right: Identifying Mean Reverting Real Exchange Rates in Panels

Author Info

Georgios Chortareas (Bank of England)
George Kapetanios (Queen Mary University of London)

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Georgios Chortareas

Abstract

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Paper provided by Money Macro and Finance Research Group in its series Money Macro and Finance (MMF) Research Group Conference 2004 with number 32.

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Date of creation: 17 Sep 2004
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Handle: RePEc:mmf:mmfc04:32

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Article
- Chortareas, Georgios & Kapetanios, George, 2009. "Getting PPP right: Identifying mean-reverting real exchange rates in panels," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 390-404, February. [Downloadable!] (restricted)
Paper
- Georgios Chortareas & George Kapetanios, 2004. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 517, Queen Mary, University of London, Department of Economics. [Downloadable!]
- Georgios Chortareas & George Kapetanios, 2008. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 629, Queen Mary, University of London, Department of Economics. [Downloadable!]

This paper has been announced in the following NEP Reports:

NEP-ALL-2004-09-30 (All new papers)
NEP-ECM-2004-09-30 (Econometrics)
NEP-IFN-2004-09-30 (International Finance)

Cited by:
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Georgios Chortareas & George Kapetanios, 2005. "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of convergence to PPP," Money Macro and Finance (MMF) Research Group Conference 2005 36, Money Macro and Finance Research Group. [Downloadable!]
Other versions:
- Georgios Chortareas & George Kapetanios, 2004. "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP," Working Papers 522, Queen Mary, University of London, Department of Economics. [Downloadable!]

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