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Beyond Purchasing Power Parity: Nominal exchange rates, output shocks and non linear/asymmetric equilibrium adjustment in Central Europe Author info | Abstract | Publisher info | Download info | Related research | Statistics Michael Arghyrou (Cardiff Business School)
Virginie Boinet (Brunel Business School)
Christopher Martin (Brunel Business School)
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Paper provided by Money Macro and Finance Research Group in its series Money Macro and Finance (MMF) Research Group Conference 2005 with number
35.
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[Downloadable!] Kirsten Lommatzsch & Balazs Egert & Amina Lahreche-Revil, 2005.
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Taylor, Mark P. & Peel, David A., 2000.
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Dumas, Bernard, 1992.
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Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 2001.
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Other versions: Peel, David & Sarno, Lucio & Taylor, Mark P, 2001.
"Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles ,"
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Taylor, Mark P & Peel, David A & Sarno, Lucio, 2001.
"Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1015-42, November.
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"Estimating the impact of the Balassa-Samuelson effect on inflation and the real exchange rate during the transition ,"
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Dibooglu, Selahattin & Kutan, Ali M., 2001.
"Sources of Real Exchange Rate Fluctuations in Transition Economies: The Case of Poland and Hungary ,"
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Lionel Halpern & Charles Wyplosz, 1996.
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Obstfeld, Maurice & Taylor, Alan M., 1997.
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Maurice Obstfeld and Alan M. Taylor., 1997.
"Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited ,"
Center for International and Development Economics Research (CIDER) Working Papers
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[Downloadable!] (restricted) Obstfeld, Maurice & Taylor, Alan M, 1997.
"Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited ,"
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1672, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Desai, Padma, 1998.
"Macroeconomic Fragility and Exchange Rate Vulnerability: A Cautionary Record of Transition Economies ,"
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Nikolaos Giannellis & Athanasios Papadopoulos, 2005.
"Estimating the Equilibrium Effective Exchange Rate for Potential EMU members ,"
Working Papers
0719, University of Crete, Department of Economics, revised 08 Mar 2007.
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