The Long-Term Behaviour of Exchange Rates, Part IV: Big Macs and the Evolution of Exchange Rates
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Bibliographic InfoPaper provided by The University of Western Australia, Department of Economics in its series Economics Discussion / Working Papers with number 03-08.
Length: 36 pages
Date of creation: 2003
Date of revision:
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- Kenneth A. Froot & Kenneth Rogoff, 1996.
"Perspectives on PPP and Long-Run Real Exchange Rates,"
NBER Working Papers
4952, National Bureau of Economic Research, Inc.
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- Michael R. Pakko & Patricia S. Pollard, 1996. "For here or to go? Purchasing power parity and the Big Mac," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 3-22.
- Click, Reid W., 1996. "Contrarian MacParity," Economics Letters, Elsevier, vol. 53(2), pages 209-212, November.
- Dezhbakhsh, Hashem & Thursby, Jerry G., 1994. "Testing for autocorrelation in the presence of lagged dependent variables : A specification error approach," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 251-272.
- Bela Balassa, 1964. "The Purchasing-Power Parity Doctrine: A Reappraisal," Journal of Political Economy, University of Chicago Press, vol. 72, pages 584.
- Asatoshi Maeshiro, 1999. "A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note," Applied Economics, Taylor & Francis Journals, vol. 31(3), pages 381-396.
- Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June.
- O'Connell, Paul G. J., 1998. "The overvaluation of purchasing power parity," Journal of International Economics, Elsevier, vol. 44(1), pages 1-19, February.
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