This paper has been announced in the following NEP Reports:

• NEP-ALL-2004-05-09 (All new papers)
• NEP-CWA-2004-05-09 (Central & Western Asia)
• NEP-IFN-2004-05-09 (International Finance)

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    • Serena Ng & Pierre Perron, 2001. "LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power," Econometrica, Econometric Society, vol. 69(6), pages 1519-1554, November. [Downloadable!] (restricted)
12. Maurice Obstfeld., 1993. "Model Trending Real Exchange Rates," Center for International and Development Economics Research (CIDER) Working Papers C93-011, University of California at Berkeley.
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17. Froot, Kenneth A. & Rogoff, Kenneth, 1995. "Perspectives on PPP and long-run real exchange rates," Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 32, pages 1647-1688 Elsevier. [Downloadable!] (restricted)
18. Kenneth Rogoff, 1992. "Traded Goods Consumption Smoothing and the Random Walk Behavior of the Real Exchange Rate," NBER Working Papers 4119, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
19. Alan M. Taylor, 2000. "A Century of Purchasing-Power Parity," NBER Working Papers 8012, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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20. Cochrane, John H, 1988. "How Big Is the Random Walk in GNP?," Journal of Political Economy, University of Chicago Press, vol. 96(5), pages 893-920, October. [Downloadable!] (restricted)
21. Papell, David H., 1997. "Searching for stationarity: Purchasing power parity under the current float," Journal of International Economics, Elsevier, vol. 43(3-4), pages 313-332, November. [Downloadable!] (restricted)
22. Baghestani, Hamid, 1997. "Purchasing Power Parity in the Presence of Foreign Exchange Black Markets: The Case of India," Applied Economics, Taylor and Francis Journals, vol. 29(9), pages 1147-54, September. [Downloadable!] (restricted)

Cited by:
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1. Rituparna Kar & Nityananda Sarkar, 2006. "Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: an empirical investigation," Asia-Pacific Financial Markets, Springer, vol. 13(1), pages 41-69, March. [Downloadable!] (restricted)
2. Himanshu Joshi, 2008. "The Fundamental Equilibrium Real ExchangeRate in India : An Approach to Estimation and Measurement of Misalignment," Working Papers id:1345, esocialsciences.com. [Downloadable!]
3. Khan, Muhammad Arshad & Qayyum, Abdul, 2007. "Exchange Rate Determination In Pakistan: Evidence Based On Purchasing Power Parity Theory," MPRA Paper 6754, University Library of Munich, Germany. [Downloadable!]