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Citations for "The Purchasing Power Parity Puzzle" by Kenneth Rogoff
For a complete description of this item, click here .
Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Luciana Juvenal & Mark P. Taylor, 2008.
"Threshold adjustment in deviations from the law of one price ,"
Working Papers
2008-027, Federal Reserve Bank of St. Louis.
[Downloadable!]
P. de Grauwe & I. Vansteenkiste, 2003.
"Exchange Rates and Fundamentals a Non-Linear Relationship? ,"
DNB Staff Reports (discontinued)
78, Netherlands Central Bank.
[Downloadable!]
Other versions: Georgios Fotopoulos, 2005.
"Twin - Peaks in E.U. Regional Productivity Dynamics: a nonparametric analysis ,"
Papers on Entrepreneurship, Growth and Public Policy
2005-28, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group.
[Downloadable!]
Paul Cashin & Luis Felipe Céspedes & Ratna Sahay, 2003.
"Commodity Currencies and the Real Exchange Rate ,"
Working Papers Central Bank of Chile
236, Central Bank of Chile.
[Downloadable!]
Other versions: Param Silvapulle & Titi Kanti Lestari & Jae Kim, 2004.
"Nonlinear Modelling of Purchasing Power Parity in Indonesia ,"
Econometric Society 2004 Australasian Meetings
316, Econometric Society.
[Downloadable!]
Baldwin, John R. & Yan, Beiling, 2006.
"Exchange Rate Cycles and Canada- U.S. Manufacturing Prices ,"
Economic Analysis (EA) Research Paper Series
2006041e, Statistics Canada, Analytical Studies Branch.
[Downloadable!]
Other versions: Paul De Grauwe & Marianna Grimaldi, 2003.
"Intervention in the Foreign Exchange Market in a Model with Noise Traders ,"
Working Papers
162003, Hong Kong Institute for Monetary Research.
[Downloadable!]
Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2009.
"Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model ,"
CIRANO Working Papers
2009s-18, CIRANO.
[Downloadable!]
Other versions: Kanda Naknoi, 2005.
"Real exchange rate fluctuations, endogenous tradability and exchange rate regime ,"
International Finance
0509004, EconWPA, revised 07 Nov 2005.
[Downloadable!]
Other versions: Jaewoo Lee, 2005.
"Transfer Effect in National Price Levels ,"
International Finance
0512004, EconWPA.
[Downloadable!]
Other versions: Faisal Ahmed & Nabil Ben Ltaifa & Todd Schneider & Saade Chami, 2007.
"Yemen: Exchange Rate Policy in the Face of Dwindling Oil Exports ,"
IMF Working Papers
07/5, International Monetary Fund.
[Downloadable!]
Wallace, Frederick & Lozano Cortés, René & Cabrera-Castellanos, Luis F., 2008.
"Pruebas de cointegración de paridad de poder adquisitivo [Cointegration Tests of Purchasing Power Parity] ,"
MPRA Paper
10011, University Library of Munich, Germany.
[Downloadable!]
David O. Cushman, 2008.
"Real exchange rates may have nonlinear trends ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 13(2), pages 158-173.
[Downloadable!]
Chowdhry, Bhagwan & Roll, Richard & Xia, Yihong, 2003.
"Extracting Inflation from Stock Returns to Test Purchasing Power Parity ,"
Working Papers
03-1, University of Pennsylvania, Wharton School, Weiss Center.
[Downloadable!]
Fischer, Christoph, 2007.
"An assessment of the trends in international price competitiveness among EMU countries ,"
Discussion Paper Series 1: Economic Studies
2007,08, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Rolf Aaberge, Audun Langørgen, Magne Mogstad and MaritØstensen, 2008.
"The Impact of Local Public Services and Geographical Cost of Living Differences on Poverty Estimates ,"
Discussion Papers
551, Research Department of Statistics Norway.
[Downloadable!]
Other versions: Maurice Obstfeld & Kenneth Rogoff, 2000.
"The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? ,"
Center for International and Development Economics Research, Working Paper Series
1010, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!]
Other versions:
Maurice Obstfeld & Kenneth Rogoff, 2001.
"The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? ,"
International Trade
0012003, EconWPA.
[Downloadable!] Maurice Obstfeld and Kenneth Rogoff., 2000.
"The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? ,"
Center for International and Development Economics Research (CIDER) Working Papers
C00-112, University of California at Berkeley.
[Downloadable!] Maurice Obstfeld & Kenneth Rogoff, 2000.
"The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? ,"
NBER Working Papers
7777, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Maurice Obstfeld & Kenneth Rogoff, 2001.
"The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? ,"
NBER Chapters ,
in: NBER Macroeconomics Annual 2000, Volume 15, pages 339-412
National Bureau of Economic Research, Inc.
[Downloadable!] Charles Engel & Kenneth D. West, 2003.
"Exchange rates and fundamentals ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
Other versions:
Charles Engel & Kenneth D. West, 2004.
"Exchange Rates and Fundamentals ,"
NBER Working Papers
10723, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Charles Engel & Kenneth D. West, 2003.
"Exchange rates and fundamentals ,"
Working Paper Series
248, European Central Bank.
[Downloadable!] Charles Engel & Kenneth D. West, 2005.
"Exchange Rates and Fundamentals ,"
Journal of Political Economy ,
University of Chicago Press, vol. 113(3), pages 485-517, June.
Hilde Bjørnland, 2004.
"Estimating the equilibrium real exchange rate in Venezuela ,"
Economics Bulletin ,
Economics Bulletin, vol. 6(6), pages 1-8.
[Downloadable!]
Other versions: Cho, Guedae & Kim, Minkyoung & Koo, Won W., 2003.
"Relative Agricultural Price Changes In Different Time Horizons ,"
2003 Annual meeting, July 27-30, Montreal, Canada
22249, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Geoorge Alessandria & Joseph Kaboski, 2004.
"Violating purchasing power parity ,"
Working Papers
04-19, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Other versions: Qian Chen & David E. Giles, 2007.
"A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle ,"
Econometrics Working Papers
0703, Department of Economics, University of Victoria.
[Downloadable!]
Giorgio Santis & Bruno Gerard & Pierre Hillion, 1999.
"International Portfolio Management, Currency Risk and the Euro ,"
University of California at Los Angeles, Anderson Graduate School of Management
1095, Anderson Graduate School of Management, UCLA.
[Downloadable!]
Jesús Crespo-Cuaresma & Jarko Fidrmuc & Ronald MacDonald, 2003.
"The Monetary Approach to Exchange Rates in the CEECs Relations and Output Performance ,"
Vienna Economics Papers
0313, University of Vienna, Department of Economics.
[Downloadable!]
Charles Engel & John H. Rogers, 1999.
"Deviations from Purchasing Power Parity:Causes and Welfare Costs ,"
Working Papers
0038, University of Washington, Department of Economics.
[Downloadable!]
Other versions:
Charles Engel & John H. Rogers, 2000.
"Deviations from purchasing power parity: causes and welfare costs ,"
International Finance Discussion Papers
666, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Charles Engel & John H. Rogers, 1999.
"Deviations from Purchasing Power Parity:Causes and Welfare Costs ,"
Discussion Papers in Economics at the University of Washington
0038, Department of Economics at the University of Washington.
[Downloadable!] Engel, Charles & Rogers, John H., 2001.
"Deviations from purchasing power parity: causes and welfare costs ,"
Journal of International Economics ,
Elsevier, vol. 55(1), pages 29-57, October.
[Downloadable!] (restricted) Maurice Obstfeld., 2001.
"International Macroeconomics: Beyond the Mundell-Fleming Model ,"
Center for International and Development Economics Research (CIDER) Working Papers
C01-121, University of California at Berkeley.
[Downloadable!]
Other versions:
Maurice Obstfeld, 2001.
"International Macroeconomics: Beyond the Mundell-Fleming Model ,"
Center for International and Development Economics Research, Working Paper Series
1000, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!] Maurice Obstfeld, 2001.
"International Macroeconomics: Beyond the Mundell-Fleming Model ,"
NBER Working Papers
8369, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Maurice Obstfeld, 2003.
"International Macroeconomics: Beyond the Mundell-Fleming Model ,"
International Finance
0303006, EconWPA.
[Downloadable!] Berthold Herrendorf & Akos Valentinyi, 2005.
"Which Sectors Make the Poor Countries so Unproductive? ,"
IEHAS Discussion Papers
0519, Institute of Economics, Hungarian Academy of Sciences.
[Downloadable!]
Michael Devereux & Charles Engel & Cedric Tille, 1999.
"Exchange-Rate Pass-Through and the Welfare Effects of the Euro ,"
Discussion Papers in Economics at the University of Washington
0034, Department of Economics at the University of Washington.
[Downloadable!]
Other versions:
Michael Devereux & Charles Engel & Cedric Tille, 1999.
"Exchange-Rate Pass-Through and the Welfare Effects of the Euro ,"
Working Papers
0034, University of Washington, Department of Economics.
[Downloadable!] Michael B. Devereux & Charles Engel & Cedric Tille, 1999.
"Exchange Rate Pass-Through and the Welfare Effects of the Euro ,"
NBER Working Papers
7382, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Michael B. Devereux & Charles Engel & CÈdric Tille, 2003.
"Exchange Rate Pass-Through and the Welfare Effects of the Euro ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 223-242, February.
[Downloadable!] (restricted) 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: Jesús Ferreyra & Jorge Salas, 2006.
"The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building ,"
Working Papers
2006-006, Banco Central de Reserva del Perú.
[Downloadable!]
Bergman, Michael & Cheung, Yin-Wong & Lai, Kon S., 2000.
"Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices ,"
Working Papers
2000:4, Lund University, Department of Economics.
[Downloadable!]
Frederick H. Wallace & Gary L. Shelley, 2005.
"An Alternative Test of Purchasing Power Parity ,"
International Finance
0502009, EconWPA.
[Downloadable!]
Other versions: Christos Cabolis & Sofronis Clerides & Ioannis Ioannou & Daniel Senft, 2005.
"A Textbook Example of International Price Discrimination ,"
University of Cyprus Working Papers in Economics
3-2005, University of Cyprus Department of Economics.
[Downloadable!]
Other versions:
Cabolis, Christos & Clerides, Sofronis & Ioannou, Ioannis & Senft, Daniel, 2007.
"A textbook example of international price discrimination ,"
Economics Letters ,
Elsevier, vol. 95(1), pages 91-95, April.
[Downloadable!] (restricted) Barry Falk & Chun-Hsuan Wang, 2003.
"Testing long-run PPP with infinite-variance returns ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 18(4), pages 471-484.
[Downloadable!]
Other versions: Guglielmo Maria Caporale & Christoph Hanck, 2006.
"Cointegration Tests Of Ppp:Do They Also Exhibit Erratic Behaviour? ,"
Economics and Finance Discussion Papers
06-18, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Jesús Crespo-Cuaresma & Balázs Égert & Ronald MacDonald, 2005.
"Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road Towards A Honeymoon Some Evidence from the ERM, ERM2 and Selected New EU Member States ,"
William Davidson Institute Working Papers Series
wp771, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Other versions: Thomas D. Willett, 2002.
"Fear of Floating Needn't Imply Fixed Rates: Feasible Options for Intermediate Exchange Rate Regimes ,"
Claremont Colleges Working Papers
2002-18, Claremont Colleges.
[Downloadable!]
Joseph E. Gagnon, 1996.
"Net foreign assets and equilibrium exchange rates: panel evidence ,"
International Finance Discussion Papers
574, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Steven Vincent Dunaway & Xiangming Li, 2005.
"Estimating China's "Equilibrium" Real Exchange Rate ,"
IMF Working Papers
05/202, International Monetary Fund.
[Downloadable!]
Nils Bjorksten & Anne-Marie Brook, 2002.
"Exchange rate strategies for small open developed economies such as New Zealand ,"
Reserve Bank of New Zealand Bulletin ,
Reserve Bank of New Zealand, vol. 65, March.
[Downloadable!]
Martin Gonzalez-Rozada & Jose Maria Fanelli, 2004.
"Business Cycles and Macroeconomic Policy Coordination in Mercosur ,"
Econometric Society 2004 Latin American Meetings
328, Econometric Society.
[Downloadable!]
Other versions: Venus Khim-Sen Liew, 2003.
"The Validity of PPP Revisited: An Application of Non-linear Unit Root Test ,"
International Finance
0308001, EconWPA.
[Downloadable!]
Kleopatra Nikolaou, 2006.
"The behaviour of the real exchange rate: evidence from regression quantiles ,"
Working Paper Series
667, European Central Bank.
[Downloadable!]
Jan J J Groen & Akito Matsumoto, .
"Real exchange rate persistence and systematic monetary policy behaviour ,"
Bank of England working papers
231, Bank of England.
[Downloadable!]
Francis W. Ahking, 2004.
"The Power of the "Objective" Bayesian Unit-Root Test ,"
Working papers
2004-14, University of Connecticut, Department of Economics.
[Downloadable!]
Salem Boubakri, 2009.
"Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière ,"
EconomiX Working Papers
2009-5, University of Paris West - Nanterre la Défense, EconomiX.
[Downloadable!]
Václav Žďárek & Jaromír Šindel, 2007.
"Real And Nominal Convergence And The New Eu Member States - Actual State And Implications ,"
Prague Economic Papers ,
University of Economics, Prague, vol. 2007(3), pages 195-219.
[Downloadable!] (restricted)
Yin-wong Cheung & Kon S. Lai, 2007.
"Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries ,"
Working Papers
092007, Hong Kong Institute for Monetary Research.
[Downloadable!]
Other versions: Chung-Han Kim, 2000.
"Balassa-Samuelson Theory And Predictability Of The Us/Uk Real Exchange Rate ,"
International Economic Journal ,
Korean International Economic Association, vol. 14(3), pages 101-121, October.
[Downloadable!] (restricted)
Ivan Paya & David A. Peel, 2004.
"Nonlinear Ppp Under The Gold Standard ,"
Working Papers. Serie AD
2004-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Thomas Willett, 2003.
"Fear of Floating Needn't Imply Fixed Rates: An OCA Approach to the Operation of Stable Intermediate Currency Regimes ,"
Open Economies Review ,
Springer, vol. 14(1), pages 71-91, January.
[Downloadable!] (restricted)
Anne-Marie Brook & David Hargreaves, 2001.
"PPP-based analysis of New Zealand's equilibrium exchange rate ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2001/01, Reserve Bank of New Zealand.
[Downloadable!]
John Sarich, 2006.
"What do we know about the real exchange rate? A classical cost of production story ,"
Review of Political Economy ,
Taylor and Francis Journals, vol. 18(4), pages 469-496, October.
[Downloadable!] (restricted)
Rodolfo Helg & Massimiliano Serati, 2000.
"The speed of adjustment to PPP: is there any puzzle? ,"
LIUC Papers in Economics
74, Cattaneo University (LIUC).
[Downloadable!]
Asplund, Marcus & Friberg, Richard, 2000.
"One good - two prices ,"
Working Paper Series in Economics and Finance
351, Stockholm School of Economics.
[Downloadable!]
Torben M.Andersen & Svend Hylleberg, .
"Sources of Persistence in Employment Adjustment - Denmark 1974-1993 ,"
Economics Working Papers
1998-19, School of Economics and Management, University of Aarhus.
[Downloadable!]
Other versions: James R. Lothian & Cornelia McCarthy, 2001.
"Real Exchange-Rate Behaviour under Fixed and Floating Exchange Rate Regimes ,"
International Finance
0107002, EconWPA.
[Downloadable!]
Other versions: Brian Kahn & Ashok Parikh, 1998.
"Does purchasing power parity survive political shocks in South Africa? ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 134(1), pages 99-116, March.
[Downloadable!] (restricted)
Y.Chen & K. Rogoff, 2003.
"Commodity Currencies and Empirical Exchange Rate Puzzles ,"
DNB Staff Reports (discontinued)
76, Netherlands Central Bank.
[Downloadable!]
Mario J. Crucini & Chris I. Telmer & Marios Zachariadis, 2005.
"Understanding European Real Exchange Rates ,"
American Economic Review ,
American Economic Association, vol. 95(3), pages 724-738, June.
[Downloadable!]
Other versions: Jón Steinsson, 2008.
"The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models ,"
NBER Working Papers
13910, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Jon Steinsson, 2005.
"The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models ,"
Economics
wp28_jonst, Department of Economics, Central bank of Iceland.
[Downloadable!] Jón Steinsson, 2008.
"The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models ,"
American Economic Review ,
American Economic Association, vol. 98(1), pages 519-33, March.
[Downloadable!] Renu Kohli & Kenneth Kletzer, 2004.
"Exchange RAte Dynamics with Financial Repression: A Test of Exchange Rate Models for India ,"
International Finance
0405013, EconWPA.
[Downloadable!]
Josep Carrion-i-Silvestre & Andreu Sansó, 2006.
"A guide to the computation of stationarity tests ,"
Empirical Economics ,
Springer, vol. 31(2), pages 433-448, June.
[Downloadable!] (restricted)
Clemens Kool & Alex Lammertsma, 2005.
"Inflation Persistence under Semi-Fixed Exchange Rate Regimes: The European Evidence 1974–1998 ,"
Open Economies Review ,
Springer, vol. 16(1), pages 51-76, January.
[Downloadable!] (restricted)
Jonathan McCarthy, 2000.
"Pass-through of exchange rates and import prices to domestic inflation in some industrialized economies ,"
Staff Reports
111, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: Fischer, Bernhard, 1998.
"Globalization and the Competitiveness of Regional Blocs in Comparative Perspective ,"
Discussion Paper Series
26182, Hamburg Institute of International Economics.
[Downloadable!]
Alcala, Francisco & Ciccone, Antonio, 2001.
"Trade and Productivity ,"
CEPR Discussion Papers
3095, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Francisco Alcalá & Antonio Ciccone, 2001.
"Trade and Productivity ,"
Economics Working Papers
580, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2002.
[Downloadable!] Francisco Alcalá & Antonio Ciccone, 2004.
"Trade and Productivity ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 119(2), pages 612-645, May.
[Downloadable!] (restricted) Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2009.
"Exploring Long Memory and Nonlinearity in Irish Real Exchange Rates using Tests based on Semiparametric Estimation ,"
Working Papers
200901, School Of Economics, University College Dublin.
[Downloadable!]
Konstantin Gluschenko, 2004.
"Analysing changes in market integration through a cross-sectional test for the law of one price ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 9(2), pages 135-149.
[Downloadable!]
Jorge Chami Batista & Nelson Isaac Abrahão Junior, 2005.
"Aggregation Problems in Estimates of Armington Elasticities and Pass-Through Effects ,"
Economia ,
ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 6(2), pages 329-355.
[Downloadable!]
Fabio Ghironi & Marc J. Melitz, 2004.
"International Trade and Macroeconomic Dynamics with Heterogeneous Firms ,"
NBER Working Papers
10540, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Fabio Ghironi & Marc Melitz, 2004.
"International Trade and Macroeconomic Dynamics with Heterogeneous Firms ,"
2004 Meeting Papers
451, Society for Economic Dynamics.
[Downloadable!] Ghironi, Fabio & Melitz, Marc J, 2004.
"International Trade and Macroeconomic Dynamics with Heteroegenous Firms ,"
CEPR Discussion Papers
4595, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Fabio Ghironi & Marc J. Melitz, 2004.
"International Trade and Macroeconomic Dynamics with Heterogeneous Firms ,"
Boston College Working Papers in Economics
599, Boston College Department of Economics.
[Downloadable!] Fabio Ghironi & Marc J. Melitz, 2005.
"International Trade and Macroeconomic Dynamics with Heterogeneous Firms ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 120(3), pages 865-915, August.
jair Ojeda Joya, 2009.
"Purchasing Power Parity and Breaking Trend Functions in the Real Exchange Rate ,"
BORRADORES DE ECONOMIA
005521, BANCO DE LA REPÚBLICA.
[Downloadable!]
Charalambos G. Tsangarides & Magnus Saxegaard & Stéphane Roudet, 2007.
"Estimation of Equilibrium Exchange Rates in the WAEMU: A Robustness Approach ,"
IMF Working Papers
07/194, International Monetary Fund.
[Downloadable!]
Luisa Corrado & Marcus H. Miller & Lei Zhang, 2003.
"Exchange Monitoring Bands: Theory and Policy ,"
CEIS Research Paper
8, Tor Vergata University, CEIS.
[Downloadable!]
Hali J. Edison & Hali J. Edison & Francis Vitek & Francis Vitek, 2009.
"Australia and New Zealand Exchange Rates: A Quantitative Assessment ,"
IMF Working Papers
09/7, International Monetary Fund.
[Downloadable!]
Václav Žďárek, 2009.
"Challenges for the new EU member states on the road to the Eurozone ,"
International Economics and Economic Policy ,
Springer, vol. 6(2), pages 157-177, July.
[Downloadable!] (restricted)
Rodolfo Helg & Massimiliano Serati, .
"Does the PPP need the UIP? ,"
Working Papers
97, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions: Andreas Beyer & Katarina Juselius, 2008.
"Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area ,"
Discussion Papers
08-07, University of Copenhagen. Department of Economics.
[Downloadable!]
Yu Sheng & Xinpeng Xu, 2009.
"Real Exchange Rate, Productivity and Labor Market Rigidities ,"
Working Papers
092009, Hong Kong Institute for Monetary Research.
[Downloadable!]
Chan, Tze-Haw & Khong, Wye Leong Roy & Baharumshah, Ahmad Zubaidi, 2003.
"Dynamic Financial Linkages of Japan and ASEAN Economies: An Application of Real Interest Parity ,"
MPRA Paper
2209, University Library of Munich, Germany, revised 2003.
[Downloadable!]
Timothy K. Chue & In Choi, 2007.
"Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 22(2), pages 233-264.
[Downloadable!]
Cellini, Roberto & Paolino, Alessandro, 2007.
"Price of recreational products and the exchange rate: an empirical investigation on US data ,"
MPRA Paper
5194, University Library of Munich, Germany.
[Downloadable!]
Bernard, André & Warren, Paul & Yan, Beiling, 2005.
"Integration and Co-integration: Do Canada-U.S. Manufacturing Prices Obey the Law of One Price? ,"
Economic Analysis (EA) Research Paper Series
2005029e, Statistics Canada, Analytical Studies Branch.
[Downloadable!]
Charles Engel, 2002.
"Expenditure Switching and Exchange Rate Policy ,"
NBER Working Papers
9016, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Emmanuel Farhi & Xavier Gabaix, 2008.
"Rare Disasters and Exchange Rates ,"
NBER Working Papers
13805, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong, 2003.
"Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia ,"
International Finance
0311014, EconWPA.
[Downloadable!]
Other versions: Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2007.
"The Overvaluation of Renminbi Undervaluation ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:
Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2007.
"The Overvaluation of Renminbi Undervaluation ,"
NBER Working Papers
12850, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii, 2007.
"The Overvaluation of Renminbi Undervaluation ,"
Working Papers
112007, Hong Kong Institute for Monetary Research.
[Downloadable!] Cheung, Yin-Wong & Chinn, Menzie D. & Fujii, Eiji, 2007.
"The overvaluation of Renminbi undervaluation ,"
Journal of International Money and Finance ,
Elsevier, vol. 26(5), pages 762-785, September.
[Downloadable!] (restricted) Christian Bauer & Paul De Grauwe & Stefan Reitz, 2007.
"Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:
Bauer, Christian & De Grauwe, Paul & Reitz, Stefan, 2007.
"Exchange rate dynamics in a target zone: a heterogeneous expectations approach ,"
Discussion Paper Series 1: Economic Studies
2007,11, Deutsche Bundesbank, Research Centre.
[Downloadable!] Bauer, Christian & De Grauwe, Paul & Reitz, Stefan, 2009.
"Exchange rate dynamics in a target zone--A heterogeneous expectations approach ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 33(2), pages 329-344, February.
[Downloadable!] (restricted) Yihui Lan, 2003.
"The Long-Term Behaviour of Exchange Rates, Part IV: Big Macs and the Evolution of Exchange Rates ,"
Economics Discussion / Working Papers
03-08, The University of Western Australia, Department of Economics.
[Downloadable!]
Jaanus Raim, 2004.
"The Alternative to the Existing System of the Concepts about Purchasing Power Parity Deviations . Derived from the Estonian Experience ,"
Working Papers
115, School of Economics and Business Administration, Tallinn University of Technology.
[Downloadable!]
Chi-Young Choi & Nelson Mark & Donggyu Sul, 2004.
"Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data ,"
NBER Working Papers
10614, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Choi, Chi-Young & Mark, Nelson C. & Sul, Donggyu, 2006.
"Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 38(4), pages 921-938, June.
[Downloadable!] (restricted) Kenneth Rogoff, 2009.
"Exchange rates in the modern floating era: what do we really know? ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 145(1), pages 1-12, April.
[Downloadable!] (restricted)
Hilde C. Bjørnland and Håvard Hungnes, 2005.
"The commodity currency puzzle ,"
Discussion Papers
423, Research Department of Statistics Norway.
[Downloadable!]
Other versions:
Bjørnland, Hilde C. & Hungnes, Håvard, 2005.
"The commodity currency puzzle ,"
Memorandum
32/2005, Oslo University, Department of Economics.
[Downloadable!] Hilde C Bjørnland & Håvard Hungnes, 2008.
"The Commodity Currency Puzzle ,"
Icfai University Journal of Monetary Economics ,
Icfai Press, vol. 0(2), pages 7-30, May.
Francis , Bill B & Hasan, Iftekhar & Hunter, Delroy M, 2008.
"Does hedging tell the full story? Reconciling differences in US aggregate and industry-level exchange rate risk premia ,"
Research Discussion Papers
14/2008, Bank of Finland.
[Downloadable!]
Lucio Sarno, 2003.
"Nonlinear Exchange Rate Models: A Selective Overview ,"
IMF Working Papers
03/111, International Monetary Fund.
[Downloadable!]
Charalambos G. Tsangarides & Yasser Abdih, 2006.
"FEER for the CFA Franc ,"
IMF Working Papers
06/236, International Monetary Fund.
[Downloadable!]
Balázs Égert, & László Halpern & Ronald MacDonald, 2005.
"Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues ,"
William Davidson Institute Working Papers Series
wp793, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Other versions: Lukasz A. Drozd & Jaromir B. Nosal, 2008.
"Understanding international prices: customers as capital ,"
Staff Report
411, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Rodolfo Apreda, 2003.
"On the Extent of Arbitrage Constraints within Transaction Algebras (A non-standard approach) ,"
CEMA Working Papers: Serie Documentos de Trabajo.
239, Universidad del CEMA.
[Downloadable!]
Kleopatra Nikolaou, 2007.
"The behaviour of the real exchange rate: Evidence from regression quantiles ,"
Money Macro and Finance (MMF) Research Group Conference 2006
46, Money Macro and Finance Research Group.
[Downloadable!]
Andrew K. Rose & Charles Engel, 2000.
"Currency Unions and International Integration ,"
NBER Working Papers
7872, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Engel, Charles M & Rose, Andrew K, 2001.
"Currency Unions and International Integration ,"
CEPR Discussion Papers
2659, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Rose, Andrew K & Engel, Charles, 2002.
"Currency Unions and International Integration ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 34(4), pages 1067-89, November.
Luciana Juvenal & Mark P. Taylor, 2007.
"The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics ,"
Money Macro and Finance (MMF) Research Group Conference 2006
80, Money Macro and Finance Research Group.
[Downloadable!]
Baldwin, John R. & Yan, Beiling, 2006.
"Influences intérieures et étrangères sur les prix canadiens selon les mouvements cycliques du taux de change, 1974 à 1996 ,"
Série de documents de recherche sur l'analyse économique (AE)
2006043f, Statistics Canada, Direction des études analytiques.
[Downloadable!]
Thabo M. Mokoena & Gupta, R. & Van Eyden, R., 2009.
"Half-Life Deviations from PPP in the South African Development Community (SADC) ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 9(1).
[Downloadable!] (restricted)
Koo, Won W. & Cho, Guedae & Kim, Minkyoung, 2005.
"Macro Effects on Agricultural Prices in Different Time Horizons ,"
2005 Annual meeting, July 24-27, Providence, RI
19349, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Michael Arghyrou & Virginie Boinet & Christopher Martin, 2004.
"Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies ,"
Money Macro and Finance (MMF) Research Group Conference 2003
2, Money Macro and Finance Research Group.
[Downloadable!]
Mario J. Crucini & Mototsugu Shintani, 2002.
"Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data ,"
Working Papers
0222, Department of Economics, Vanderbilt University, revised Jul 2004.
[Downloadable!]
Other versions:
Mario J. Crucini & Mototsugu Shintani, 2002.
"Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data ,"
Working Papers
0616, Department of Economics, Vanderbilt University, revised Jul 2006.
[Downloadable!] Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2008.
"Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data ,"
Working Papers
0810, Department of Economics, Vanderbilt University.
[Downloadable!] Mario J. Crucini & Mototsugu Shintani, 2006.
"Persistence in Law-of-One-Price Deviations: Evidence from Micro-data ,"
Levine's Bibliography
321307000000000311, UCLA Department of Economics.
[Downloadable!] Crucini, Mario J. & Shintani, Mototsugu, 2008.
"Persistence in law of one price deviations: Evidence from micro-data ,"
Journal of Monetary Economics ,
Elsevier, vol. 55(3), pages 629-644, April.
[Downloadable!] (restricted) Gylfason, Thorvaldur, 2002.
"The Real Exchange Rate Always Floats ,"
CEPR Discussion Papers
3376, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Virginie Coudert & Valérie Mignon & Alexis Penot, 2008.
"Oil Price and the Dollar ,"
Post-Print
halshs-00353404_v1, HAL.
[Downloadable!]
Eickmeier, Sandra, 2004.
"Business Cycle Transmission from the US to Germany : a Structural Factor Approach ,"
Discussion Paper Series 1: Economic Studies
2004,12, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Other versions: Joseph P. Byrne & Jun Nagayasu, 2008.
"Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship ,"
Working Papers
2008_29, Department of Economics, University of Glasgow.
[Downloadable!]
Tamim Bayoumi & Hamid Faruqee & Jaewoo Lee, 2005.
"A Fair Exchange? Theory and Practice of Calculating Equilibrium Exchange Rates ,"
IMF Working Papers
05/229, International Monetary Fund.
[Downloadable!]
Sophocles N. Brissimis & Dimitris A. Sideris & Fragiska K. Voumvaki, 2004.
"Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting ,"
Working Papers
15, Bank of Greece.
[Downloadable!]
Other versions: Buncic, Daniel, 2009.
"Understanding forecast failure in ESTAR models of real exchange rates ,"
MPRA Paper
13121, University Library of Munich, Germany.
[Downloadable!]
Aliyu, Shehu Usman Rano, 2008.
"Exchange Rate Volatility and Export Trade in Nigeria: An Empirical Investigation ,"
MPRA Paper
13490, University Library of Munich, Germany, revised 17 Feb 2009.
[Downloadable!]
Ali M. Kutan & Josef C. Brada, 1998.
"The persistence of moderate inflation in the Czech Republic and the Koruna crisis of May 1997 ,"
Working Papers
1998-021, Federal Reserve Bank of St. Louis.
[Downloadable!]
Anton Muscatelli & Franco Spinelli & Carmine Trecroci, 2001.
"Real Exchange Rates in the Long Run: Evidence from Historical Data ,"
Working Papers
2001_6, Department of Economics, University of Glasgow.
[Downloadable!]
Yin-Wong Cheung & Kon S. Lai, 2005.
"Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Frankel, Jeffrey, 2004.
"On the Renminbi: The Choice between Adjustment under a Fixed Exchange Rate and Adustment under a Flexible Rate ,"
Working Paper Series
rwp04-037, Harvard University, John F. Kennedy School of Government.
[Downloadable!]
Other versions: Mototsugu Shintani, 2006.
"A nonparametric measure of convergence towards purchasing power parity ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 21(5), pages 589-604.
[Downloadable!]
Other versions: Hiroshi FUJIKI & Yukinobu KITAMURA, 2003.
"The Big Mac Standard: A Statistical Illustration ,"
Discussion Paper Series
a446, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Other versions: Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan, 1998.
"Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? ,"
Boston College Working Papers in Economics
380, Boston College Department of Economics.
[Downloadable!]
Other versions:
Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 1999.
"Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? ,"
Journal of International Financial Markets, Institutions and Money ,
Elsevier, vol. 9(4), pages 359-376, November.
[Downloadable!] (restricted) Charles Engel, 1996.
"Long-Run PPP May Not Hold After All ,"
NBER Working Papers
5646, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Engel, C., 1996.
"Long-Run PPP May Not Hold After All ,"
Discussion Papers in Economics at the University of Washington
96-05, Department of Economics at the University of Washington.
Charles Engel, 1998.
"Long-Run PPP May Not Hold After All ,"
Working Papers
0050, University of Washington, Department of Economics.
[Downloadable!] Charles Engel, 1998.
"Long-Run PPP May Not Hold After All ,"
Discussion Papers in Economics at the University of Washington
0050, Department of Economics at the University of Washington.
[Downloadable!] Engel, C., 1996.
"Long-Run PPP May Not Hold After All ,"
Working Papers
96-05, University of Washington, Department of Economics.
Engel, Charles, 2000.
"Long-run PPP may not hold after all ,"
Journal of International Economics ,
Elsevier, vol. 51(2), pages 243-273, August.
[Downloadable!] (restricted) Naser I Abumustafa, 2006.
"New evidence of the validity of purchasing power parity from Jordan ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 13(6), pages 379-383, May.
[Downloadable!] (restricted)
Aaron Smallwood, 2004.
"Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity ,"
Computing in Economics and Finance 2004
23, Society for Computational Economics.
[Downloadable!]
Cheng, Fuzhi & Orden, David, 2005.
"Exchange rate misalignment and its effects on agricultural producer support estimates ,"
MTID discussion papers
81, International Food Policy Research Institute (IFPRI).
[Downloadable!]
Kari Heimonen, 2006.
"Nonlinear adjustment in PPP—evidence from threshold cointegration ,"
Empirical Economics ,
Springer, vol. 31(2), pages 479-495, June.
[Downloadable!] (restricted)
Stefan Ried, 2009.
"Putting Up a Good Fight: The Galí-Monacelli Model versus “The Six Major Puzzles in International Macroeconomics” ,"
SFB 649 Discussion Papers
SFB649DP2009-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Hildegunn Ekroll Stokke, 2006.
"Resource Boom, Productivity Growth and Real Exchange Rate Dynamics - A dynamic general equilibrium analysis of South Africa ,"
Working Paper Series
7206, Department of Economics, Norwegian University of Science and Technology.
[Downloadable!]
Other versions: Gloria Alonso & Juan Nicolás Hernandez & José David Pulido & Martha Lucía Villa, .
"Medidas alternativas de tasa de cambio real para Colombia ,"
Borradores de Economia
514, Banco de la Republica de Colombia.
[Downloadable!]
Other versions: Katja Funke & Isabell Koske, 2008.
"Does the Law of One Price Hold within the EU? A Panel Analysis ,"
International Advances in Economic Research ,
Springer, vol. 14(1), pages 11-24, February.
[Downloadable!] (restricted)
Fischer, Christoph, 2004.
"PPP : a Disaggregated View ,"
Discussion Paper Series 1: Economic Studies
2004,07, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Other versions: Rebecca L Driver & Peter F Westaway, .
"Concepts of equilibrium exchange rates ,"
Bank of England working papers
248, Bank of England.
[Downloadable!]
Carlos Borondo, .
"International Transmission of Monetary Shocks with Interest Rate Rule ,"
Working Papers on International Economics and Finance
00-04, FEDEA.
[Downloadable!]
Shin-ichi Fukuda & Yoshifumi Kon, 2007.
"Liquidity Risk Aversion, Debt Maturity, and Current Account Surpluses: A Theory and Evidence from East Asia ,"
NBER Working Papers
13004, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: John E. Floyd, 1998.
"Stochastic Monetary Interdependence, Currency Regime Choice and the Operation of Monetary Policy ,"
Working Papers
floyd-98-01, University of Toronto, Department of Economics.
[Downloadable!]
Abdullah Noman, 2008.
"Testing for PPP in the mean-group panel rgression framework: further evidence ,"
Economics Bulletin ,
Economics Bulletin, vol. 6(20), pages 1-12.
[Downloadable!]
Other versions: MarÃa Gadea & Marcela Sabaté, 2004.
"The European Periphery in the Era of the Gold Standard: The Case of the Spanish Peseta and the Pound Sterling from 1883 to 1931 ,"
Open Economies Review ,
Springer, vol. 15(1), pages 63-85, January.
[Downloadable!] (restricted)
Rodrik, Dani, 1998.
"Symposium on Globalization in Perspective: An Introduction ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 12(4), pages 3-8, Fall.
[Downloadable!] (restricted)
Bergvall, Anders, 2000.
"Exchange Rate Regimes and Macroeconomic Stability: The Case of Sweden 1972-1996 ,"
Working Paper Series
2000:25, Uppsala University, Department of Economics.
[Downloadable!]
Guglielmo Maria Caporale & Mario Cerrato & Nicola Spagnolo, 2004.
"Measuring Half-Lives Using A Non-Parametric Bootstrap Approach ,"
Public Policy Discussion Papers
04-13, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions:
Guglielmo Maria Caporale & Mario Cerrato & Nicola Spagnolo, 2004.
"Measuring Half-Lives Using A Non-Parametric Bootstrap Approach ,"
Economics and Finance Discussion Papers
04-13, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!] Guglielmo Maria Caporale & Mario Cerrato & Nicola Spagnolo, 2005.
"Measuring half-lives: using a non-parametric bootstrap approach ,"
Applied Financial Economics Letters ,
Taylor and Francis Journals, vol. 1(1), pages 1-4, January.
[Downloadable!] (restricted) Lilia Cavallari, 2007.
"A Macroeconomic Model of Entry with Exporters and Multinationals ,"
The B.E. Journal of Macroeconomics ,
Berkeley Electronic Press, vol. 7(1).
[Downloadable!]
David Papell, 1998.
"The great appreciation, the great depreciation, and the purchasing power parity hypothesis ,"
Working Papers
30, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!]
Other versions: Kevin X. D. Huang & Zheng Liu, 2004.
"Multiple stages of processing and the quantity anomaly in international business cycle models ,"
Working Papers
04-8, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Other versions: Yihui Lan, 2001.
"The Explosion of Purchasing Power Parity ,"
Economics Discussion / Working Papers
01-22, The University of Western Australia, Department of Economics.
[Downloadable!]
Caporale, Guglielmo Maria & Cerrato, Mario, 2004.
"Panel Data Tests of PPP. A Critical Overview ,"
Economics Series
159, Institute for Advanced Studies.
[Downloadable!]
Other versions:
Guglielmo Maria Caporale & Mario Cerrato, 2004.
"Panel Data Tests Of Ppp: A Critical Overview ,"
Public Policy Discussion Papers
04-18, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!] Guglielmo Maria Caporale & Mario Cerrato, 2004.
"Panel Data Tests Of Ppp: A Critical Overview ,"
Economics and Finance Discussion Papers
04-18, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!] Guglielmo Maria Caporale & Mario Cerrato, 2006.
"Panel data tests of PPP: a critical overview ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 16(1-2), pages 73-91, January.
[Downloadable!] (restricted) Égert, Balázs, 2004.
"Assessing equilibrium exchange rates in CEE acceding countries: Can we have DEER with BEER without FEER? A critical survey of the literature ,"
BOFIT Discussion Papers
1/2004, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Georgios Karras, 1999.
"Monetary Policy And The Exchange Rate: The Role Of Openness ,"
International Economic Journal ,
Korean International Economic Association, vol. 13(2), pages 75-88, June.
[Downloadable!] (restricted)
Jair Ojeda Joya, .
"Purchasing Power Parity and Breaking Trend Functions in the Real Exchange Rate ,"
Borradores de Economia
564, Banco de la Republica de Colombia.
[Downloadable!]
Chris D'Souza, 2002.
"A Market Microstructure Analysis of Foreign Exchange Intervention in Canada ,"
Working Papers
02-16, Bank of Canada.
[Downloadable!]
Jeffrey A. Frankel & David C. Parsley & Shang-Jin Wei, 2005.
"Slow Passthrough Around the World: A New Import for Developing Countries? ,"
NBER Working Papers
11199, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Masao Ogaki & Hyeongwoo Kim, 2009.
"Purchasing Power Parity and the Taylor Rule ,"
Working Papers
09-03, Ohio State University, Department of Economics.
[Downloadable!]
Sarah M. Lein-Rupprecht & Miguel A. León-Ledesma & Carolin Nerlich, 2007.
"How is real convergence driving nominal convergence in the new EU Member States? ,"
Working Paper Series
827, European Central Bank.
[Downloadable!]
Other versions: Jae Kim & Param Silvapulle & Rob J. Hyndman, 2006.
"Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach ,"
Monash Econometrics and Business Statistics Working Papers
11/06, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
Other versions: Maurizio Michael Habib & Margarita Manolova Kalamova, 2007.
"Are there oil currencies? The real exchange rate of oil exporting countries ,"
Working Paper Series
839, European Central Bank.
[Downloadable!]
Valerie Herzberg & George Kapetanios & Simon Price, .
"Import prices and exchange rate pass-through: theory and evidence from the United Kingdom ,"
Bank of England working papers
182, Bank of England.
[Downloadable!]
Shehu Usman Rano, Aliyu, 2007.
"Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria ,"
MPRA Paper
10376, University Library of Munich, Germany.
[Downloadable!]
Other versions: Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2008.
"Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies ,"
NBER Working Papers
14168, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Frederick Wallace, 2008.
"Nonlinear unit root tests of PPP using long-horizon data ,"
Economics Bulletin ,
Economics Bulletin, vol. 6(33), pages 1-8.
[Downloadable!]
Richard Baldwin & Frauke Skudelny & Daria Taglioni, 2005.
"Trade effects of the euro - evidence from sectoral data ,"
Working Paper Series
446, European Central Bank.
[Downloadable!]
Katarina Juselius, 2007.
"The PPP Puzzle: What the Data Tell when Allowed to Speak Freely ,"
Discussion Papers
07-33, University of Copenhagen. Department of Economics, revised Dec 2007.
[Downloadable!]
Sangdai Ryoo, 2002.
"Testing For Sunspots In The Foreign Exchange Market ,"
International Economic Journal ,
Korean International Economic Association, vol. 16(3), pages 39-58, October.
[Downloadable!] (restricted)
Ajit Dayanandan & Mukesh Ralhan, 2005.
"Price Index Convergence Among Provinces and Cities of Canada: 1978 - 2001 ,"
Econometrics Working Papers
0504, Department of Economics, University of Victoria.
[Downloadable!]
Bhagwan Chowdhry & Richard Roll & Yihong Xia, 2002.
"Extracting Inflation from Stock Returns to test Purchasing Power Parity ,"
University of California at Los Angeles, Anderson Graduate School of Management
1040, Anderson Graduate School of Management, UCLA.
[Downloadable!]
Maher Hasan & Hesham Alogeel, 2008.
"Understanding the Inflationary Process in the GCC Region: The Case of Saudi Arabia and Kuwait ,"
IMF Working Papers
08/193, International Monetary Fund.
[Downloadable!]
Michael G. Arghyrou & Virginie Boinet & Christopher Martin, 2003.
"Non-linear and non-symmetric exchange-rate adjustment:New evidence from medium- and high-inflation countries ,"
Public Policy Discussion Papers
03-12, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions: Terra, Maria Cristina T. & Abreu, Ana Lucia Vahia de, 2005.
"Purchasing Power Parity: The Choice of Price Index ,"
Economics Working Papers (Ensaios Economicos da EPGE)
588, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Other versions: Yamin Ahmad & Stuart Glosser, 2007.
"Searching for Nonlinearities in Real Exchange Rates? ,"
Working Papers
09-01, UW-Whitewater, Department of Economics, revised Jan 2009.
[Downloadable!]
Jeffrey Campbell, 2000.
"Real Exchange Rate Fluctuations and the Dynamics of Retail Trade Industries on the U.S.-Canada Border ,"
Econometric Society World Congress 2000 Contributed Papers
1224, Econometric Society.
[Downloadable!]
Other versions:
Jeffrey R. Campbell & Beverly Lapham, 2001.
"Real Exchange Rate Fluctuations and the Dynamics of Retail Trade Industries on the U.S.-Canada Border ,"
NBER Working Papers
8558, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jeffrey R. Campbell & Beverly Lapham, 2002.
"Real exchange rate fluctuations and the dynamics of retail trade industries on the U.S.-Canada border ,"
Working Paper Series
WP-02-17, Federal Reserve Bank of Chicago.
[Downloadable!] Jeffrey R. Campbell & Beverly Lapham, 2004.
"Real Exchange Rate Fluctuations and the Dynamics of Retail Trade Industries on the U. S.-Canada Border ,"
American Economic Review ,
American Economic Association, vol. 94(4), pages 1194-1206, September.
[Downloadable!] 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!]
Menkhoff, Lukas & Rebitzky, Rafael, 2007.
"Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-376, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Other versions: Maher Hasan & Jemma Dridi, 2008.
"The Impact of Oil-Related Income on the Equilibrium Real Exchange Rate in Syria ,"
IMF Working Papers
08/196, International Monetary Fund.
[Downloadable!]
George Alessandria, 2005.
"Consumer search, price dispersion, and international relative price volatility ,"
Working Papers
05-9, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Martin Petri & Tahsin Saadi-Sedik, 2006.
"To Smooth or Not to Smooth - The Impact of Grants and Remittances on the Equilibrium Real Exchange Rate in Jordan ,"
IMF Working Papers
06/257, International Monetary Fund.
[Downloadable!]
Sonali Das & Rangan Gupta & Patrick Agu Kaya, 2009.
"Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests ,"
Working Papers
200922, University of Pretoria, Department of Economics.
[Downloadable!]
George Alessandria & Joseph Kaboski, 2007.
"Pricing-to-market and the failure of absolute PPP ,"
Working Papers
07-29, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Jesús Crespo-Cuaresma & Jarko Fidrmuc & Ronald McDonald, 2004.
"The monetary approach to exchange rates in the CEECs ,"
Macroeconomics
0401013, EconWPA.
[Downloadable!]
Other versions:
Crespo-Cuaresma, Jesús & Fidrmuc, Jarko & McDonald, Ronald, 2003.
"The monetary approach to exchange rates in the CEECs ,"
BOFIT Discussion Papers
14/2003, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Jesus Crespo-Cuaresma & Jarko Fidrmuc & Ronald MacDonald, 2005.
"The monetary approach to exchange rates in the CEECs ,"
The Economics of Transition ,
The European Bank for Reconstruction and Development, vol. 13(2), pages 395-416, 04.
[Downloadable!] (restricted) Thomas Mathä, 2003.
"What to expect of the euro? Analysing price differences of individual products in Luxembourg and its surrounding regions ,"
BCL working papers
8, Central Bank of Luxembourg.
[Downloadable!]
Other versions: Christoph Hanck, 2009.
"For which countries did PPP hold? A multiple testing approach ,"
Empirical Economics ,
Springer, vol. 37(1), pages 93-103, September.
[Downloadable!] (restricted)
Joanna Wolszczak-Derlacz & Rembert De Blander, 2009.
"Price convergence in the European Union and in the New Member States ,"
Bank i Kredyt ,
National Bank of Poland, Economic Institute, vol. 40(2), pages 37-59.
[Downloadable!]
Yin-Wong Cheung & Menzie Chinn & Eiji Fujii, 2009.
"Pitfalls in Measuring Exchange Rate Misalignment ,"
Open Economies Review ,
Springer, vol. 20(2), pages 183-206, April.
[Downloadable!] (restricted)
Mkenda, Beatrice Kalinda, 2001.
"An Empirical Test of Purchasing Power Parity in Selected African Countries - a Panel Data Approach ,"
Working Papers in Economics
39, Göteborg University, Department of Economics.
[Downloadable!]
Gita Gopinath & Pierre-Olivier Gourinchas & Chang-Tai Hsieh & Nicholas Li, 2009.
"Estimating the Border Effect: Some New Evidence ,"
NBER Working Papers
14938, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Gita Gopinath & Pierre-Olivier Gourinchas & Chang-Tai Hsieh & Nicholas Li, 2009.
"Estimating the border effect: some new evidence ,"
Working Papers
09-10, Federal Reserve Bank of Boston.
[Downloadable!] Gopinath, Gita & Gourinchas, Pierre-Olivier & Hsieh, Chang-Tai & Li, Nicholas, 2009.
"Estimating the Border Effect: Some New Evidence ,"
CEPR Discussion Papers
7281, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Lutz Kilian & Tao Zha, 1999.
"Quantifying the half-life of deviations from PPP: The role of economic priors ,"
Working Paper
99-21, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions:
Kilian, Lutz & Zha, Tao, 1999.
"Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors ,"
CEPR Discussion Papers
2334, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Kilian, L. & Zha, T., 1999.
"Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors ,"
Working Papers
450, Research Seminar in International Economics, University of Michigan.
Kilian, L. & Zha, T., 1999.
"Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors ,"
Papers
99-08, Michigan - Center for Research on Economic & Social Theory.
Imed Drine & Christophe Rault, 2003.
"A re-examination of the Purchasing Power Parity using non-stationary dynamic panel methods : a comparative approach for developing and developed countries ,"
William Davidson Institute Working Papers Series
2003-570, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Giorgio Fazio & Peter McAdam & Ronald MacDonald, 2007.
"Disaggregate Real Exchange Rate Behaviour ,"
Open Economies Review ,
Springer, vol. 18(4), pages 389-404, September.
[Downloadable!] (restricted)
Other versions: Kenneth W Clements & Yihui Lan, 2006.
"A New Approach to Forecasting Exchange Rates ,"
Economics Discussion / Working Papers
06-29, The University of Western Australia, Department of Economics.
[Downloadable!]
Dimitrios Christelis & Dimitris Georgarakos & Michael Haliassos, 2008.
"Economic Integration and Mature Portfolios ,"
CSEF Working Papers
194, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!]
Nilsson, Kristian, 2002.
"Do Fundamentals Explain the Behavior of the Real Effective Exchange Rate? ,"
Working Paper
78, National Institute of Economic Research.
[Downloadable!]
Maurice Obstfeld & Kenneth Rogoff, 1999.
"New Directions for Stochastic Open Economy Models ,"
NBER Working Papers
7313, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Maurice Obstfeld & Kenneth Rogoff, 2000.
"New Directions for Stochastic Open Economy Models ,"
International Finance
0004002, EconWPA.
[Downloadable!] Maurice Obstfeld & Kenneth Rogoff, 1999.
"New Directions for Stochastic Open Economy Models ,"
Center for International and Development Economics Research, Working Paper Series
1015, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!] Maurice Obstfeld and Kenneth Rogoff., 1999.
"New Directions for Stochastic Open Economy Models ,"
Center for International and Development Economics Research (CIDER) Working Papers
C99-107, University of California at Berkeley.
[Downloadable!] Obstfeld, Maurice & Rogoff, Kenneth, 2000.
"New directions for stochastic open economy models ,"
Journal of International Economics ,
Elsevier, vol. 50(1), pages 117-153, February.
[Downloadable!] (restricted) Thierry Tressel & Lone Engbo Christiansen & Alessandro Prati & Luca Antonio Ricci, 2009.
"External Balance in Low Income Countries ,"
IMF Working Papers
09/221, International Monetary Fund.
[Downloadable!]
Shu-Chen Chang, 2008.
"Asymmetric cointegration relationship among Asian exchange rates ,"
Economic Change and Restructuring ,
Springer, vol. 41(2), pages 125-141, June.
[Downloadable!] (restricted)
Marcos José Dal Bianco, 2008.
"Argentinean real exchange rate 1900-2006, test purchasing power parity theory ,"
Estudios de Economia ,
University of Chile, Department of Economics, vol. 35(1 Year 20), pages 33-64, June.
[Downloadable!]
S. Elwood & Ehsan Ahmed & J. Rosser, 1999.
"State-space estimation of rational bubbles in the Yen/Deutsche Mark exchange rate ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 135(2), pages 317-331, June.
[Downloadable!] (restricted)
David Barlow, 2004.
"Purchasing Power Parity in Three Transition Economies ,"
Economic Change and Restructuring ,
Springer, vol. 36(3), pages 201-221, September.
[Downloadable!] (restricted)
Pablo Astorga, 2007.
"Real Exchange Rates in Latin America: what does the 20th Century reveal? ,"
Working Papers in Economic History
wp07-03, Universidad Carlos III, Departamento de Historia Económica e Instituciones.
[Downloadable!]
Daiki Maki, 2006.
"Variance ratio tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 16(8), pages 607-615, May.
[Downloadable!] (restricted)
ANTHONY de CARVALHO, 2002.
"Wage Adjustment, Imperfect Competition and Real Exchange Rate Reversion: An Attempt to Unravel the PPP Puzzle ,"
Discussion Papers
706, The Research Institute of the Finnish Economy.
[Downloadable!]
Liew, Venus Khim-Sen & Lee, Hock-Ann & Lim, Kian-Ping, 2005.
"Purchasing power parity in Asian economies: further evidence from rank tests for cointegration ,"
MPRA Paper
7301, University Library of Munich, Germany.
[Downloadable!]
Other versions: R. Macdonald & L. Ricci, 2003.
"PPP and the Balassa Samuelson Effect: The Role of the DistributionSector ,"
DNB Staff Reports (discontinued)
81, Netherlands Central Bank.
[Downloadable!]
Other versions: Christopher F. Baum & Mustafa Caglayan & John Barkoulas, 1998.
"Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era ,"
Boston College Working Papers in Economics
404., Boston College Department of Economics, revised 16 Nov 1999.
[Downloadable!]
Other versions: Ivan Paya & David A. Peel, 2005.
"The Process Followed By Ppp Data. On The Properties Of Linearity Tests ,"
Working Papers. Serie AD
2005-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Other versions: Luca Antonio Ricci & Ronald MacDonald, 2003.
"Estimation of the Equilibrium Real Exchange Rate for South Africa ,"
IMF Working Papers
03/44, International Monetary Fund.
[Downloadable!]
Other versions: Carlos Felipe Lopez Suarez & Jose Antonio Rodriguez Lopez, 2008.
"Nonlinear Exchange Rate Predictability ,"
Working Papers
080911, University of California-Irvine, Department of Economics.
[Downloadable!]
Agnès Bénassy-Quéré & Lionel Fontagné & Horst Raff, 2009.
"Exchange-Rate Misalignments in Duopoly: The Case of Airbus and Boeing ,"
Kiel Working Papers
1488, Kiel Institute for the World Economy.
[Downloadable!]
Gabriel Di Bella & Aurelie Martin & Mark Lewis, 2007.
"Assessing Competitiveness and Real Exchange Rate Misalignment in Low-Income Countries ,"
IMF Working Papers
07/201, International Monetary Fund.
[Downloadable!]
Kevin Cowan & David Rappoport & Jorge Selaive, 2007.
"High Frequency Dynamics of the Exchange Rate in Chile ,"
Working Papers Central Bank of Chile
433, Central Bank of Chile.
[Downloadable!]
Francis W. Ahking, 2002.
"Efficient Unit Root Tests of real Exchange Rates in the Post-Bretton Woods Era ,"
Working papers
2002-17, University of Connecticut, Department of Economics.
[Downloadable!]
Other versions: Basak, Suleyman & Croitoru, Benjamin, 2003.
"International Good Market Segmentation and Financial Market Structure ,"
CEPR Discussion Papers
4060, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Johan Mathisen, 2003.
"Estimation of the Equilibrium Real Exchange Rate for Malawi ,"
IMF Working Papers
03/104, International Monetary Fund.
[Downloadable!]
Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006.
"The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp135, IIIS.
[Downloadable!]
Other versions: Seung Hyun Hong & Peter C. B. Phillips, 2005.
"Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity ,"
Cowles Foundation Discussion Papers
1541, Cowles Foundation, Yale University.
[Downloadable!]
Mathias Hoffmann & Ronald MacDonald, 2003.
"A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Christian J. Murray & Hatice Ozer-Balli & David H. Papell, 2006.
"PPP Persistence within Sectoral Real Exchange Rate Panels ,"
Papers of the Annual IUE-SUNY Cortland Conference in Economics ,
in: Proceedings of the Conference on Human and Economic Resources, pages 388-398
Izmir University of Economics.
[Downloadable!]
Corsetti, Giancarlo & Dedola, Luca, 2003.
"Macroeconomics of International Price Discrimination ,"
CEPR Discussion Papers
3710, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Giancarlo CORSETTI & Luca DEDOLA, 2003.
"Macroeconomics of International Price Discrimination ,"
Economics Working Papers
ECO2003/20, European University Institute.
[Downloadable!] Giancarlo Corsetti & Luca Dedola, 2002.
"Macroeconomics of international price discrimination ,"
Temi di discussione (Economic working papers)
461, Bank of Italy, Economic Research Department.
[Downloadable!] Giancarlo Corsetti & Luca Dedola, 2002.
"Macroeconomics of international price discrimination ,"
International Finance Discussion Papers
744, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Kilian, Lutz & Taylor, Mark P, 2001.
"Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? ,"
CEPR Discussion Papers
3024, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Lutz Kilian & Mark P. Taylor, 2001.
"Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? ,"
Working Papers
464, Research Seminar in International Economics, University of Michigan.
[Downloadable!] Lutz Kilian & Mark P. Taylor, 2001.
"Why is it so difficult to beat the random walk forecast of exchange rates ,"
Working Paper Series
088, European Central Bank.
[Downloadable!] Lutz Kilian & Mark P. Taylor, 2001.
"Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? ,"
Tinbergen Institute Discussion Papers
01-031/4, Tinbergen Institute.
[Downloadable!] Kilian, Lutz & Taylor, Mark P., 2003.
"Why is it so difficult to beat the random walk forecast of exchange rates? ,"
Journal of International Economics ,
Elsevier, vol. 60(1), pages 85-107, May.
[Downloadable!] (restricted) John Williamson, 2009.
"Exchange Rate Economics ,"
Open Economies Review ,
Springer, vol. 20(1), pages 123-146, February.
[Downloadable!] (restricted)
Richard E. Baldwin & Robert Anderton & Daria Taglioni, 2003.
"The impact of monetary union on trade prices ,"
Working Paper Series
238, European Central Bank.
[Downloadable!]
Other versions:
Anderton, Robert & Richard E Baldwin & Daria Taglioni, 2003.
"The Impact of Monetary Union on Trade Prices ,"
Royal Economic Society Annual Conference 2003
5, Royal Economic Society.
[Downloadable!] Robert, Anderton & Baldwin, Richard & Taglioni, Daria, 2007.
"The impact of monetary union on trade prices ,"
Journal of Financial Transformation ,
Capco Institute, vol. 19, pages 35-48.
[Downloadable!] Jonathan Haskel & Holger Wolf, 2001.
"The Law of One Price -- A Case Study ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:
Jonathan Haskel & Holger Wolf, 2001.
"The Law of One Price - A Case Study ,"
NBER Working Papers
8112, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Haskel, Jonathan & Wolf, Holger, 2001.
" The Law of One Price--A Case Study ,"
Scandinavian Journal of Economics ,
Blackwell Publishing, vol. 103(4), pages 545-58, December.
[Downloadable!] (restricted) Anwar M. Shaikh, .
"Explaining the U.S. Trade Deficit ,"
Economics Policy Note Archive
00-1, Levy Economics Institute, The.
[Downloadable!]
Chien-Fu Chen & Chung-Hua Shen & Chien-an Andy Wang, 2007.
"Does PPP hold for Big Mac price or consumer price index? Evidence from panel cointegration ,"
Economics Bulletin ,
Economics Bulletin, vol. 6(16), pages 1-15.
[Downloadable!]
David Barlow & Roxana Radulescu, 2002.
"Purchasing Power Parity in the Transition: the Case of the Romanian Leu Against the Dollar ,"
Post-Communist Economies ,
Taylor and Francis Journals, vol. 14(1), pages 123-135, March.
[Downloadable!] (restricted)
Reza Y. Siregar, 2007.
"Models of Equilibrium Real Exchange Rates Revisited: A Selective Review of the Literature ,"
Working Papers
id:1198, esocialsciences.com.
[Downloadable!]
Lutz Kilian & Tao Zha, 2002.
"Quantifying the uncertainty about the half-life of deviations from PPP ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 17(2), pages 107-125.
[Downloadable!]
Ricardo Hausmann & Ugo Panizza & Roberto Rigobon, 2004.
"The Long-Run Volatility Puzzle of the Real Exchange Rate ,"
NBER Working Papers
10751, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Turan Subasat, 2003.
"Does the Dollar Index Really Measure Outward Orientation? ,"
International Review of Applied Economics ,
Taylor and Francis Journals, vol. 17(3), pages 309-326, July.
[Downloadable!] (restricted)
Ashima Goyal, 2006.
"Exchange Rate Regimes: Middling Through ,"
Global Economic Review ,
Taylor and Francis Journals, vol. 35(2), pages 153-175, June.
[Downloadable!] (restricted)
Steven B. Kamin & Marc Klau, 2003.
"A multi-country comparison of the linkages between inflation and exchange rate competitiveness ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 8(2), pages 167-184.
[Downloadable!]
Cynthia A. Lengnick-Hall & Robert J. Griffith, .
"Knowledge Resources, Exploration, and Exploitation: A New Perspective on the Interplay Between Innovation and Application ,"
Working Papers
0027, College of Business, University of Texas at San Antonio.
[Downloadable!]
César Calderón & Roberto Duncan, 2003.
"Purchasing power parity in an emerging market economy: a long- span study for Chile ,"
Estudios de Economia ,
University of Chile, Department of Economics, vol. 30(1 Year 20), pages 103-132, June.
[Downloadable!]
Other versions: Enrique Alberola & José M. Marqués, 1999.
"On the Relevance and Nature of Regional Inflation Differentials: the Case of Spain ,"
Banco de España Working Papers
9913, Banco de España.
[Downloadable!]
Other versions: Charles Engel & Chang-Jin Kim, 1996.
"The Long-Run U.S./U.K. Real Exchange Rate ,"
NBER Working Papers
5777, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Engel, C. & Kim, C.J., 1996.
"The Long-Run U.S./U.K. real Exchange Rate ,"
Discussion Papers in Economics at the University of Washington
96-14, Department of Economics at the University of Washington.
Engel, C. & Kim, C.J., 1996.
"The Long-Run U.S./U.K. real Exchange Rate ,"
Working Papers
96-14, University of Washington, Department of Economics.
Engel, Charles & Kim, Chang-Jin, 1999.
"The Long-Run U.S./U.K. Real Exchange Rate ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 31(3), pages 335-56, August.
Jean Imbs & Haroon Mumtaz & Morton O. Ravn & Helene Rey, 2002.
"PPP Strikes Back: Aggregation and the Real Exchange Rate ,"
NBER Working Papers
9372, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Helene Rey, 2003.
"PPP Strikes Back: Aggregation and the Real Exchange Rate ,"
IEHAS Discussion Papers
0307, Institute of Economics, Hungarian Academy of Sciences.
[Downloadable!] Imbs, Jean & Mumtaz, Haroon & Ravn, Morten O. & Rey, Hélène, 2003.
"PPP Strikes Back: Aggregation and the Real Exchange Rate ,"
CEPR Discussion Papers
3715, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Helene Rey, 2003.
"PPP Strikes Back: Aggregation and the Real Exchange Rate ,"
IMF Working Papers
03/68, International Monetary Fund.
[Downloadable!] Jean Imbs & Haroon Mumtaz & Morten Ravn & Hélène Rey, 2005.
"PPP Strikes Back: Aggregation and the Real Exchange Rate ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 120(1), pages 1-43, January.
Georgios Chortareas & George Kapetanios, .
"The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests ,"
Bank of England working papers
311, Bank of England.
[Downloadable!]
Other versions:
Georgios Chortareas & George Kapetanios, 2003.
"The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests ,"
Working Papers
484, Queen Mary, University of London, Department of Economics.
[Downloadable!] Georgios Chortareas & George Kapetanios, 2004.
"The Yen Real Exchange Rate may be Stationary after all: Evidence from Non-linear Unit-root Tests ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 66(1), pages 113-131, 02.
[Downloadable!] (restricted) Quan-Hoang Vuong, 2003.
"Essays on Vietnam’s Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium ,"
Working Papers CEB
03-013.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB).
[Downloadable!]
Jeffrey A. Frankel, 2000.
"Globalization of the Economy ,"
NBER Working Papers
7858, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Gehrig, Thomas & Menkhoff,Lukas, 2004.
"The Rise of Fund Managers in Foreign Exchange: Will Fundamentals Ultimately Dominate? ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-308, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Other versions: Joe Cox, 2008.
"Purchasing power parity and cultural convergence: evidence from the global video games market ,"
Journal of Cultural Economics ,
Springer, vol. 32(3), pages 201-214, September.
[Downloadable!] (restricted)
Su Zhou & Mohsen Bahmani-Oskooee & Ali M. Kutan, 2008.
"Purchasing Power Parity before and after the Adoption of the Euro ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 144(1), pages 134-150, April.
[Downloadable!] (restricted)
Hamid Baghestani, 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 1147-1154, September.
[Downloadable!] (restricted)
Imed Drine & Christophe Rault, 2008.
"Purchasing Power Parity for Developing and Developed Countries. What can we Learn from Non-Stationary Panel Data Models? ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:
Imed Drine & Christophe Rault, 2007.
"Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models? ,"
IZA Discussion Papers
2887, Institute for the Study of Labor (IZA).
[Downloadable!] Imed Drine & Christophe Rault, 2008.
"Purchasing Power Parity for developing and developed countries. What can we learn from non-stationary panel data models? ,"
Post-Print
hal-00322105_v1, HAL.
[Downloadable!] Imed Drine & Christophe Rault, 2008.
"Purchasing Power Parity For Developing And Developed Countries. What Can We Learn From Non-Stationary Panel Data Models? ,"
Journal of Economic Surveys ,
Blackwell Publishing, vol. 22(4), pages 752-773, 09.
[Downloadable!] (restricted) Paul Fenton & Alain Paquet, 1997.
"International Interest Rate Differentials: The Interaction with Fiscal and Monetary Variables, and the Business Cycle ,"
Cahiers de recherche CREFE / CREFE Working Papers
56, CREFE, Université du Québec à Montréal, revised Jan 1998.
[Downloadable!]
Fullerton, Th. & Lopez, J.J., 2005.
"Error Correction Exchange Rate Modeling for Mexico: 1980 – 2001 ,"
International Journal of Applied Econometrics and Quantitative Studies ,
Euro-American Association of Economic Development, vol. 2(3), pages 17-30.
[Downloadable!]
Luca Antonio Ricci & Ronald MacDonald, 2002.
"Purchasing Power Parity and New Trade Theory ,"
IMF Working Papers
02/32, International Monetary Fund.
[Downloadable!]
Ivan Paya & David A. Peel, 2004.
"Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment ,"
Working Papers. Serie AD
2004-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Other versions:
David Peel & Ivan Paya, 2005.
"Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment ,"
Working Papers
002390, Lancaster University Management School, Economics Department.
[Downloadable!] David A. Peel & Ivan Paya, 2006.
"Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 21(5), pages 655-668.
[Downloadable!] Chowdhry, Bhagwan & Roll, Richard & Xia, Yihong, 2004.
"Extracting Inflation from Stock Returns to Test Purchasing Power Parity ,"
Working Papers
04-2, University of Pennsylvania, Wharton School, Weiss Center.
[Downloadable!]
Francesco Menoncin & Marco Tronzano, .
"Optimal real exchange rate targeting: a stochastic analysis ,"
Working Papers
ubs0401, University of Brescia, Department of Economics.
[Downloadable!]
Jane E. Ihrig & Mario Marazzi & Alexander D. Rothenberg, 2006.
"Exchange-rate pass-through in the G-7 countries ,"
International Finance Discussion Papers
851, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Guglielmo Maria Caporale & Christoph Hanck, 2006.
"Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour? ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Luca Fanelli & Emanuele Bacchiocchi, 2005.
"Testing the purchasing power parity through I(2) cointegration techniques ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(6), pages 749-770.
[Downloadable!]
Christian Dreger & Eric Girardin, 2007.
"Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates? ,"
Discussion Papers of DIW Berlin
746, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Claude Lopez & Christian J. Murray & David H. Papell, 2003.
"Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle ,"
University of Cincinnati, Economics Working Papers Series
2003-07, University of Cincinnati, Department of Economics.
[Downloadable!]
Other versions: Richard Cantor & Robert Driskill, 1996.
"Can a fiscal contraction strengthen a currency?: Some doubts about conventional Mundell-Fleming results ,"
Research Paper
9629, Federal Reserve Bank of New York.
[Downloadable!]
Michael M. Knetter, 1997.
"The Segmentation of International Markets: Evidence from The Economist ,"
NBER Working Papers
5878, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Reitz, Stefan & Taylor, Mark P., 2006.
"The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis ,"
Discussion Paper Series 1: Economic Studies
2006,08, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Other versions: Fanelli, Luca & Paruolo, Paolo, 2007.
"Speed of Adjustment in Cointegrated Systems ,"
MPRA Paper
9174, University Library of Munich, Germany.
[Downloadable!]
Renu Kohli, 2004.
"Real Exhange Rate Stationarity in Managed Floats: Evidence From India ,"
International Finance
0405014, EconWPA.
[Downloadable!]
Other versions: Cho, Guedae & Sheldon, Ian M. & McCorriston, Steve, 2000.
"Exchange Rate Misalignment And Agricultural Trade ,"
2000 Annual meeting, July 30-August 2, Tampa, FL
21824, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Yihui Lan, 2001.
"The Long-Run Value of Currencies: A Big Mac Perspective ,"
Economics Discussion / Working Papers
01-17, The University of Western Australia, Department of Economics.
[Downloadable!]
Bhagwan Chowdhry & Richard Roll & Yihong Xia, 2005.
"Extracting Inflation from Stock Returns to Test Purchasing Power Parity ,"
American Economic Review ,
American Economic Association, vol. 95(1), pages 255-276, March.
[Downloadable!]
Martins Bitans, 2005.
"Pass-Through of Exchange Rates to Domestic Prices in East European Countries and the Role of Economic Enviroment ,"
Working Papers
2004/04, Latvijas Banka.
[Downloadable!]
David Barlow, 2003.
"Purchasing Power Parity in Three Transition Economies ,"
Economic Change and Restructuring ,
Springer, vol. 36(3), pages 201-221, September.
[Downloadable!] (restricted)
Luis Gil-Alana, 2003.
"Stochastic behavior of nominal exchange rates ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 31(2), pages 159-173, June.
[Downloadable!] (restricted)
Massimo Giuliodori, .
"The Empirical Relevance of a basic sticky-price intertemporal model ,"
Working Papers
2001_17, Department of Economics, University of Glasgow.
[Downloadable!]
José García-Solanes & Francisco I. Sancho-Portero & Fernando Torrejón-Flores, 2007.
"Beyond the Salassa-Samuelson Effect in some New Member States of the European Union ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Enrique Martinez-Garcia, 2008.
"Globalization and monetary policy: an introduction ,"
Globalization and Monetary Policy Institute Working Paper
11, Federal Reserve Bank of Dallas.
[Downloadable!]
Bjørnland, Hilde C. & Hungnes, Håvard, 2003.
"Fundamental determinants of the long run real exchange rate: The case of Norway ,"
Memorandum
23/2002, Oslo University, Department of Economics.
[Downloadable!]
Other versions: Charles Engel & John H. Rogers, 2006.
"The U.S. Current Account Deficit and the Expected Share of World Output ,"
NBER Working Papers
11921, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Charles Engel & John H. Rogers, 2006.
"The U.S. current account deficit and the expected share of world output ,"
International Finance Discussion Papers
856, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Charles Engel & John H. Rogers, 2006.
"The U.S. current account deficit and the expected share of world output ,"
Working Paper Series
2006-38, Federal Reserve Bank of San Francisco.
[Downloadable!] Engel, Charles & Rogers, John H., 2006.
"The U.S. current account deficit and the expected share of world output ,"
Journal of Monetary Economics ,
Elsevier, vol. 53(5), pages 1063-1093, July.
[Downloadable!] (restricted) Charles Engel & John H. Rogers, 2006.
"The U.S. current account deficit and the expected share of world output ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Jun.
[Downloadable!] Farley Grubb, 2008.
"Testing for the Economic Impact of the U.S. Constitution: Purchasing Power Parity across the Colonies versus across the States, 1748-1811 ,"
NBER Working Papers
13836, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Lucio Sarno, 2000.
"Systematic sampling and real exchange rates ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 136(1), pages 24-57, March.
[Downloadable!] (restricted)
Ibrahim Chowdhury, 2004.
"Purchasing Power Parity and the Real Exchange Rate in Bangladesh: A Nonlinear Analysis ,"
Working Paper Series in Economics
14, University of Cologne, Department of Economics.
[Downloadable!]
Georg Erber & Ulrich Fritsche, 2005.
"Estimating and Forecasting Aggregate Productivity Growth Trends in the US and Germany ,"
Discussion Papers of DIW Berlin
471, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Tuomas A. Peltonen & Adina Popescu & Michael Sager, 2009.
"Can Non-Linear Real Shocks Explain The Persistence of PPP Exchange Rate Disequilibria? ,"
Working Paper Series
1073, European Central Bank.
[Downloadable!]
Weber, Axel A., 1997.
"Sources of Purchasing Power Disparities Between the G3-Economies ,"
Discussion Paper Serie B
419, University of Bonn, Germany.
[Downloadable!]
Sarmidi, Tamat, 2008.
"Exchange Rates Predictability in Developing Countries ,"
MPRA Paper
16580, University Library of Munich, Germany.
[Downloadable!]
David E. A. Giles & Chad Stroomer, 2003.
"Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence ,"
Econometrics Working Papers
0307, Department of Economics, University of Victoria.
[Downloadable!]
Other versions:
David E. Giles & Chad N. Stroomer, 2005.
"Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence ,"
Econometrics Working Papers
0509, Department of Economics, University of Victoria.
[Downloadable!] David Giles & Chad Stroomer, 2006.
"Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence ,"
Empirical Economics ,
Springer, vol. 31(4), pages 883-903, November.
[Downloadable!] (restricted) García Solanes, José & Torrejón-Flores, Fernando, 2009.
"The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained ,"
Economics - The Open-Access, Open-Assessment E-Journal ,
Kiel Institute for the World Economy, vol. 3(2), pages 1-24.
[Downloadable!]
Other versions: Özge Senay, .
"Disinflation Dynamics in an Open Economy General Equilibrium Model ,"
Discussion Papers
98/15, Department of Economics, University of York.
[Downloadable!]
Ping Wang & Paul Dunne, 2000.
"Sources of movements in real exchange rates-evidence from east Asian economies ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 136(1), pages 158-170, March.
[Downloadable!] (restricted)
Laura Mayoral & Maria Dolores Gadea, 2009.
"Analyzing aggregate real exchange rate persistence through the lens of sectoral data ,"
UFAE and IAE Working Papers
787.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!]
Giovanni Arese-Visconti, 2002.
"Labor-Cost Effects on Relative Prices between Regions of a Monetary Union: Implications for the EMU ,"
Econometrics Working Papers Archive
wp2002_20, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
[Downloadable!]
Hilde Bjørnland, 2004.
"The Role of the Exchange Rate as a Shock Absorber in a Small Open Economy ,"
Open Economies Review ,
Springer, vol. 15(1), pages 23-43, January.
[Downloadable!] (restricted)
Pål Boug, Ådne Cappelen and Torbjørn Eika, 2005.
"Exchange Rate Pass-through in a Small Open Economy ,"
Discussion Papers
429, Research Department of Statistics Norway.
[Downloadable!]
João Ricardo Faria & Miguel León-Ledesma, 2000.
"Testing the Balassa-Samuelson Effect: Implications for Growth and PPP ,"
Studies in Economics
0008, Department of Economics, University of Kent.
[Downloadable!]
Kevin X.D. Huang & Zheng Liu, 2003.
"Production, Trade, and International Comovement ,"
Emory Economics
0308, Department of Economics, Emory University (Atlanta).
[Downloadable!]
António Portugal Duarte, 2005.
"Purchasing power parity: an empirical study of three EMU countries ,"
International Finance
0505010, EconWPA.
[Downloadable!]
Other versions: Corrado, L. & Marcus Miller & Lei Zhang, 2002.
"Exchange Rate Monitoring Bands: Theory and Policy ,"
Cambridge Working Papers in Economics
0209, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions: Gautam Goswami & Milind Shrikhande & Liuren Wu, 2002.
"A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs ,"
Finance
0207016, EconWPA.
[Downloadable!]
Thomas M Fullerton Jr & Miwa Hattori & Cuauhtemoc Calderon, 2004.
"Error Correction Exchange Rate Modeling Evidence for Mexico ,"
International Finance
0406001, EconWPA.
[Downloadable!]
Fischer, Christoph & Porath, Daniel, 2006.
"A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications ,"
Discussion Paper Series 1: Economic Studies
2006,23, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Jayasuriya, Sisira & Kim, Jae & Kumar, Parmod, 2007.
"International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market ,"
106th Seminar, October 25-27, 2007, Montpellier, France
7935, European Association of Agricultural Economists.
[Downloadable!]
Christian Bauer & Bernhard Herz, 2004.
"Technical trading and the Volatility of Exchange Rates ,"
Macroeconomics ,
Department of Economics, Economics I, Bayreuth University, vol. 4(4), pages 1-16.
[Downloadable!]
Yan, Beiling, 2002.
"Parité de pouvoir d'achat : le cas du Canada et des États-Unis ,"
Série de documents de recherche sur l'analyse économique (AE)
2002002f, Statistics Canada, Direction des études analytiques.
[Downloadable!]
Evi Pappa & Zheng Liu, 2005.
"Gains from International Monetary Policy Coordination: Does It Pay to Be Different? ,"
Computing in Economics and Finance 2005
457, Society for Computational Economics.
[Downloadable!]
Other versions:
Zheng Liu & Evi Pappa, 2005.
"Gains from international monetary policy coordination - does it pay to be different? ,"
Working Paper Series
514, European Central Bank.
[Downloadable!] Liu, Zheng & Pappa, Evi, 2008.
"Gains from international monetary policy coordination: Does it pay to be different? ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 32(7), pages 2085-2117, July.
[Downloadable!] (restricted) Joanna Beza-Bojanowska, 2009.
"Behavioral and Permanent Zloty/Euro Equilibrium ,"
Central European Journal of Economic Modelling and Econometrics ,
Polish Academy of Sciences, The Lodz Branch, vol. 1(1), pages 35-55, March.
[Downloadable!]
Robert J. Sonora & Josip Tica, 2009.
"Harrod, Balassa and Samuelson (Re)Visit Eastern Europe ,"
EFZG Working Papers Series
0907, Faculty of Economics and Business, University of Zagreb.
[Downloadable!]
Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003.
"Limited participation and exchange rate dynamics : does theory meet the data ? ,"
Cahiers de la Maison des Sciences Economiques
v04013, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
Other versions: Ehsan U. Choudhri & Lawrence L. Schembri, 2009.
"Productivity, the Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited ,"
Working Papers
09-22, Bank of Canada.
[Downloadable!]
Jeffrey Frankel, 2005.
"On the renminbi ,"
CESifo Forum ,
Ifo Institute for Economic Research at the University of Munich, vol. 6(3), pages 16-21, October.
[Downloadable!]
Claude Lopez & Christian J. Murray & David H. Papell, 2003.
"State of the Art Unit Root Tests and the PPP Puzzle ,"
Macroeconomics
0310009, EconWPA.
[Downloadable!]
Hsing, Y, 2009.
"Functional Forms and PPP: The Case of Canada, the EU, Japan, and the U.K ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 9(1).
[Downloadable!] (restricted)
Matthias Lutz, 2002.
"Beyond Burgernomics and MacParity: Exchange Rate Forecasts Based on the Law of One Price ,"
10th International Conference on Panel Data, Berlin, July 5-6, 2002
D4-1, International Conferences on Panel Data.
[Downloadable!]
Annika Alexius & Jonny Nilsson, 2000.
"Real Exchange Rates and Fundamentals: Evidence from 15 OECD Countries ,"
Open Economies Review ,
Springer, vol. 11(4), pages 383-397, October.
[Downloadable!] (restricted)
Emilio Pineda & Paul Cashin & Yan Sun, 2009.
"Assessing Exchange Rate Competitiveness in the Eastern Caribbean Currency Union ,"
IMF Working Papers
09/78, International Monetary Fund.
[Downloadable!]
Carol L. Osler, 2006.
"Macro lessons from microstructure ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 11(1), pages 55-80.
[Downloadable!]
Javier Coto-Martinez & Juan C. Reboredo, 2004.
"The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries ,"
Money Macro and Finance (MMF) Research Group Conference 2003
19, Money Macro and Finance Research Group.
[Downloadable!]
Paul Cashin & C. John McDermott, 2004.
"Parity Reversion in Real Exchange Rates: Fast, Slow or Not at All? ,"
IMF Working Papers
04/128, International Monetary Fund.
[Downloadable!]
Other versions: Herman Z. Bennett & Ziga Zarnic, 2008.
"International Competitiveness of the Mediterranean Quartet:A Heterogeneous-Product Approach ,"
IMF Working Papers
08/240, International Monetary Fund.
[Downloadable!]
Other versions: Baldwin, John R. & Yan, Beiling, 2006.
"Les mouvements cycliques du taux de change et les prix dans les secteurs canadien et américain de la fabrication ,"
Série de documents de recherche sur l'analyse économique (AE)
2006041f, Statistics Canada, Direction des études analytiques.
[Downloadable!]
Jaebeom Kim & Masao Ogaki & Minseok Yang, 2003.
"Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model ,"
RCER Working Papers
502, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
Joanna Wolszczak-Derlacz, 2008.
"Price convergence in the EU—an aggregate and disaggregate approach ,"
International Economics and Economic Policy ,
Springer, vol. 5(1), pages 25-47, July.
[Downloadable!] (restricted)
Lothian, James R. & Taylor, Mark P., 2006.
"Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect? ,"
The Warwick Economics Research Paper Series (TWERPS)
768, University of Warwick, Department of Economics.
[Downloadable!]
Other versions: Mathias Hoffmann, 2008.
"The Lack of International Consumption Risk Sharing: Can Inflation Differentials and Trading Costs Help Explain the Puzzle? ,"
Open Economies Review ,
Springer, vol. 19(2), pages 183-201, April.
[Downloadable!] (restricted)
Abdul RASHID, 2009.
"Testing The Modified-Combined Ppp And Uip Hypothesis In South Asian Economies ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 9(1).
[Downloadable!] (restricted)
Menzie Chinn, 2006.
"A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation ,"
Open Economies Review ,
Springer, vol. 17(1), pages 115-143, January.
[Downloadable!] (restricted)
Other versions: P.H. Franses & D.J. van Dijk, 2002.
"A simple test for PPP among traded goods ,"
Econometric Institute Report
255, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions: Yihui Lan, 2003.
"The Long-Term Behaviour of Exchange Rates, Part III: The Explosion of Purchasing Power Parity ,"
Economics Discussion / Working Papers
03-07, The University of Western Australia, Department of Economics.
[Downloadable!]
Alan M. Taylor, 2000.
"Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price ,"
NBER Working Papers
7577, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Maurice Obstfeld & Alan M. Taylor, 1997.
"Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited ,"
NBER Working Papers
6053, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
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
C97-088, University of California at Berkeley.
Obstfeld, Maurice & Taylor, Alan M, 1997.
"Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited ,"
CEPR Discussion Papers
1672, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Obstfeld, Maurice & Taylor, Alan M., 1997.
"Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited ,"
Journal of the Japanese and International Economies ,
Elsevier, vol. 11(4), pages 441-479, December.
[Downloadable!] (restricted) Wallace, Frederick, 2009.
"Cointegration tests of purchasing power parity ,"
MPRA Paper
18079, University Library of Munich, Germany.
[Downloadable!]
Chan, Tze-Haw, 2008.
"International Parities among China and Her Major Trading Partners in Asia Pacific ,"
MPRA Paper
15504, University Library of Munich, Germany, revised 06 Apr 2009.
[Downloadable!]
Thomas M Fullerton Jr & Roberto Coronado, 2004.
"Restaurant Prices and the Mexican Peso ,"
International Finance
0403004, EconWPA.
[Downloadable!]
Other versions: Henk M. Vermande, Peter-Hein Van Mulligen, 1999.
"Construction costs in The Netherlands in an international context ,"
Construction Management & Economics ,
Taylor and Francis Journals, vol. 17(3), pages 269-283, May.
[Downloadable!] (restricted)
Michael Arghyrou & Virginie Boinet & Christopher Martin, 2005.
"Beyond Purchasing Power Parity: Nominal exchange rates, output shocks and non linear/asymmetric equilibrium adjustment in Central Europe ,"
Money Macro and Finance (MMF) Research Group Conference 2005
35, Money Macro and Finance Research Group.
[Downloadable!]
Herrendorf, Berthold & Valentinyi, Akos, 2005.
"What Sectors Make the Poor Countries So Unproductive? ,"
CEPR Discussion Papers
5399, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Joseph Aschheim & George Tavlas, 1998.
"Two types of target zone proposals: McKinnon and Ohno versus Williamson ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 134(3), pages 548-557, September.
[Downloadable!] (restricted)
Peter Rowland & Hugo OLiveros C., .
"Colombian Purchasing Power Parity Analysed Using a Framework of Multivariate Cointegration ,"
Borradores de Economia
252, Banco de la Republica de Colombia.
[Downloadable!]
Boehm, Volker & Kikuchi, Tomoo, 2002.
"Dynamics of Endogenous Business Cycles and Exchange Rate Volatility ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Zheng Liu & Evi Pappa, 2005.
"Gains from Coordination in a Multi-Sector Open Economy: Does it Pay to be Different? ,"
Working Papers
296, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions: Marcus Asplund & Richard Friberg, 2001.
"The Law of One Price in Scandinavian Duty-Free Stores ,"
American Economic Review ,
American Economic Association, vol. 91(4), pages 1072-1083, September.
[Downloadable!] (restricted)
Hilde C. Bjørnland and Håvard Hungnes, 2003.
"The importance of interest rates for forecasting the exchange rate ,"
Discussion Papers
340, Research Department of Statistics Norway.
[Downloadable!]
Other versions: Arslan Razmi, 2005.
"Balance of Payments Constrained Growth Model: The Case of India ,"
Working Papers
2005-05, University of Massachusetts Amherst, Department of Economics.
[Downloadable!]
Diego Rodriguez Palenzuela & Gonzalo Camba-Mendez & Juan Angel Garcia, 2003.
"Relevant economic issues concerning the optimal rate of inflation ,"
Working Paper Series
278, European Central Bank.
[Downloadable!]
Philip R. Lane & Gian Maria Milesi-Ferretti, 2000.
"The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates ,"
Working Papers
062000, Hong Kong Institute for Monetary Research.
[Downloadable!]
Other versions:
Lane, Philip R. & Milesi-Ferretti, Gian Maria, 2000.
"The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates ,"
CEPR Discussion Papers
2511, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Gian Maria Milesi-Ferretti & Philip R. Lane, 2000.
"The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates ,"
IMF Working Papers
00/123, International Monetary Fund.
Philip R. Lane & Gian Maria Milesi-Ferretti, 2004.
"The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates ,"
The Review of Economics and Statistics ,
MIT Press, vol. 86(4), pages 841-857, 02.
[Downloadable!] (restricted) Taline Koranchelian, 2005.
"The Equilibrium Real Exchange Rate in a Commodity Exporting Country: Algeria's Experience ,"
IMF Working Papers
05/135, International Monetary Fund.
[Downloadable!]
Hassink, Wolter H.J. & Schettkat, Ronald, 2001.
"On Price-Setting for Identtical Products in Markets without Formal Trade Barriers ,"
IZA Discussion Papers
315, Institute for the Study of Labor (IZA).
[Downloadable!]
Jose Eduardo de A. Ferreira, 2006.
"Effects of Fundamentals on the Exchange Rate: A Panel Analysis for a Sample of Industrialised and Emerging Economies ,"
Studies in Economics
0603, Department of Economics, University of Kent.
[Downloadable!]
Michel Aglietta & Camille Baulant & Virginie Coudert, 1997.
"Why the Euro Will Be Strong: An Approach Based on Equilibrium Exchange Rates ,"
Working Papers
1997-18, CEPII research center.
[Downloadable!]
Roger Bjørnstad and Eilev S. Jansen, 2007.
"The NOK/euro exhange rate after inflation targeting: The interest rate rules ,"
Discussion Papers
501, Research Department of Statistics Norway.
[Downloadable!]
Jaewoo Lee & Gian Maria Milesi-Ferretti & Luca Antonio Ricci, 2008.
"Real Exchange Rates and Fundamentals: A Cross-Country Perspective ,"
IMF Working Papers
08/13, International Monetary Fund.
[Downloadable!]
Matthias Lutz, 2003.
"Price Convergence under EMU? First Estimates ,"
University of St. Gallen Department of Economics working paper series 2003
2003-08, Department of Economics, University of St. Gallen.
[Downloadable!]
Other versions: Baharumshah, Ahmad Zubaidi & Aggarwal, Raj & Chan, Tze-Haw, 2005.
"East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests ,"
MPRA Paper
2023, University Library of Munich, Germany, revised 2007.
[Downloadable!]
Other versions: Blanco-Gonzalez, Lorenzo & Fullerton, Thomas M., Jr., 2008.
"La Ley del Precio Unitario en la Zona Metropolitana Fronteriza [The Law of One Price in the Borderplex] ,"
MPRA Paper
14687, University Library of Munich, Germany.
[Downloadable!]
Johansson, Martin, 2001.
"TAR models and real exchange rates ,"
Working Papers
2001:21, Lund University, Department of Economics.
[Downloadable!]
Corinne Winters, 2008.
"The Carry Trade, Portfolio Diversification, and the Adjustment of the Japanese Yen ,"
Discussion Papers
08-2, Bank of Canada.
[Downloadable!]
Gottfries, Nils, 2003.
"Booms and Busts in EMU ,"
Working Paper Series
2003:29, Uppsala University, Department of Economics.
[Downloadable!]
Miljkovic, Dragan & John M., Marsh & Gary W., Brester, 2004.
"Effects of Japanese Import Demand on U.S. Livestock Prices: Reply ,"
Journal of Agricultural and Applied Economics ,
Southern Agricultural Economics Association, vol. 36(01), April.
[Downloadable!]
Balazs Egert, 2007.
"Real Convergence, Price Level Convergence and Inflation Differentials in Europe ,"
William Davidson Institute Working Papers Series
wp895, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Other versions: Syed A. Basher & Josep Lluis Carrión-i-Silvestre, 2008.
"Price level convergence, purchasing power parity and multiple structural breaks: An application to US cities ,"
Working Papers
XREAP2008-8, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008.
[Downloadable!]
Kenneth W Clements & Yihui Lan & John Roberts, 2007.
"Exchange-Rate Economics for the Resources Sector ,"
Economics Discussion / Working Papers
07-13, The University of Western Australia, Department of Economics.
[Downloadable!]
Peter Rowland, .
"Forecasting the USD/COP Exchange Rate: A Random Walk a Variable Drift ,"
Borradores de Economia
253, Banco de la Republica de Colombia.
[Downloadable!]
Alberola, Enrique & Lopez, Humberto & Serven, Luis, 2004.
"Tango with the Gringo: the hard peg and real misalignment in Argentina ,"
Policy Research Working Paper Series
3322, The World Bank.
[Downloadable!]
Other versions: Kenneth W. Clements & H.Y Izan & Yihui Lan, 2005.
"A Stochastic Measure of International Competitiveness ,"
Economics Discussion / Working Papers
05-15, The University of Western Australia, Department of Economics.
[Downloadable!]
Kul B. Luintel, 2000.
"Real exchange rate behaviour: evidence from black markets ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 15(2), pages 161-185.
[Downloadable!]
Christian Pierdzioch, 2004.
"Productivity Shocks and Delayed Exchange-Rate Overshooting ,"
Kiel Working Papers
1199, Kiel Institute for the World Economy.
[Downloadable!]
Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy, 2008.
"Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s) ,"
MPRA Paper
3406, University Library of Munich, Germany.
[Downloadable!]
Przystupa, Jan & Wróbel, Ewa, 2009.
"Asymmetry of the exchange rate pass-through: An exercise on the Polish data ,"
MPRA Paper
17660, University Library of Munich, Germany.
[Downloadable!]
Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008.
"Testing for Fractional Integration in SADC Real Exchange Rates ,"
Working Papers
200811, University of Pretoria, Department of Economics.
Bernd Schnatz, 2007.
"Is reversion to PPP in euro exchange rates non-linear? ,"
International Economics and Economic Policy ,
Springer, vol. 4(3), pages 281-297, November.
[Downloadable!] (restricted)
Other versions: Randall Wright & Alberto Trejos, 2001.
"International Currency ,"
The B.E. Journal of Macroeconomics ,
Berkeley Electronic Press, vol. 0(1).
[Downloadable!]
Mesa Callejas, Ramon Javier & Ramos O., Elizeth, 2003.
"Sector externo y política cambiaria en Colombia 1999 - 2002: del desequilibrio externo al equilibrio precario [External sector and exchange political in Colombia 1999 - 2002: of the external imbal ,"
MPRA Paper
866, University Library of Munich, Germany.
[Downloadable!]
Other versions: Angus Deaton & Alan Heston, 2008.
"Understanding PPPs and PPP-based national accounts ,"
NBER Working Papers
14499, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Pablo García, 1999.
"Income Inequality and the Real Exchange Rate ,"
Working Papers Central Bank of Chile
54, Central Bank of Chile.
[Downloadable!]
Kausik Chaudhuri & Jeffrey Sheen, .
"Purchasing Power Parity Across States and Goods Within Australia ,"
Working Papers
2001-2, University of Sydney, Department of Economics.
[Downloadable!]
Other versions:
Sheen, J. & Chaudhuri, K., 2001.
"Purchasing Power Parity Across States and Goods Within Australia ,"
Papers
2001-2, Sydney - Department of Economics.
Kausik Chaudhuri & Jeffrey Sheen, 2004.
"Purchasing Power Parity Across States and Goods Within Australia ,"
The Economic Record ,
The Economic Society of Australia, vol. 80(250), pages 314-329, 09.
[Downloadable!] (restricted) Masao Ogaki & Sungwook Park, 2007.
"Long-run real exchange rate changes and the properties of the variance of k-differences ,"
Working Papers
07-05, Ohio State University, Department of Economics.
[Downloadable!]
Iwatsubo, Kentaro, 2006.
"Adjustment Speeds of Nominal Exchange Rates and Prices toward Purchasing Power Parity ,"
CEI Working Paper Series
2005-11, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Paresh Kumar Narayan, 2005.
"New evidence on purchasing power parity from 17 OECD countries ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(9), pages 1063-1071, May.
[Downloadable!] (restricted)
Kenneth W. Clements & Yihui Lan, 2005.
"How Long is the Long Run? Evidence from the Foreign Exchange Market ,"
Economics Discussion / Working Papers
05-03, The University of Western Australia, Department of Economics.
[Downloadable!]
Gianluca Benigno & Christoph Thoenissen, .
"Equilibrium exchange rates and supply-side performance ,"
Bank of England working papers
156, Bank of England.
[Downloadable!]
Other versions:
Benigno, Gianluca & Christoph Thoenissen, 2002.
"Equilibrium Exchange Rates and Supply Side Performance ,"
Royal Economic Society Annual Conference 2002
19, Royal Economic Society.
[Downloadable!] Gianluca Benigno & Christoph Thoenissen, 2003.
"Equilibrium Exchange Rates and Supply-Side Performance ,"
Economic Journal ,
Royal Economic Society, vol. 113(486), pages C103-C124, March.
[Downloadable!] (restricted) Diego Aboal & Fernando Lorenzo & Andrés Rius, 2000.
"Is the exchange rate politically manipulated around elections? The evidence from Uruguay ,"
Documentos de Trabajo (working papers)
1800, Department of Economics - dECON.
[Downloadable!]
Margarida Duarte, 2001.
"International pricing in new open-economy models ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Fall, pages 53-70.
[Downloadable!]
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!]
Aurelijus Dabušinskas, 2003.
"Exchange rate pass-through to Estonian prices ,"
Bank of Estonia Working Papers
2003-10, Bank of Estonia, revised 10 Dec 2003.
[Downloadable!]
Andrén, Niclas & Oxelheim, Lars, 2006.
"Producer Prices in the Transition to a Common Currency ,"
Working Paper Series
668, Research Institute of Industrial Economics.
[Downloadable!]
Buncic, Daniel, 2009.
"Understanding forecast failure of ESTAR models of real exchange rates ,"
MPRA Paper
16525, University Library of Munich, Germany.
[Downloadable!]
Francis W. Ahking, 2002.
"Is the Bayesian Approach Necessarily Better than the Classical Approach in Unit-Root Test? ,"
Working papers
2002-18, University of Connecticut, Department of Economics.
[Downloadable!]
Yin-wong Cheung & Kon S. Lai & Michael Bergman, 2003.
"Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments ,"
Working Papers
102003, Hong Kong Institute for Monetary Research.
[Downloadable!]
Other versions:
Cheung, Yin-Wong & Lai, Kon S. & Bergman, Michael, 2003.
"Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Cheung, Yin-Wong & Lai, Kon S. & Bergman, Michael, 2004.
"Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments ,"
Journal of International Economics ,
Elsevier, vol. 64(1), pages 135-150, October.
[Downloadable!] (restricted) Yan, Beiling, 2002.
"Purchasing Power Parity: A Canada/U.S. Exploration ,"
Economic Analysis (EA) Research Paper Series
2002002e, Statistics Canada, Analytical Studies Branch.
[Downloadable!]
Dimitrios Sideris, 2008.
"Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939 ,"
Working Papers
66, Bank of Greece.
[Downloadable!]
Wojciech Kopczuk & Joel Slemrod & Shlomo Yitzhaki, 2002.
"Why World Redistribution Fails ,"
NBER Working Papers
9186, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
John Pippenger, 2004.
"The Modern Theory of the LOP and PPP: Some Implications ,"
University of California at Santa Barbara, Economics Working Paper Series
03-04, Department of Economics, UC Santa Barbara.
[Downloadable!]
Jose M. Campa & Holger C. Wolf, 1997.
"Is Real Exchange Rate Mean Reversion Caused By Arbitrage? ,"
NBER Working Papers
6162, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Steven B. Kamin, 1998.
"A multi-country comparison of the linkages between inflation and exchange rate competitiveness ,"
International Finance Discussion Papers
603, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Gianpaolo Rossini & Paolo Zanghieri, 2008.
"What Drives Price Differentials of Consumables in Europe? Size? Affluence? Or Both? ,"
Open Economies Review ,
Springer, vol. 19(1), pages 121-134, February.
[Downloadable!] (restricted)
John A Carlson & Christian M. Dahl & Carol L. Osler, 2008.
"Short-run Exchange-Rate Dynamics: Theory and Evidence ,"
CREATES Research Papers
2008-01, School of Economics and Management, University of Aarhus.
[Downloadable!]
David C. Parsley & Shang-Jin Wei, 2003.
"The Micro-foundations of Big Mac Real Exchange Rates ,"
IEHAS Discussion Papers
0306, Institute of Economics, Hungarian Academy of Sciences.
[Downloadable!]
Megumi Kubota, .
"Real Exchange Rate Misalignments: Theoretical Modelling and Empirical Evidence ,"
Discussion Papers
09/24, Department of Economics, University of York.
[Downloadable!]
Francis W. Ahking, 2004.
"Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era ,"
Working papers
2004-05, University of Connecticut, Department of Economics.
[Downloadable!]
James R. Lothian & Cornelia H. McCarthy, 2003.
"Currency Union and Real Exchange Rate Behavior ,"
International Finance
0311008, EconWPA.
[Downloadable!]
Charles Engel & Akito Matsumoto, 2005.
"Portfolio Choice in a Monetary Open-Economy DSGE Model ,"
IMF Working Papers
05/165, International Monetary Fund.
[Downloadable!]
Other versions: James R. Lothian & Cornelia H. McCarthy, 2003.
"Real Exchange Rate Behavior Under Floating and Fixed Regimes ,"
International Finance
0311006, EconWPA.
[Downloadable!]
Thomas Lubik & Frank Schorfheide, 2005.
"A Bayesian Look at New Open Economy Macroeconomics ,"
Economics Working Paper Archive
521, The Johns Hopkins University,Department of Economics.
[Downloadable!]
Sofiane H. Sekioua, 2004.
"Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the dominant root and half-lives of shocks ,"
Money Macro and Finance (MMF) Research Group Conference 2004
91, Money Macro and Finance Research Group.
[Downloadable!]
Graham Elliott & Elena Pesavento, 2005.
"Higher Power Tests for Bilateral Failure of PPP after 1973 ,"
Emory Economics
0502, Department of Economics, Emory University (Atlanta).
[Downloadable!]
Richard Kleijn & Herman K. van Dijk, 2001.
"A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model ,"
Tinbergen Institute Discussion Papers
01-105/4, Tinbergen Institute.
[Downloadable!]
Other versions: Thomas A Lubik, 2005.
"A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2005/06, Reserve Bank of New Zealand.
[Downloadable!]
Bergvall, Anders, 2002.
"What Determines Real Exchange Rates? The Nordic Countries ,"
Working Paper Series
2002:15, Uppsala University, Department of Economics.
[Downloadable!]
Stefan Reitz & M.P Taylor, 2006.
"The Coordination Channel of Foreign Exchange Intervention ,"
Computing in Economics and Finance 2006
16, Society for Computational Economics.
[Downloadable!]
Benjamin Eden, 2006.
"International Seigniorage Payments ,"
Working Papers
0622, Department of Economics, Vanderbilt University.
[Downloadable!]
Bask , Mikael & Fidrmuc , Jarko, 2006.
"Fundamentals and technical trading: behaviour of exchange rates in the CEECs ,"
Research Discussion Papers
10/2006, Bank of Finland.
[Downloadable!]
Other versions: Metodij Hadzi-Vaskov, 2008.
"Does the Nominal Exchange Rate Explain the Backus-Smith Puzzle? Evidence from the Eurozone ,"
Working Papers
07-32, Utrecht School of Economics.
[Downloadable!]
Byung-Joo Lee, 2004.
"Economic Fundamentals on Exchange Rates under Different Exchange Rate Regimes: ,"
Econometric Society 2004 Far Eastern Meetings
765, Econometric Society.
[Downloadable!]
Baldwin, John R. & Yan, Beiling, 2006.
"Domestic and Foreign Influences on Canadian Prices over Exchange Rate Cycles, 1974 to 1996 ,"
Economic Analysis (EA) Research Paper Series
2006043e, Statistics Canada, Analytical Studies Branch.
[Downloadable!]
Barumshah, Ahmad Zubaidi & Chan, Tze-Haw & Fountas, Stilianos, 2004.
"Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002 ,"
MPRA Paper
2025, University Library of Munich, Germany, revised 2006.
[Downloadable!]
Other versions: Paul De Grauwe & Marianna Grimaldi, 2002.
"The Exchange Rate and its Fundamentals. A Chaotic Perspective ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Carlos Carvalho & Fernanda Nechio, 2008.
"Aggregation and the PPP puzzle in a sticky-price model ,"
Staff Reports
351, Federal Reserve Bank of New York.
[Downloadable!]
Hilde C. Bjørnland, 1998.
"Economic Fluctuations in a Small Open Economy – Real versus Nominal Shocks ,"
Discussion Papers
215, Research Department of Statistics Norway.
[Downloadable!]
Joseph D. ALBA & Donghyun PARK, 2004.
"Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey ,"
Econometric Society 2004 Far Eastern Meetings
530, Econometric Society.
[Downloadable!]
Michael Bergman & Yin-Wong Cheung & Kon S. Lai, 2005.
"The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations ,"
FRU Working Papers
2005/05, University of Copenhagen. Department of Economics. Finance Research Unit.
[Downloadable!]
Ulrich K. Müller, 2002.
"Size and Power of Tests for Stationarity in Highly Autocorrelated Time Series ,"
University of St. Gallen Department of Economics working paper series 2002
2002-26, Department of Economics, University of St. Gallen.
[Downloadable!]
Axel A. Weber & Günter W. Beck, 2005.
"Price Stability, Inflation Convergence and Diversity in EMU: Does One Size Fit All? ,"
CFS Working Paper Series
2005/30, Center for Financial Studies.
[Downloadable!]
Stephan Schulmeister, 2007.
"Manic-depressive Price Fluctuations in the Financial Market – How Does the "Invisible Hand" Do it? ,"
WIFO Working Papers
305, WIFO.
[Downloadable!]
Marianna Grimaldi & Paul De Grauwe, 2003.
"Bubbling and Crashing Exchange Rates ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Christian J. Murray & David H. Papell, 2000.
"The Purchasing Power Parity Persistence Paradigm ,"
Econometric Society World Congress 2000 Contributed Papers
0017, Econometric Society.
[Downloadable!]
Other versions: Simón Sosvilla-Rivero & Emma García, .
"Purchasing Power Parity Revisited ,"
Working Papers
2003-20, FEDEA.
[Downloadable!]
Charles Engel & James Morley, 2000.
"The Adjustment of Prices and the Adjustment of the Exchange Rate ,"
Working Papers
0009, University of Washington, Department of Economics.
[Downloadable!]
Other versions: Darbha, Gangadhar & Patel, Urjit R., 2004.
"Nonlinear Adjustment in Real Exchange Rates and Long Run Purchasing Power Parity--Further Evidence ,"
Working Papers
04-1, University of Pennsylvania, Wharton School, Weiss Center.
[Downloadable!]
Nienke Oomes & Gohar Minasyan & Ara Stepanyan, 2009.
"In Search of a Dramatic Equilibrium: Was the Armenian Dram Overvalued? ,"
IMF Working Papers
09/49, International Monetary Fund.
[Downloadable!]
Bernard, André & Warren, Paul & Yan, Beiling, 2005.
"Intégration et coïntégration : les prix dans les secteurs canadien et américain de la fabrication obéissent-ils à la loi du prix unique? ,"
Série de documents de recherche sur l'analyse économique (AE)
2005029f, Statistics Canada, Direction des études analytiques.
[Downloadable!]
Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006.
"Purchasing Power Parity: The Irish Experience Re-visited ,"
Trinity Economics Papers
tep200615, Trinity College Dublin, Department of Economics.
[Downloadable!]
Clemens J.M. Kool & Alex Lammertsma, 2003.
"Inflation Persistence under Semi-Fixed Exchange Rate Regimes: The European Evidence 1974-1998 ,"
Working Papers
04-04, Utrecht School of Economics.
[Downloadable!]
Tuomas A. Peltonen & Michael Sager, 2009.
"Productivity shocks and real exchange rates - a reappraisal ,"
Working Paper Series
1046, European Central Bank.
[Downloadable!]
Isabelle Méjean & Cyrille Schwellnus, 2009.
"Price Convergence in the European Union: Within Firms or Composition of Firms? ,"
Working Papers
hal-00354190_v1, HAL.
[Downloadable!]
Other versions:
Isabelle Mejean & Cyrille Schwellnus, 2009.
"Price Convergence in the European Union: Within Firms or Composition of Firms? ,"
Working Papers
2009-03, CEPII research center.
[Downloadable!] Méjean, Isabelle & Schwellnus, Cyrille, 2009.
"Price convergence in the European Union: Within firms or composition of firms? ,"
Journal of International Economics ,
Elsevier, vol. 78(1), pages 1-10, June.
[Downloadable!] (restricted) Anwar Shaikh & Rania Antonopoulos, 1998.
"Explaining long term exchange rate behavior in the United States and Japan ,"
Macroeconomics
9809011, EconWPA.
[Downloadable!]
Syed A. Basher & Josep Lluís Carrion-i-Silvestre, 2007.
"Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence ,"
IREA Working Papers
200710, University of Barcelona, Research Institute of Applied Economics, revised May 2007.
[Downloadable!]
De Grauwe, Paul & Grimaldi, Marianna, 2004.
"Exchange Rate Puzzles: A Tale of Switching Attractors ,"
Working Paper Series
163, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Michael Frömmel & Lukas Menkhoff, 2003.
"Increasing exchange rate volatility during the recent float ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 13(12), pages 857-863, December.
[Downloadable!] (restricted)
Guy Meredith, 2003.
"Medium-Term Exchange Rate Forecasting: What Can We Expect? ,"
IMF Working Papers
03/21, International Monetary Fund.
[Downloadable!]
Peter Rowland, 2003.
"Forecasting The Usd/Cop Exchange Rate: A Random Walk With A Variable Drift ,"
BORRADORES DE ECONOMIA
002736, BANCO DE LA REPÚBLICA.
[Downloadable!]
Nikolas Mueller-Plantenberg, 2003.
"Japan's Imbalance of Payments ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Raimundo Soto, 2008.
"Unemployment and Real Exchange Rate Dynamics in Latin American Economies ,"
Documentos de Trabajo
337, Instituto de Economía. Pontificia Universidad Católica de Chile..
[Downloadable!]
Jocelyn Horne, 2001.
"Myths and Misconceptions of Exchange Rates ,"
Research Papers
0105, Macquarie University, Department of Economics.
[Downloadable!]
Nikolay Nenovsky & Kalina Dimitrova, 2002.
"Dual Inflation Under the Currency Board: The Challenges of Bulgarian EU Accession ,"
William Davidson Institute Working Papers Series
487, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Kanda Naknoi & Allan D. Brunner, 2003.
"Trade Costs, Market Integration, and Macroeconomic Volatility ,"
IMF Working Papers
03/54, International Monetary Fund.
[Downloadable!]
Raj Aggarwal, 2004.
"Persistent Puzzles in International Finance and Economics ,"
The Economic and Social Review ,
Economic and Social Studies, vol. 35(3), pages 241-250.
[Downloadable!]
Ephraim Kleiman, 1997.
"National Price Levels: Do Taxes Matter? ,"
International Tax and Public Finance ,
Springer, vol. 4(3), pages 361-377, July.
[Downloadable!] (restricted)
Michael Binder & Christian Offermanns, 2007.
"International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis ,"
CFS Working Paper Series
2007/23, Center for Financial Studies.
[Downloadable!]
Jose Campa & Holger Wolf, 1998.
"Goods arbitrage and real exchange rate stationarity ,"
Working Papers
29, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!]
Iancu, Aurel, 2009.
"Nominal Convergence ,"
Working Papers of National Institute of Economic Research
090602, National Institute of Economic Research.
[Downloadable!]
Juan Carlos Cuestas & Javier Ordoñez & Mariam Camarero, 2007.
"The Role Of Commodity Terms Of Trade In Determining The Real Exchange Rates Of Mediterranean Countries ,"
Working Papers. Serie AD
2007-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Vladimir Klyuev, 2004.
"Imperfect Capital Mobility in an Open Economy Model of Capital Accumulation ,"
IMF Working Papers
04/31, International Monetary Fund.
[Downloadable!]
Other versions: Ligthart, J.E. & Da Silva, J., 2007.
"Currency Invoicing in International Trade: A Panel Data Approach ,"
Discussion Paper
2007-25, Tilburg University, Center for Economic Research.
[Downloadable!]
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