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Citations for "On Cross-Country Differences in the Persistence of Real Exchange Rates"

by Yin-Wong Cheung & Kon S. Lai

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  1. Chowdhury, Ibrahim & Sarno, Lucio & Taylor, Mark P, 2002. "Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3377, C.E.P.R. Discussion Papers.
  2. Mark P. Taylor & Lucio Sarno, 2004. "International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 9(1), pages 15-23.
  3. Maican, Florin G. & Sweeney, Richard J., 2013. "Real exchange rate adjustment in European transition countries," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(3), pages 907-926.
  4. Gurdgiev, Constantin T., 2006. "Owner-occupied housing in a model of exchange rate determination," Journal of Housing Economics, Elsevier, Elsevier, vol. 15(3), pages 217-229, September.
  5. Yin-Wong Cheung & Kon S. Lai & Michael Bergman, 2003. "Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment," CESifo Working Paper Series 924, CESifo Group Munich.
  6. Wu, Jyh-Lin & Cheng, Su-Yin & Hou, Han, 2011. "Further evidence on purchasing power parity and country characteristics," International Review of Economics & Finance, Elsevier, Elsevier, vol. 20(2), pages 257-266, April.
  7. Crucini, Mario J. & Shintani, Mototsugu, 2008. "Persistence in law of one price deviations: Evidence from micro-data," Journal of Monetary Economics, Elsevier, Elsevier, vol. 55(3), pages 629-644, April.
  8. Okimoto, Tatsuyoshi & Shimotsu, Katsumi, 2010. "Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 395-411, September.
  9. Vikas Kakkar & Isabel Yan, 2012. "Real Exchange Rates and Productivity: Evidence from Asia," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 44, pages 301-322, 03.
  10. David O. Cushman, 2008. "Real exchange rates may have nonlinear trends," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 13(2), pages 158-173.
  11. Urban, Dieter M., 2007. "Terms of trade, catch-up, and home-market effect: The example of Japan," Journal of the Japanese and International Economies, Elsevier, vol. 21(4), pages 470-488, December.
  12. Jaanus Raim, 2004. "The Alternative to the Existing System of the Concepts about Purchasing Power Parity Deviations . Derived from the Estonian Experience," Working Papers, Tallinn School of Economics and Business Administration, Tallinn University of Technology 115, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
  13. repec:ebl:ecbull:v:6:y:2008:i:14:p:1-12 is not listed on IDEAS
  14. Lutz Kilian & Tao Zha, 2002. "Quantifying the uncertainty about the half-life of deviations from PPP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 17(2), pages 107-125.
  15. Chia-Cheng Ho & Su-Yin Cheng & Han Hou, 2009. "Purchasing Power Parity and Country Characteristics: Evidence from Time Series Analysis," Economics Bulletin, AccessEcon, vol. 29(1), pages 444-456.
  16. Jomana Amara, 2011. "Testing for stationarity using covariates: an application to purchasing power parity," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 18(13), pages 1295-1301.
  17. Mahbub Morshed, A.K.M. & Turnovsky, Stephen J., 2011. "Real exchange rate dynamics: The role of elastic labor supply," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(7), pages 1303-1322.
  18. Frensch, Richard, 2001. "Some perspectives on currency relations between EMU and Central and East European EU accession countries," Economic Systems, Elsevier, Elsevier, vol. 25(3), pages 175-181, September.
  19. David Harris & Steve Leybourne & Brendan McCabe, 2003. "Panel Stationarity Tests with Cross-sectional Dependence," Econometrics, EconWPA 0311005, EconWPA.
  20. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 1999. "Market Structure and the Persistence of Sectoral Real Exchange Rates," NBER Working Papers 7408, National Bureau of Economic Research, Inc.
  21. 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, University of Barcelona, Research Institute of Applied Economics 200710, University of Barcelona, Research Institute of Applied Economics, revised May 2007.
  22. Papell, David H., 2002. "The great appreciation, the great depreciation, and the purchasing power parity hypothesis," Journal of International Economics, Elsevier, Elsevier, vol. 57(1), pages 51-82, June.
  23. Mahbub Morshed, A. K. M. & Turnovsky, Stephen J., 2004. "Sectoral adjustment costs and real exchange rate dynamics in a two-sector dependent economy," Journal of International Economics, Elsevier, Elsevier, vol. 63(1), pages 147-177, May.
  24. Cheung, Yin-Wong & Lai, Kon S., 2001. "Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates," Journal of International Money and Finance, Elsevier, Elsevier, vol. 20(1), pages 115-132, February.
  25. Nikolay Nenovsky & Kalina Dimitrova, 2002. "Dual Inflation Under the Currency Board: The Challenges of Bulgarian EU Accession," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan 487, William Davidson Institute at the University of Michigan.
  26. Laura Mayoral & Maréa Dolores Gadea, 2009. "Analyzing aggregate real exchange rate persistence through the lens of sectoral data," Working Papers 399, Barcelona Graduate School of Economics.
  27. Hoffmann, M. & MacDonald, R., 2001. "A real differential view of equilibrium real exchange rate," Discussion Paper Series In Economics And Econometrics, Economics Division, School of Social Sciences, University of Southampton 0103, Economics Division, School of Social Sciences, University of Southampton.
  28. Akram, Q. Farooq, 2006. "PPP in the medium run: The case of Norway," Journal of Macroeconomics, Elsevier, Elsevier, vol. 28(4), pages 700-719, December.
  29. Yihui Lan, 2001. "The Explosion of Purchasing Power Parity," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics 01-22, The University of Western Australia, Department of Economics.
  30. Seong, Byeongchan & Mahbub Morshed, A.K.M. & Ahn, Sung K., 2006. "Additional sources of bias in half-life estimation," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 51(3), pages 2056-2064, December.
  31. Dimitrios Sideris, 2004. "Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan," Working Papers, Bank of Greece 19, Bank of Greece.
  32. César Calderón & Roberto Duncan, 2003. "Purchasing Power Parity in an Emerging Market Economy: A Long-Span Study for Chile," Working Papers Central Bank of Chile, Central Bank of Chile 215, Central Bank of Chile.
  33. Gawon Yoon, 2009. "Are real exchange rates more likely to be stationary during the fixed nominal exchange rate regimes?," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(1), pages 17-22.
  34. Chen, Natalie, 2004. "The behaviour of relative prices in the European Union: A sectoral analysis," European Economic Review, Elsevier, Elsevier, vol. 48(6), pages 1257-1286, December.
  35. Aizenman, Joshua, 2004. "Endogenous pricing to market and financing costs," Journal of Monetary Economics, Elsevier, Elsevier, vol. 51(4), pages 691-712, May.
  36. Cheung, Yin-Wong & Lai, Kon S., 2000. "On the purchasing power parity puzzle," Journal of International Economics, Elsevier, Elsevier, vol. 52(2), pages 321-330, December.
  37. Graham Elliott & Michael Jansson & Elena Pesavento, 2003. "Optimal Power For Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity," Emory Economics, Department of Economics, Emory University (Atlanta) 0303, Department of Economics, Emory University (Atlanta).
  38. Joakim Westerlund & Johan Blomquist, 2013. "A modified LLC panel unit root test of the PPP hypothesis," Empirical Economics, Springer, Springer, vol. 44(2), pages 833-860, April.
  39. Brissimis, Sophocles N. & Sideris, Dimitris A. & Voumvaki, Fragiska K., 2005. "Testing long-run purchasing power parity under exchange rate targeting," Journal of International Money and Finance, Elsevier, Elsevier, vol. 24(6), pages 959-981, October.
  40. Elliott, Graham & Pesavento, Elena, 2006. "On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 38(6), pages 1405-1430, September.
  41. Choi, Chi-Young, 2004. "Searching for evidence of long-run PPP from a post-Bretton Woods panel: separating the wheat from the chaff," Journal of International Money and Finance, Elsevier, Elsevier, vol. 23(7-8), pages 1159-1186.
  42. Morshed, A.K.M. Mahbub & Ahn, Sung K. & Lee, Minsoo, 2006. "Price convergence among Indian cities: A cointegration approach," Journal of Asian Economics, Elsevier, Elsevier, vol. 17(6), pages 1030-1043, December.
  43. Bilgili, Faik, 2011. "City price convergence in Turkey with structural breaks," MPRA Paper 54295, University Library of Munich, Germany.
  44. Mark Holmes, 2008. "Real Exchange Rate Stationarity in Latin America and Relative Purchasing Power Parity: A Regime Switching Approach," Open Economies Review, Springer, Springer, vol. 19(2), pages 261-275, April.
  45. Minford, Patrick & Peel, David, 2006. "On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5611, C.E.P.R. Discussion Papers.
  46. Ahmed Asseery, 2005. "Evidence of non-linearities in the bilateral real exchange rates of the British pound," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 19(1), pages 63-90.
  47. Alba, Joseph D. & Papell, David H., 2007. "Purchasing power parity and country characteristics: Evidence from panel data tests," Journal of Development Economics, Elsevier, Elsevier, vol. 83(1), pages 240-251, May.
  48. Caglayan, Mustafa & Filiztekin, Alpay, 2012. "The law of one price and the role of market structure," MPRA Paper 36975, University Library of Munich, Germany.
  49. Mayoral, Laura & Dolores Gadea, María, 2011. "Aggregate real exchange rate persistence through the lens of sectoral data," Journal of Monetary Economics, Elsevier, Elsevier, vol. 58(3), pages 290-304.
  50. Santanu Chatterjee & Azer Mursagulov, 2012. "Fiscal Policy and the Real Exchange Rate," IMF Working Papers, International Monetary Fund 12/52, International Monetary Fund.
  51. Graham Elliott & Elena Pesavento, 2005. "Higher Power Tests for Bilateral Failure of PPP after 1973," Emory Economics, Department of Economics, Emory University (Atlanta) 0502, Department of Economics, Emory University (Atlanta).
  52. C. John McDermott & Paul Cashin, 2004. "Parity Reversion in Real Exchange Rates," IMF Working Papers, International Monetary Fund 04/128, International Monetary Fund.
  53. Su-Yin Cheng & Jong-Shin Wei & Han Hou, 2008. "A Cointegration Analysis of Purchasing Power Parity and Country Risk," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 7(3), pages 199-211, December.
  54. Koedijk, Kees G. & Tims, Ben & van Dijk, Mathijs A., 2011. "Why panel tests of purchasing power parity should allow for heterogeneous mean reversion," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(1), pages 246-267, February.
  55. Michael Binder & Christian J. Offermanns, 2007. "International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis," CESifo Working Paper Series 2095, CESifo Group Munich.
  56. Alba, Joseph D. & Park, Donghyun, 2003. "Purchasing Power Parity in Developing Countries: Multi-Period Evidence Under the Current Float," World Development, Elsevier, Elsevier, vol. 31(12), pages 2049-2060, December.