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Citations for "The determination of the real exchange rate : The productivity approach"

by Hsieh, David A.

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  1. Jose De Gregorio & Holger C. Wolf, 1994. "Terms of Trade, Productivity, and the Real Exchange Rate," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 94-19, New York University, Leonard N. Stern School of Business, Department of Economics.
  2. GUO, Qian, 2010. "The Balassa-Samuelson model of purchasing power parity and Chinese exchange rates," China Economic Review, Elsevier, vol. 21(2), pages 334-345, June.
  3. Alan M. Taylor & Paul Bergin & Reuven Glick, 2005. "Productivity, Tradability, and the Long-Run Price Puzzle," Working Papers, University of California, Davis, Department of Economics 511, University of California, Davis, Department of Economics.
  4. Richard C. Marston, 1986. "Real Exchange Rates and Productivity Growth in the United States and Japan," NBER Working Papers 1922, National Bureau of Economic Research, Inc.
  5. Fischer, Christoph, 2002. "Real currency appreciation in accession countries: Balassa-Samuelson and investment demand," Discussion Paper Series 1: Economic Studies 2002,19, Deutsche Bundesbank, Research Centre.
  6. Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June.
  7. Chinn, M.D., 1997. "The Usual Suspects? Productivity and Demand Shocks and Asia-Pacific Real Exchange Rates," Papers, Economisch Institut voor het Midden en Kleinbedrijf- 97-06, Economisch Institut voor het Midden en Kleinbedrijf-.
  8. MacDonald, Ronald & Ricci, Luca Antonio, 2007. "Real exchange rates, imperfect substitutability, and imperfect competition," Journal of Macroeconomics, Elsevier, Elsevier, vol. 29(4), pages 639-664, December.
  9. Razzak, Weshah, 2005. "Explaining the gaps in labour productivity in some developed countries," MPRA Paper 1888, University Library of Munich, Germany, revised May 2006.
  10. Ross Levine, 1987. "The pricing of forward exchange rates," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 312, Board of Governors of the Federal Reserve System (U.S.).
  11. Agnès Bénassy-Quéré & Dramane Coulibaly, 2013. "The Impact of Market Regulations on Intra-European Real Exchange Rates," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 13001, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  12. Kakkar, Vikas & Yan, Isabel, 2014. "Determinants of real exchange rates: An empirical investigation," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 1/2014, Bank of Finland, Institute for Economies in Transition.
  13. Hsiu-Ling Wu, 1996. "Testing for the Fundamental Determinants of the Long-Run Real Exchange Rate: The Case of Taiwan," NBER Working Papers 5787, National Bureau of Economic Research, Inc.
  14. Alan C. Stockman, 1987. "The equilibrium to exchange rates," Economic Review, Federal Reserve Bank of Richmond, issue Mar, pages 12-30.
  15. Schröder, Jürgen & Pfadt, Rainer, 1997. "Fundamental Supply Side Determinants of the Real Exchange Rate and the Current Account - an Intertemporal General Equilibrium Approach," Thuenen-Series of Applied Economic Theory 07, University of Rostock, Institute of Economics.
  16. Menzie Chinn, 1995. "Whither the Yen? Implications of an intertemporal model of the Yen/Dollar rate," International Finance, EconWPA 9508001, EconWPA, revised 28 Aug 1995.
  17. Celine Gauthier & David Tessier, 2002. "Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence," Working Papers, Bank of Canada 02-31, Bank of Canada.
  18. Mark, Nelson C. & Choi, Doo-Yull, 1997. "Real exchange-rate prediction over long horizons," Journal of International Economics, Elsevier, Elsevier, vol. 43(1-2), pages 29-60, August.
  19. Cavaglia, Stefano M. F. G. & Wolff, Christian C. P., 1996. "A note on the determinants of unexpected exchange rate movements," Journal of Banking & Finance, Elsevier, Elsevier, vol. 20(1), pages 179-188, January.
  20. Ross Levine, 1988. "The forward exchange rate bias: a new explanation," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 338, Board of Governors of the Federal Reserve System (U.S.).
  21. Schnabl, Gunther & Baur, Dirk, 2001. "Purchasing power parity: Granger causality tests for the yen-dollar exchange rate," Tübinger Diskussionsbeiträge 213, University of Tübingen, School of Business and Economics.
  22. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2007. "The Overvaluation of Renminbi Undervaluation," NBER Working Papers 12850, National Bureau of Economic Research, Inc.
  23. Simón Sosvilla-Rivero & Emma García, . "Purchasing Power Parity Revisited," Working Papers 2003-20, FEDEA.
  24. Andreas Savvides, 1992. "Unanticipated exchange rate variability and the growth of international trade," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 128(3), pages 446-463, September.
  25. Sarno, Lucio & Taylor, Mark P, 2001. "Purchasing Power Parity and the Real Exchange Rate," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2913, C.E.P.R. Discussion Papers.
  26. García Solanes José, 2008. "Real Exchange Rate Appreciation in Central and Eastern European Countries. Why the Balassa-Samuelson Effect Does Not Explain the Whole Story," Working Papers, Fundacion BBVA / BBVA Foundation 2010100, Fundacion BBVA / BBVA Foundation.
  27. Prasad, Eswar, 1997. "Sectoral shifts and structural change in the Japanese economy: Evidence and interpretation," Japan and the World Economy, Elsevier, Elsevier, vol. 9(3), pages 293-313, August.
  28. Rafael Puyana Martínez-Villalba, 2011. "El efecto Balassa-Samuelson en Colombia," DOCUMENTOS CEDE, UNIVERSIDAD DE LOS ANDES-CEDE 007959, UNIVERSIDAD DE LOS ANDES-CEDE.
  29. repec:hal:journl:halshs-00786095 is not listed on IDEAS
  30. Eiji Fujii, 2013. "Reconsidering the Price-Income Relationship across Countries," CESifo Working Paper Series 4129, CESifo Group Munich.
  31. José García Solanes & Fernando Torrejón Flores, 2005. "Testing the BalassA-Samuelson hypothesis in two different groups of countries: OECD and Latin America," Working Papers, Asociación Española de Economía y Finanzas Internacionales 05-02, Asociación Española de Economía y Finanzas Internacionales.
  32. Canzoneri, Matthew B. & Cumby, Robert E. & Diba, Behzad, 1999. "Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries," Journal of International Economics, Elsevier, Elsevier, vol. 47(2), pages 245-266, April.
  33. Predrag Petrovic, 2012. "Harrod Balassa Samuelson effect and the role of distribution sector: an empirical case study of Serbia and EMU," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics, vol. 30(1), pages 57-87.
  34. Bahmani-Oskooee, Mohsen & Gelan, Abera, 2006. "Black market exchange rate and the productivity bias hypothesis," Economics Letters, Elsevier, vol. 91(2), pages 243-249, May.
  35. Jean-Christian Lambelet & Alexander Mihailov, 2005. "The Triple-Parity Law," Economics Discussion Papers, University of Essex, Department of Economics 604, University of Essex, Department of Economics.
  36. repec:onb:oenbwp:y::i:28:b:1 is not listed on IDEAS
  37. Razzak, Weshah, 2006. "Explaining the gaps in labour productivity for some developed countries," MPRA Paper 53, University Library of Munich, Germany.
  38. Pham Van Ha & Tom Kompas, 2008. "Productivity and Exchange Rate Dynamics: Supporting the Harrod-Balassa-Samuelson Hypothesis through an ‘Errors in Variables’ Analysis," International and Development Economics Working Papers, International and Development Economics idec08-03, International and Development Economics.
  39. Richard C. Marston, 1990. "Systematic Movements in Real Exchange Rates in the G-5: Evidence on theIntegration of Internal and External Markets," NBER Working Papers 3332, National Bureau of Economic Research, Inc.
  40. Vikas Kakkar, 2003. "The Relative Price of Nontraded Goods and Sectoral Total Factor Productivity: An Empirical Investigation," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 444-452, May.
  41. Ken Miyajima, 2005. "Real Exchange Rates in Growing Economies," IMF Working Papers 05/233, International Monetary Fund.
  42. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2009. "China's Current Account and Exchange Rate," NBER Working Papers 14673, National Bureau of Economic Research, Inc.
  43. Song, Chi-Young, 1997. "The Real Exchange Rate and the Current Account Balance in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 11(2), pages 143-184, June.
  44. Chinn, Menzie David, 1997. "Whither the Yen? Implications of an Intertemporal Model of the Dollar/Yen Rate," Journal of the Japanese and International Economies, Elsevier, vol. 11(2), pages 228-246, June.
  45. Jose De Gregorio & Alberto Giovannini, 1993. "International Evidence on Tradables and Nontradable Inflation," NBER Working Papers 4438, National Bureau of Economic Research, Inc.
  46. Alessio Emanuele BIONDO, 2010. "The Law of One Price: Survey of a Failure," Theoretical and Practical Research in Economic Fields, ASERS Publishing, ASERS Publishing, vol. 0(2), pages 168 - 182, December.
  47. Guo, Qian & Hall, Stephen G., 2010. "A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data," Journal for Economic Forecasting, Institute for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 57-78, July.
  48. Christoph Fischer, 2006. "PPP: a disaggregated view," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(1-2), pages 93-108.
  49. Rafael Puyana, 2010. "El efecto Balassa-Samuelson en Colombia," BORRADORES DE ECONOMIA 007801, BANCO DE LA REPÚBLICA.
  50. Ronald MacDonald & Luca Antonio Ricci, 2005. "The Real Exchange Rate And The Balassa-Samuelson Effect: The Role Of The Distribution Sector," Pacific Economic Review, Wiley Blackwell, Wiley Blackwell, vol. 10(1), pages 29-48, 02.
  51. Christoph Fischer & Daniel Porath, 2010. "A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications," Empirical Economics, Springer, Springer, vol. 39(3), pages 767-792, December.
  52. Jenkins, Michael A. & Snaith, Sean M., 2005. "Tests of Purchasing Power Parity via cointegration analysis of heterogeneous panels with consumer price indices," Journal of Macroeconomics, Elsevier, Elsevier, vol. 27(2), pages 345-362, June.
  53. Ericsson, Johan & Irandoust, Manuchehr, 2004. "The productivity-bias hypothesis and the PPP theorem: new evidence from panel vector autoregressive models," Japan and the World Economy, Elsevier, Elsevier, vol. 16(2), pages 121-138, April.
  54. Gunther Schnabl, 2004. "Weak Economy and Strong Currency - The Origins of the Strong Yen in the 1990s," International Finance, EconWPA 0404017, EconWPA.
  55. Kim Chung-Han, 2000. "Balassa-Samuelson Theory and Predictability of the US/UK Real Exchange Rate," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 14(3), pages 101-121.
  56. Rafael Puyana Martínez-Villaba, . "El efecto Balassa-Samuelson en Colombia," Borradores de Economia 630, Banco de la Republica de Colombia.
  57. Philip Lowe, 1992. "The Impact of Real and Nominal Shocks on Australian Real Exchange Rates," RBA Research Discussion Papers, Reserve Bank of Australia rdp9201, Reserve Bank of Australia.
  58. Agnès Bénassy-Quéré & Dramane COULIBALY, 2014. "The Impact of Market Regulations on Intra-European Real Exchange Rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00961713, HAL.
  59. Maurice Obstfeld, 2009. "Time of Troubles: The Yen and Japan's Economy, 1985-2008," NBER Working Papers 14816, National Bureau of Economic Research, Inc.
  60. Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii, 2006. "The Illusion of Precision and the Role of the Renminbi in Regional Integration," Working Papers 182006, Hong Kong Institute for Monetary Research.
  61. Kakkar, Vikas & Ogaki, Masao, 1999. "Real exchange rates and nontradables: A relative price approach," Journal of Empirical Finance, Elsevier, Elsevier, vol. 6(2), pages 193-215, April.
  62. MacDonald, Ronald, 1998. "What determines real exchange rates?: The long and the short of it," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 8(2), pages 117-153, June.
  63. Annika Alexius & Jonny Nilsson, 2000. "Real Exchange Rates and Fundamentals: Evidence from 15 OECD Countries," Open Economies Review, Springer, Springer, vol. 11(4), pages 383-397, October.
  64. 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.
  65. Hong-Ghi Min, 2002. "Inequality, the price of nontradables, and the real exchange rate : theory and cross-country evidence," Policy Research Working Paper Series 2758, The World Bank.
  66. Detken, Carsten & Dieppe, Alistair & Henry, Jérôme & Marin, Carmen & Smets, Frank, 2002. "Model uncertainty and the equilibrium value of the real effective euro exchange rate," Working Paper Series, European Central Bank 0160, European Central Bank.
  67. Yin-Wong Cheung & Eiji Fujii, 2012. "The Penn Effect within a Country - Evidence from Japan," CESifo Working Paper Series 3955, CESifo Group Munich.
  68. 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.
  69. Corinne Winters, 2008. "The Carry Trade, Portfolio Diversification, and the Adjustment of the Japanese Yen," Discussion Papers 08-2, Bank of Canada.
  70. Chowdhry, Bhagwan & Titman, Sheridan, 1993. "Why Real Interest Rates, Cost of Capital and Price/Earnings Ratios Vary Across Countries," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA qt93k425dd, Anderson Graduate School of Management, UCLA.
  71. Chowdhry, Bhagwan & Titman, Sheridan, 2001. "Why real interest rates, cost of capital and price/earnings ratios vary across countries," Journal of International Money and Finance, Elsevier, Elsevier, vol. 20(2), pages 165-189, April.
  72. 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.