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Citations for "Searching for stationarity: Purchasing power parity under the current float"

by Papell, David H.

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  1. Berk, Jan Marc & Swank, Job, 2011. "Price level convergence and regional Phillips curves in the US and EMU," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(5), pages 749-763, September.
  2. Paelinck, J. & Mur, J. & Trívez, J., 2004. "Econometría espacial: más luces que sombras," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 1-19, Diciembre.
  3. Bjørnland, Hilde C. & Hungnes, Håvard, 2005. "The commodity currency puzzle," Memorandum, Oslo University, Department of Economics 32/2005, Oslo University, Department of Economics.
  4. Holmes, Mark J, 2003. "Are the Trade Deficits of Less Developed Countries Stationary?. Evidence for African Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 3(3).
  5. Christopoulos, Dimitris K. & León-Ledesma, Miguel A., 2010. "Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates," Journal of International Money and Finance, Elsevier, Elsevier, vol. 29(6), pages 1076-1093, October.
  6. Mark Holmes & Ping Wang, 2006. "Asymmetric adjustment towards long-run PPP: Some new evidence for Asian economies," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 20(2), pages 161-177.
  7. repec:dgr:uvatin:1999055 is not listed on IDEAS
  8. Guneratne Banda Wickremasinghe, 2004. "Purchasing Power Parity Hypothesis in Developing Economies:Some Empirical Evidence from Sri Lanka," International Finance, EconWPA 0406005, EconWPA.
  9. Cushman, David O. & MacDonald, Ronald & Samborsky, Mark, 2001. "The law of one price for transitional Ukraine," Economics Letters, Elsevier, vol. 73(2), pages 251-256, November.
  10. J.J.J. Groen & F. Kleibergen, 2001. "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department 646, Netherlands Central Bank, Research Department.
  11. Axel Dreher & Tim Krieger, 2004. "Do gasoline prices converge in a unified Europe with non- harmonized tax rates?," International Finance, EconWPA 0411005, EconWPA.
  12. Berka, Martin, 2006. "Non-linear adjustment in law of one price deviations and physical characteristics of goods," MPRA Paper 8606, University Library of Munich, Germany, revised Dec 2007.
  13. Darbha, Gangadhar & Patel, Urjit R., 2004. "Nonlinear Adjustment in Real Exchange Rates and Long Run Purchasing Power Parity--Further Evidence," Working Papers, University of Pennsylvania, Wharton School, Weiss Center 04-1, University of Pennsylvania, Wharton School, Weiss Center.
  14. 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, Elsevier, vol. 64(1), pages 135-150, October.
  15. Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Paper Series, The Rimini Centre for Economic Analysis 06_14, The Rimini Centre for Economic Analysis.
  16. David Papell, 1998. "The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) 30, Oesterreichische Nationalbank (Austrian Central Bank).
  17. Mark, Nelson C. & Sul, Donggyu, 2001. "Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel," Journal of International Economics, Elsevier, Elsevier, vol. 53(1), pages 29-52, February.
  18. Simón Sosvilla-Rivero & Emma García, . "Purchasing Power Parity Revisited," Working Papers 2003-20, FEDEA.
  19. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012. "Purchasing Power Parity between the UK and the Euro Area," Working Papers, University of Nevada, Las Vegas , Department of Economics 1208, University of Nevada, Las Vegas , Department of Economics.
  20. Yoosoon Chang & Wonho Song, 2002. "Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data B5-2, International Conferences on Panel Data.
  21. Juan-Pedro Gómez & Richard Priestly & Fernando Zapatero, 2003. "Keeping up with the Joneses: An international asset pricing model," Economics Working Papers 694, Department of Economics and Business, Universitat Pompeu Fabra.
  22. Georgios Chortareas & George Kapetanios, 2008. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers, Queen Mary, University of London, School of Economics and Finance 629, Queen Mary, University of London, School of Economics and Finance.
  23. Kilian, L. & Zha, T., 1999. "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," Working Papers, Research Seminar in International Economics, University of Michigan 450, Research Seminar in International Economics, University of Michigan.
  24. Papell, David H., 2006. "The Panel Purchasing Power Parity Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 38(2), pages 447-467, March.
  25. Chiu, Ru-Lin, 2002. "Testing the purchasing power parity in panel data," International Review of Economics & Finance, Elsevier, Elsevier, vol. 11(4), pages 349-362.
  26. repec:dgr:uvatin:2099055 is not listed on IDEAS
  27. 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.
  28. 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, Department of Economics, University of Kent 0603, Department of Economics, University of Kent.
  29. Lothian, James R., 1998. "Some new stylized facts of floating exchange rates," Journal of International Money and Finance, Elsevier, Elsevier, vol. 17(1), pages 29-39, February.
  30. Alan M. Taylor, 2002. "A Century Of Purchasing-Power Parity," The Review of Economics and Statistics, MIT Press, vol. 84(1), pages 139-150, February.
  31. Guneratne Banda Wickremasinghe, 2004. "The Sri Lankan Rupee and Purchasing Power Parity during the Current Floating Period," International Trade, EconWPA 0406005, EconWPA.
  32. 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.
  33. Charles Engel & James Morley, 2000. "The Adjustment of Prices and the Adjustment of the Exchange Rate," Working Papers, University of Washington, Department of Economics 0009, University of Washington, Department of Economics.
  34. Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part V: The Stationarity of Exchange Rates," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics 03-09, The University of Western Australia, Department of Economics.
  35. Stephen G. Cecchetti & Nelson C. Mark & Robert J. Sonora, 2000. "Price Level Convergence Among United States Cities: Lessons for the European Central Bank," NBER Working Papers 7681, National Bureau of Economic Research, Inc.
  36. Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics, EconWPA 0310006, EconWPA, revised 24 Oct 2003.
  37. Chee-Keong Choong & Wai-Ching Poon & Muzafar Shah Habibullah & Zulkornain Yusop, 2003. "The Validity of PPP Theory in ASEAN-Five: Another Look on Cointegration and Panel Data Analysis," International Trade, EconWPA 0309018, EconWPA.
  38. Jerry Coakley & Stuart Snaith, 2004. "Testing for Long Run Relative PPP in Europe," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group 34, Money Macro and Finance Research Group.
  39. Carlsson, Mikael & Lyhagen, Johan & Österholm, Pär, 2007. "Testing for Purchasing Power Parity in Cointegrated Panels," Working Paper Series, Uppsala University, Department of Economics 2008:1, Uppsala University, Department of Economics.
  40. Hyunsok Kim & Ronald MacDonald, 2010. "Equilibrium exchange rate determination and multiple structural changes," Working Papers, Business School - Economics, University of Glasgow 2010_14, Business School - Economics, University of Glasgow.
  41. Ho, Tsung-wu, 2008. "Testing seasonal mean-reversion in the real exchange rates: An application of nonlinear IV estimator," Economics Letters, Elsevier, vol. 99(2), pages 314-316, May.
  42. Falk, Barry L. & Enders, Walter, 1998. "Threshold-Autoregressive, Median-Unbiased, and Cointegration Tests of Purchasing Power Parity," Staff General Research Papers 1221, Iowa State University, Department of Economics.
  43. 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.
  44. David Fielding & Kalvinder Shields, 2005. "Do Currency Unions Deliver More Economic Integration than Fixed Exchange Rates? Evidence from the Franc Zone and the ECCU," Journal of Development Studies, Taylor & Francis Journals, vol. 41(6), pages 1051-1070.
  45. Hilde Christiane Bjørnland & Håvard Hungnes, 2002. "Fundamental determinants of the long run real exchange rate: The case of Norway," Discussion Papers, Research Department of Statistics Norway 326, Research Department of Statistics Norway.
  46. Georgios Chortareas & George Kapetanios, 2004. "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP," Working Papers, Queen Mary, University of London, School of Economics and Finance 522, Queen Mary, University of London, School of Economics and Finance.
  47. 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.
  48. 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, University of Chile, Department of Economics, vol. 30(1 Year 20), pages 103-132, June.
  49. Murray, Christian J. & Papell, David H., 2002. "The purchasing power parity persistence paradigm," Journal of International Economics, Elsevier, Elsevier, vol. 56(1), pages 1-19, January.
  50. Haskel, Jonathan & Wolf, Holger, 2001. " The Law of One Price--A Case Study," Scandinavian Journal of Economics, Wiley Blackwell, Wiley Blackwell, vol. 103(4), pages 545-58, December.
  51. Mark J. Holmes, 2004. "Current Account Deficits in the Transition Economies," Prague Economic Papers, University of Economics, Prague, University of Economics, Prague, vol. 2004(4), pages 347-358.
  52. Guglielmo Maria Caporale & Mario Cerrato, 2006. "Panel data tests of PPP: a critical overview," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(1-2), pages 73-91.
  53. Dimitrios Sideris, 2004. "Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan," Working Papers 19, Bank of Greece.
  54. Azali, M. & Habibullah, M. S. & Baharumshah, A. Z., 2001. "Does PPP hold between Asian and Japanese economies? Evidence using panel unit root and panel cointegration," Japan and the World Economy, Elsevier, Elsevier, vol. 13(1), pages 35-50, January.
  55. Barisone, G. & Driver, R.L. & Wren-Lewis, S., 2000. "Are Our FEERs Justified?," Discussion Papers, Exeter University, Department of Economics 0002, Exeter University, Department of Economics.
  56. Ata Assaf, 2006. "Nonlinear Trend Stationarity in Real Exchange Rates: Evidence from Nonlinear ADF tests," Annals of Economics and Finance, Society for AEF, vol. 7(2), pages 283-294, November.
  57. Francis W. Ahking, 2002. "Efficient Unit Root Tests of real Exchange Rates in the Post-Bretton Woods Era," Working papers, University of Connecticut, Department of Economics 2002-17, University of Connecticut, Department of Economics.
  58. Lopez, Claude & Papell, David, 2010. "Are euro area inflation rates misaligned?," MPRA Paper 27929, University Library of Munich, Germany.
  59. Claude Lopez, 2004. "Evidence of Purchasing Power Parity for the Floating Regime Period," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics 2004-01, University of Cincinnati, Department of Economics, revised Mar 2006.
  60. Karlsson, Sune & Lothgren, Mickael, 2000. "On the power and interpretation of panel unit root tests," Economics Letters, Elsevier, vol. 66(3), pages 249-255, March.
  61. Baillie, Richard T. & Kapetanios, George, 2008. "Nonlinear models for strongly dependent processes with financial applications," Journal of Econometrics, Elsevier, Elsevier, vol. 147(1), pages 60-71, November.
  62. Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 2001. "Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era," Journal of International Money and Finance, Elsevier, Elsevier, vol. 20(3), pages 379-399, June.
  63. Tatsuyoshi Okimoto & Katsumi Shimotsu, 2007. "Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity," Working Papers, Queen's University, Department of Economics 1138, Queen's University, Department of Economics.
  64. Pinelopi K. Goldberg & Frank Verboven, 2001. "Market Integration and Convergence to the Law of One Price: Evidence from the European Car Market," NBER Working Papers 8402, National Bureau of Economic Research, Inc.
  65. 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.
  66. Cheung, Yin-Wong & Lai, Kon S., 2000. "On cross-country differences in the persistence of real exchange rates," Journal of International Economics, Elsevier, Elsevier, vol. 50(2), pages 375-397, April.
  67. Jan J J Groen & Akito Matsumoto, 2004. "Real exchange rate persistence and systematic monetary policy behaviour," Bank of England working papers 231, Bank of England.
  68. 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.
  69. Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part III: The Explosion of Purchasing Power Parity," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics 03-07, The University of Western Australia, Department of Economics.
  70. David Harris & Steve Leybourne & Brendan McCabe, 2003. "Panel Stationarity Tests with Cross-sectional Dependence," Econometrics, EconWPA 0311005, EconWPA.
  71. Roger Guerra, 2003. "Nonlinear adjustment towards purchasing power parity: the Swiss Franc-German Mark case," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 83-100, March.
  72. Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2009. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," CIRANO Working Papers, CIRANO 2009s-18, CIRANO.
  73. Peter Anker, 1999. "Pitfalls in panel tests of purchasing power parity," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 135(3), pages 437-453, September.
  74. Chen, Natalie, 2004. "The behaviour of relative prices in the European Union: A sectoral analysis," European Economic Review, Elsevier, vol. 48(6), pages 1257-1286, December.
  75. Ahmad Zubaidi Baharumshah & Raj Aggarwal & Chan Tze Haw, 2007. "East Asian Real Exchange Rates and PPP: New Evidence from Panel-data Tests," Global Economic Review, Taylor & Francis Journals, Taylor & Francis Journals, vol. 36(2), pages 103-119.
  76. Charles Engel & Michael K. Hendrickson & John H. Rogers, 1997. "Intra-National, Intra-Continental, and Intra-Planetary PPP," NBER Working Papers 6069, National Bureau of Economic Research, Inc.
  77. Kocenda, Evzen, 1998. "Exchange rate in transition," MPRA Paper 32030, University Library of Munich, Germany.
  78. Morshed, A.K.M. Mahbub & Ahn, Sung K. & Lee, Minsoo, 2006. "Price convergence among Indian cities: A cointegration approach," Journal of Asian Economics, Elsevier, vol. 17(6), pages 1030-1043, December.
  79. Yunus Aksoy & Hanno Lustig, 2007. "Exchange Rates, Prices And International Trade In A Model Of Endogenous Market Structure," Manchester School, University of Manchester, vol. 75(2), pages 160-192, 03.
  80. González-Val, Rafael & Marcén, Miriam, 2012. "Breaks in the breaks: An analysis of divorce rates in Europe," International Review of Law and Economics, Elsevier, Elsevier, vol. 32(2), pages 242-255.
  81. Taylor, Alan M & Taylor, Mark P, 2004. "The Purchasing Power Parity Debate," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4495, C.E.P.R. Discussion Papers.
  82. Kocenda, Evzen, 1999. "Limited Macroeconomic Convergence in Transition Countries," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2285, C.E.P.R. Discussion Papers.
  83. Jan J.J. Groen, 1998. "The Monetary Exchange Rate Model as a Long-Run Phenomenon," Tinbergen Institute Discussion Papers 98-082/2, Tinbergen Institute.
  84. Canzoneri, Matthew B & Cumby, Robert & Diba, Behzad, 1996. "Relative Labour Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries," CEPR Discussion Papers, C.E.P.R. Discussion Papers 1464, C.E.P.R. Discussion Papers.
  85. 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.
  86. 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.
  87. Herwartz, Helmut & Reimers, Hans-Eggert, 2002. "Testing the purchasing power parity in pooled systems of error correction models," Japan and the World Economy, Elsevier, Elsevier, vol. 14(1), pages 45-62, January.
  88. L. Vanessa Smith & Stephen Leybourne & Tae-Hwan Kim & Paul Newbold, 2004. "More powerful panel data unit root tests with an application to mean reversion in real exchange rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 19(2), pages 147-170.
  89. Coe, Patrick J. & Serletis, Apostolos, 2002. "Bounds tests of the theory of purchasing power parity," Journal of Banking & Finance, Elsevier, Elsevier, vol. 26(1), pages 179-199, January.
  90. Dimitrios Sideris, 2008. "Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939," Working Papers 66, Bank of Greece.
  91. Onur Ince, 2013. "Forecasting Exchange Rates Out-of-Sample with Panel Methods and Real-Time Data," Working Papers, Department of Economics, Appalachian State University 13-04, Department of Economics, Appalachian State University.
  92. 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, IIIS iiisdp135, IIIS.
  93. González-Val, Rafael & Marcén, Miriam, 2010. "Unilateral Divorce vs. Child Custody and Child Support in the U.S," MPRA Paper 24695, University Library of Munich, Germany.
  94. Long, Dara, 2008. "Purchasing Power Parity and Real Exchange Rate in Japan," MPRA Paper 11173, University Library of Munich, Germany.
  95. 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.
  96. repec:dgr:uvatin:1998082 is not listed on IDEAS
  97. Ahmad Zubaidi Baharumshah & Chan Tze-Haw & Stilianos Fountas, 2007. "Re-examining purchasing power parity for East-Asian currencies: 1976-2002," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 18(1), pages 75-85.
  98. repec:onb:oenbwp:y::i:28:b:1 is not listed on IDEAS
  99. Groen, J.J.J., 2000. "New multi-country evidence on purchasing power parity: multivariate unit root test results," Econometric Institute Research Papers EI 2000-09/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  100. 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.
  101. 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.
  102. Robert Sollis, 2004. "Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity," Money Macro and Finance (MMF) Research Group Conference 2003 91, Money Macro and Finance Research Group.
  103. Francis Ahking, 2010. "Non-parametric tests of real exchange rates in the post-Bretton Woods era," Empirical Economics, Springer, Springer, vol. 39(2), pages 439-456, October.
  104. Chang, Yoosoon, 2002. "Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency," Working Papers 2000-08, Rice University, Department of Economics.
  105. 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.
  106. 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.
  107. George Kapetanios, 2007. "Dynamic factor extraction of cross-sectional dependence in panel unit root tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 22(2), pages 313-338.
  108. Carsten-Patrick Meier, 1999. "Predicting Real Exchange Rates from Real Interest Rate Differentials and Net Foreign Asset Stocks: Evidence for the Mark/Dollar Parity," Kiel Working Papers 962, Kiel Institute for the World Economy.
  109. Lo, Melody & Sunny Wong, M.C., 2006. "What explains the deviations of purchasing power parity across countries? International evidence from macro data," Economics Letters, Elsevier, vol. 91(2), pages 229-235, May.
  110. 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.
  111. Renu Kohli, 2004. "Real Exhange Rate Stationarity in Managed Floats: Evidence From India," International Finance, EconWPA 0405014, EconWPA.
  112. Lucio Sarno, 2000. "Systematic sampling and real exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 136(1), pages 24-57, March.
  113. David E. Rapach & Mark E. Wohar, 2004. "The persistence in international real interest rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 9(4), pages 339-346.
  114. 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, Lund University, Department of Economics 2000:4, Lund University, Department of Economics.
  115. Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2005. "Testing for PPP: Should we use panel methods?," Empirical Economics, Springer, Springer, vol. 30(1), pages 77-91, January.
  116. repec:dgr:uvatin:2098082 is not listed on IDEAS
  117. Mariam Camarero & Cecilio Tamarit, . "A panel cointegration approach to the estimation of the peseta real exchange rate," Working Papers on International Economics and Finance 01-08, FEDEA.
  118. Sabate, Marcela & Gadea, Maria Dolores & Serrano, Jose Maria, 2003. "PPP and structural breaks. The peseta-sterling rate, 50 years of a floating regime," Journal of International Money and Finance, Elsevier, Elsevier, vol. 22(5), pages 613-627, October.
  119. Jushan Bai & Serena Ng, 2001. "A New Look at Panel Testing of Stationarity and the PPP Hypothesis," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics 467, The Johns Hopkins University,Department of Economics.
  120. Renato Flôres & Philippe Jorion & Pierre-Yves Preumont & Ariane Szafarz, 1999. "Multivariate Unit root Tests of the PPP Hypothesis," ULB Institutional Repository 2013/711, ULB -- Universite Libre de Bruxelles.
  121. 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.
  122. Koedijk, C.G. & Tims, B. & van Dijk, M.A., 2005. "Purchasing Power Parity and Heterogeneous Mean Reversion," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2005-085-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  123. Wagner, Martin, 2005. "On PPP, Unit Roots and Panels," Economics Series, Institute for Advanced Studies 176, Institute for Advanced Studies.
  124. Georgios E. Chortareas & Rebecca L. Driver, 2001. "PPP and the real exchange rate-real interest rate differential puzzle revisited: evidence from non-stationary panel data," Bank of England working papers 138, Bank of England.
  125. Holmes, Mark J., 2001. "New Evidence on Real Exchange Rate Stationarity and Purchasing Power Parity in Less Developed Countries," Journal of Macroeconomics, Elsevier, Elsevier, vol. 23(4), pages 601-614, October.
  126. Rapach, David E. & Wohar, Mark E., 2002. "Testing the monetary model of exchange rate determination: new evidence from a century of data," Journal of International Economics, Elsevier, Elsevier, vol. 58(2), pages 359-385, December.
  127. Cushman, David O. & Michael, Nils, 2011. "Nonlinear trends in real exchange rates: A panel unit root test approach," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(8), pages 1619-1637.
  128. Giraitis, L. & Kapetanios, G. & Yates, T., 2014. "Inference on stochastic time-varying coefficient models," Journal of Econometrics, Elsevier, Elsevier, vol. 179(1), pages 46-65.
  129. Ali Acaravci & Ilhan Ozturk, 2010. "Testing Purchasing Power Parity in Transition Countries: Evidence from Structural Breaks," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 12(27), pages 190-198, February.
  130. Kul B. Luintel, 2000. "Real exchange rate behaviour: evidence from black markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 15(2), pages 161-185.
  131. Drine, I. & Rault, Ch., 2004. "Does the Balassa-Samuelson Hypothesis Hold for Asian Countries?. An Empirical Analysis using Panel Data and Cointegration Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 4(4).
  132. Param Silvapulle & Titi Kanti Lestari & Jae Kim, 2004. "Nonlinear Modelling of Purchasing Power Parity in Indonesia," Econometric Society 2004 Australasian Meetings 316, Econometric Society.
  133. Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2008. "Are oil shocks permanent or temporary? Panel data evidence from crude oil and NGL production in 60 countries," Energy Economics, Elsevier, Elsevier, vol. 30(3), pages 919-936, May.
  134. Axel Grossmann & Marc Simpson & Teofilo Ozuna, 2014. "Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period," Journal of Economics and Finance, Springer, Springer, vol. 38(2), pages 235-268, April.
  135. 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.
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