Citations for "Re-examining long-run purchasing power parity"
by Kuo, Biing-Shen & Mikkola, Anne
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- Antonio E. Noriega & Lorena Medina, 2003.
"Quasi purchasing power parity: Structural change in the Mexican peso/us dollar real exchange rate,"
El Colegio de México, Centro de Estudios Económicos, vol. 18(2), pages 227-236.
- Dimitrios Sideris, 2004.
"Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan,"
19, Bank of Greece.
- R. Velazquez & A.E. Noriega & L.M. Soria, 2004.
"International Evidence on Monetary Neutrality Under Broken Trend Stationary Models,"
Econometric Society 2004 Latin American Meetings
57, Econometric Society.
- Todd E. Clark & Michael W. McCracken, 2002.
"Forecast-based model selection in the presence of structural breaks,"
Research Working Paper
RWP 02-05, Federal Reserve Bank of Kansas City.
- Kilian, L. & Caner, M., 1999.
"Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate,"
99-05, Michigan - Center for Research on Economic & Social Theory.
- 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, vol. 24(6), pages 959-981, October.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012.
"Purchasing Power Parity between the UK and the Euro Area,"
2012-46, University of Connecticut, Department of Economics.
- Francis Ahking, 2003.
"Efficient unit root tests of real exchange rates in the post-Bretton Woods era,"
AccessEcon, vol. 6(7), pages 1-12.
- Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011.
"Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries,"
29648, University Library of Munich, Germany.
- Kurozumi, Eiji, 2009.
"Construction of Stationarity Tests with Less Size Distortions,"
Hitotsubashi Journal of Economics,
Hitotsubashi University, vol. 50(1), pages 87-105, June.
- Clark, Todd E. & McCracken, Michael W., 2005.
"The power of tests of predictive ability in the presence of structural breaks,"
Journal of Econometrics,
Elsevier, vol. 124(1), pages 1-31, January.
- Jansson, Michael, 2004.
"Stationarity Testing With Covariates,"
Cambridge University Press, vol. 20(01), pages 56-94, February.
- Kuo, Biing-Shen & Mikkola, Anne, 2000.
"Forecasting the Real US/DEM Exchange Rate: TAR vs. AR,"
Research Discussion Papers
13/2000, Bank of Finland.
- 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,"
2000:4, Lund University, Department of Economics.
- Noriega, Antonio E. & Soria, Luis M. & Velázquez, Ramón, 2008.
"International evidence on stochastic and deterministic monetary neutrality,"
Elsevier, vol. 25(6), pages 1261-1275, November.
- Chiu, Ru-Lin, 2002.
"Testing the purchasing power parity in panel data,"
International Review of Economics & Finance,
Elsevier, vol. 11(4), pages 349-362.
- Jushan Bai & Serena Ng, 2001.
"A New Look at Panel Testing of Stationarity and the PPP Hypothesis,"
Economics Working Paper Archive
467, The Johns Hopkins University,Department of Economics.
- Tsung-Wu Ho, 2002.
"Searching Stationarity in the Real Exchange Rates: Application of the SUR Estimator,"
Open Economies Review,
Springer, vol. 13(3), pages 275-289, July.
- Yihui Lan, 2001.
"The Explosion of Purchasing Power Parity,"
Economics Discussion / Working Papers
01-22, The University of Western Australia, Department of Economics.
- 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.