Citations for "Nominal exchange rate regimes and the real exchange rate : Evidence from the United States and Great Britain, 1885-1986"
by Grilli, Vittorio & Kaminsky, Graciela
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- John H. Rogers, 1995.
"Real shocks and real exchange rates in really long-term data,"
International Finance Discussion Papers
493, Board of Governors of the Federal Reserve System (U.S.).
- Paresh Kumar Narayan, 2007.
"Are Nominal Exchange Rates and Price Levels Co-Integrated? New Evidence from Threshold Autoregressive and Momentum-Threshold Autoregressive Models,"
The Economic Record,
The Economic Society of Australia, vol. 83(260), pages 74-85, 03.
- Olalekan Bashir Aworinde, 2014.
"Are Bilateral Real Exchange Rates Stationary? Empirical Evidence from Nigeria,"
AccessEcon, vol. 34(1), pages 271-286.
- G. Dufrenot & L. Mathieu & V. Mignon, & A. Peguin-Feissolle, 2002.
"Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration,"
THEMA Working Papers
2002-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Hoffmann, M. & MacDonald, R., 2001.
"A real differential view of equilibrium real exchange rate,"
Discussion Paper Series In Economics And Econometrics
0103, Economics Division, School of Social Sciences, University of Southampton.
- Paresh Kumar Narayan & Stephan Popp, 2011.
"Size and power properties of structural break unit root tests,"
Financial Econometics Series
2011_07, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003.
"A Long run structural macroeconometric model of the UK,"
Royal Economic Society, vol. 113(487), pages 412-455, 04.
- A Garratt & K Lee & M Pesaran & Yongcheol Shin, 2004.
"A long run structural macroeconometric model of the UK,"
ESE Discussion Papers
35, Edinburgh School of Economics, University of Edinburgh.
- Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y., 1998.
"A Long-run Structural Macro-econometric Model of the UK,"
Cambridge Working Papers in Economics
9812, Faculty of Economics, University of Cambridge.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012.
"Purchasing Power Parity between the UK and the Euro Area,"
1208, University of Nevada, Las Vegas , Department of Economics.
- Juan Pedro Gomez, 2005.
"An International Capm With Consumption Externalities And Non-Financial Wealth,"
Working Papers Economia
wp05-08, Instituto de Empresa, Area of Economic Environment.
- Malliaropulos, Dimitrios, 1998.
"International stock return differentials and real exchange rate changes,"
Journal of International Money and Finance,
Elsevier, vol. 17(3), pages 493-511, June.
- Philip Shively, 2003.
"Threshold stationary real exchange rates: a nonlinear, multivariate approach,"
AccessEcon, vol. 6(2), pages 1-11.
- Amalia Morales Zumaquero & Simón Sosvilla Rivero, 2005.
"Structural Breaks in Volatility: Evidence for the OECD Real Exchange Rates,"
Economic Working Papers at Centro de Estudios Andaluces
E2005/01, Centro de Estudios Andaluces.
- repec:ebl:ecbull:v:6:y:2003:i:2:p:1-11 is not listed on IDEAS
- repec:onb:oenbwp:y::i:28:b:1 is not listed on IDEAS
- Lee, Hwa-Taek & Yoon, Gawon, 2007.
"Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange Rates,"
Economics Working Papers
2007,24, Christian-Albrechts-University of Kiel, Department of Economics.
- Froot, Kenneth A. & Rogoff, Kenneth, 1995.
"Perspectives on PPP and long-run real exchange rates,"
Handbook of International Economics,
in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 32, pages 1647-1688
- Catherine S. F. Ho & M. Ariff, 2008.
"The Role of Non-Parity Fundamentals in Exchange Rate Determination: Australia and the Asia Pacific Region,"
CARF-F-125, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- 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, vol. 16(1), pages 17-22.