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Citations for "Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments"

by Yin-wong Cheung & Kon S. Lai & Michael Bergman

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  1. Yin-Wong Cheung & Javier Gardeazabal & Jesús Vázquez, 2004. "Exchange Rate Dynamics: Where is the Saddle Path?," CESifo Working Paper Series 1129, CESifo Group Munich.
  2. Paul R. Bergin & Reuven Glick & Jyh-Lin Wu, 2010. "The micro-macro disconnect of purchasing power parity," Working Paper Series 2010-14, Federal Reserve Bank of San Francisco.
  3. Michael Bleaney, 2008. "Openness and Real Exchange Rate Volatility: In Search of an Explanation," Open Economies Review, Springer, vol. 19(2), pages 135-146, April.
  4. Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany.
  5. Alfred A. Haug & Syed A. Basher, 2004. "Unit Roots, Nonlinear Cointegration and Purchasing Power Parity," Econometrics 0401006, EconWPA, revised 16 Nov 2005.
  6. Qian Chen & David E. Giles, 2007. "A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle," Econometrics Working Papers 0703, Department of Economics, University of Victoria.
  7. Juselius, Katarina, 2014. "Testing for near I(2) trends when the signal-to-noise ratio is small," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 8(21), pages 1-30.
  8. Alsayed, Hamad & McGroarty, Frank, 2012. "Arbitrage and the Law of One Price in the market for American depository receipts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1258-1276.
  9. Wu, Jyh-Lin & Chen, Pei-Fen, 2008. "A revisit on dissecting the PPP puzzle: Evidence from a nonlinear approach," Economic Modelling, Elsevier, vol. 25(4), pages 684-695, July.
  10. Paul R. Bergin & Reuven Glick & Jyh-Lin Wu, 2012. "Mussa Redux and Conditional PPP," NBER Working Papers 18331, National Bureau of Economic Research, Inc.
  11. M. Hashem Pesaran & Ron P. Smith & Takashi Yamagata & Liudmyla Hvozdyk, 2006. "Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures," CESifo Working Paper Series 1704, CESifo Group Munich.
  12. Beckmann, Joscha, 2013. "Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 176-190.
  13. Wu, Jyh-Lin & Lee, Chingnun & Wang, Tzu-Wei, 2011. "A re-examination on dissecting the purchasing power parity puzzle," Journal of International Money and Finance, Elsevier, vol. 30(3), pages 572-586, April.
  14. Alfred Haug & Syed Basher, 2011. "Linear or nonlinear cointegration in the purchasing power parity relationship?," Applied Economics, Taylor & Francis Journals, vol. 43(2), pages 185-196.
  15. JamesR. Lothian & MarkP. Taylor, 2008. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Journal, Royal Economic Society, vol. 118(532), pages 1742-1763, October.
  16. Younes Boujelbène & Majdi Ksantini, 2009. "La transmission entre les marchés boursiers :Une analyse en composante principale," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 52(2), pages 161-194.
  17. Sekioua, Sofiane H., 2008. "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the largest root and the half-life," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 76-101, February.
  18. Hyeongwoo Kim, 2012. "Generalized Impulse Response Analysis: General or Extreme?," Auburn Economics Working Paper Series auwp2012-04, Department of Economics, Auburn University.
  19. Kim, Hyeongwoo, 2011. "VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored," MPRA Paper 33005, University Library of Munich, Germany.
  20. Nan-Kuang Chen & Yu-Hsi Chou & Jyh-Lin Wu, 2013. "Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices," Pacific Economic Review, Wiley Blackwell, vol. 18(4), pages 431-455, October.
  21. Sarno, Lucio & Valente, Giorgio, 2006. "Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3147-3169, November.
  22. Yin-Wong Cheung & Kon S. Lai, 2005. "Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries," CESifo Working Paper Series 1512, CESifo Group Munich.
  23. Arize, Augustine C. & Malindretos, John & Nam, Kiseok, 2010. "Cointegration, dynamic structure, and the validity of purchasing power parity in African countries," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 755-768, October.
  24. Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005. "The Emerging Market Crisis and Stock Market Linkages: Further Evidence," IEPR Working Papers 05.27, Institute of Economic Policy Research (IEPR).
  25. Sofiane H. Sekioua, 2004. "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the dominant root and half-lives of shocks," Money Macro and Finance (MMF) Research Group Conference 2004 91, Money Macro and Finance Research Group.
  26. Charles Engel & Nelson C. Mark & Kenneth D. West, 2007. "Exchange Rate Models Are Not as Bad as You Think," NBER Working Papers 13318, National Bureau of Economic Research, Inc.
  27. Paul De Grauwe & Marianna Grimaldi, 2003. "Intervention in the Foreign Exchange Market in a Model with Noise Traders," Working Papers 162003, Hong Kong Institute for Monetary Research.
  28. Katarina Juselius, 2013. "Testing for Near I (2) Trends When the Signal to Noise Ratio is Small," Discussion Papers 14-01, University of Copenhagen. Department of Economics.
  29. Guy Meredith, 2003. "Medium-Term Exchange Rate Forecasting," IMF Working Papers 03/21, International Monetary Fund.
  30. Ganguly, Srideep & Breuer, Janice Boucher, 2010. "Nominal exchange rate volatility, relative price volatility, and the real exchange rate," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 840-856, September.
  31. Angelos Kanas, 2009. "Real exchange rate, stationarity, and economic fundamentals," Journal of Economics and Finance, Springer, vol. 33(4), pages 393-409, October.
  32. Iwatsubo, Kentaro, 2006. "Adjustment Speeds of Nominal Exchange Rates and Prices toward Purchasing Power Parity," CEI Working Paper Series 2005-11, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  33. Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius, 2008. "A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings," Discussion Papers 08-31, University of Copenhagen. Department of Economics.