Purchasing Power Parity Revisited: A Time-Varying Parameter Approach
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References listed on IDEAS
- Wallace, Frederick H. & Shelley, Gary L., 2006. "An alternative test of purchasing power parity," Economics Letters, Elsevier, vol. 92(2), pages 177-183, August.
- Fisher, Mark E & Seater, John J, 1993. "Long-Run Neutrality and Superneutrality in an ARIMA Framework," American Economic Review, American Economic Association, pages 402-415.
- Mohsen Bahmani-Oskooee & Scott W. Hegerty, 2009. "Purchasing Power Parity In Less-Developed And Transition Economies: A Review Paper," Journal of Economic Surveys, Wiley Blackwell, vol. 23(4), pages 617-658, September.
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- Aviral Tiwari & Muhammad Shahbaz, 2014. "Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test," Economic Change and Restructuring, Springer, pages 117-133.
More about this item
KeywordsPurchasing power parity; Fisher-Seater; time-varying parameter; Kalman filter;
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
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