Testing integration in main European paper markets under floating and fixed exchange rates
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to
for a different version of it.References listed on IDEAS
- Ronald Macdonald, 1995.
"Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence,"
IMF Staff Papers, Palgrave Macmillan, vol. 42(3), pages 437-489, September.
- Mr. Ronald MacDonald, 1995. "Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence," IMF Working Papers 1995/014, International Monetary Fund.
- Robert Engle & Clive Granger, 2015.
"Co-integration and error correction: Representation, estimation, and testing,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
- Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-276, March.
- Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June.
- Rusko, Rauno, 2005. "The effects of a demand shock upon the market prices of the exported paper and pulp," Forest Policy and Economics, Elsevier, vol. 7(3), pages 423-435, March.
- Nanang, David M., 2000. "A multivariate cointegration test of the law of one price for Canadian softwood lumber markets," Forest Policy and Economics, Elsevier, vol. 1(3-4), pages 347-355, December.
- Bingham, Matthew F. & Prestemon, Jeffrey P. & MacNair, Douglas J. & Abt, Robert C. & Bingham, Matthew F., 2003. "Market structure in U. S. southern pine roundwood," Journal of Forest Economics, Elsevier, vol. 9(2), pages 97-117.
- Sven W. Arndt & J. David Richardson, 1987. "Real-Financial Linkages Among Open Economies," NBER Working Papers 2230, National Bureau of Economic Research, Inc.
- Gonzalo, Jesus, 1994. "Five alternative methods of estimating long-run equilibrium relationships," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 203-233.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Toivonen, Ritva & Toppinen, Anne & Tilli, Tapio, 2002. "Integration of roundwood markets in Austria, Finland and Sweden," Forest Policy and Economics, Elsevier, vol. 4(1), pages 33-42, May.
- Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Karikallio, Hanna & Mäki-Fränti, Petri & Suhonen, Niko, 2011. "Competition in the global pulp and paper industries - An evaluation based on three approaches," Journal of Forest Economics, Elsevier, vol. 17(1), pages 91-104, January.
- La, Le & Mei, Bin, 2015. "Portfolio diversification through timber real estate investment trusts: A cointegration analysis," Forest Policy and Economics, Elsevier, vol. 50(C), pages 269-274.
- Álvarez-Díaz, Marcos & González-Gómez, Manuel & Otero-Giráldez, María Soledad, 2018. "Main determinants of export-oriented bleached eucalyptus kraft pulp (BEKP) demand from the north-western regions of Spain," Forest Policy and Economics, Elsevier, vol. 96(C), pages 112-119.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Abdul RASHID, 2009. "Testing The Modified-Combined Ppp And Uip Hypothesis In South Asian Economies," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
- Francisco Ledesma & Manuel Navarro & Jorge Perez & Simón Sosvilla, 1998. "Purchasing power parity and uncovered interest parity: The Spanish case," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 4(4), pages 335-348, November.
- Chudy, R.P. & Hagler, R.W., 2020. "Dynamics of global roundwood prices – Cointegration analysis," Forest Policy and Economics, Elsevier, vol. 115(C).
- H. Levent Korap & Ozgur Aslan, 2010.
"Re-examination of the long-run purchasing power parity: further evidence from Turkey,"
Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3559-3564.
- Korap, Levent & Aslan, Özgür, 2010. "Re-examination of the long-run purchasing power parity: further evidence from Turkey," MPRA Paper 26273, University Library of Munich, Germany.
- 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.
- 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.
- Peter Rowland & Hugo OLiveros C., 2003. "Colombian Purchasing Power Parity Analysed Using a Framework of Multivariate Cointegration," Borradores de Economia 252, Banco de la Republica de Colombia.
- Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2024.
"The empirical modelling of house prices and debt revisited: a policy-oriented perspective,"
Empirical Economics, Springer, vol. 66(1), pages 369-404, January.
- Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2021. "The empirical modelling of house prices and debt revisited. A policy-oriented perspective," Discussion Papers 967, Statistics Norway, Research Department.
- Irfan Civcir, 2003.
"The Monetary Models of the Turkish Lira/U.S. Dollar Exchange Rate: Long-run Relationships, Short-run Dynamics, and Forecasting,"
Eastern European Economics, Taylor & Francis Journals, vol. 41(6), pages 43-63, January.
- CIVCIR Irfan, 2010. "The Monetary Models of the Turkish Lira/Dollar Exchange Rate: Long-run Relationships, Short-run Dynamics and Forecasting," EcoMod2003 330700038, EcoMod.
- Eleni Constantinou & Avo Kazandjian & Georgios P. Kouretas & Vera Tahmazian, 2008.
"Common Stochastic Trends Among The Cyprus Stock Exchange And The Ase, Lse And Nyse,"
Bulletin of Economic Research, Wiley Blackwell, vol. 60(4), pages 327-349, October.
- Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005. "Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE," Working Papers 0520, University of Crete, Department of Economics.
- MacDonald, Ronald & Marsh, Ian W., 2004.
"Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen,"
Journal of International Money and Finance, Elsevier, vol. 23(1), pages 99-111, February.
- MacDonald, Ronald & Marsh, Ian W, 1999. "Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen," CEPR Discussion Papers 2210, C.E.P.R. Discussion Papers.
- Peter Rowland & Hugo Oliveros, 2003. "Colombian Purchasing Power Parity Analysed Using A Framework of Multivariate Cointegration," Borradores de Economia 2150, Banco de la Republica.
- Levent KORAP, 2008.
"Exchange Rate Determination Of Tl/Us$:A Co-Integration Approach,"
Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 7(1), pages 24-50, May.
- Levent, Korap, 2008. "Exchange rate determination of TL/US$: a co-integration approach," MPRA Paper 19659, University Library of Munich, Germany.
- António Portugal Duarte, 2005.
"Purchasing power parity: an empirical study of three EMU countries,"
International Finance
0505010, University Library of Munich, Germany.
- António Portugal Duarte, 2005. "Purchasing power parity: an empirical study of three EMU countries," International Trade 0505005, University Library of Munich, Germany.
- Snell, Andy, 1998.
"Testing for r versus r-1 cointegrating vectors,"
Journal of Econometrics, Elsevier, vol. 88(1), pages 151-191, November.
- Andy Snell, "undated". "Testing For R Versus R-1 Cointegrating Vectors," Discussion Papers 1995-10, Edinburgh School of Economics, University of Edinburgh.
- Toppinen, Anne & Viitanen, Jari & Leskinen, Pekka & Tiovonen, Ritva, 12. "Testing Convergence between Roundwood Pirces in Finland and Estonia," Scandinavian Forest Economics: Proceedings of the Biennial Meeting of the Scandinavian Society of Forest Economics, Scandinavian Society of Forest Economics, issue 40, May.
- Norman J. Morin, 2006. "Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements," Finance and Economics Discussion Series 2006-21, Board of Governors of the Federal Reserve System (U.S.).
- Kühl, Michael, 2010. "Bivariate cointegration of major exchange rates, cross-market efficiency and the introduction of the Euro," Journal of Economics and Business, Elsevier, vol. 62(1), pages 1-19, January.
- Banaś, Jan & Šafařík, Dalibor & Utnik-Banaś, Katarzyna & Hlaváčková, Petra, 2022. "Identifying long-run and short-run relationships in the European Union softwood market," Forest Policy and Economics, Elsevier, vol. 143(C).
- Kawai, Masahiro & Ohara, Hidetaka, 1997. "Nonstationarity of Real Exchange Rates in the G7 Countries: Are They Cointegrated with Real Variables?," Journal of the Japanese and International Economies, Elsevier, vol. 11(4), pages 523-547, December.
- Shehu Usman Rano, Aliyu, 2007.
"Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria,"
MPRA Paper
10376, University Library of Munich, Germany.
- Shehu Usman Rano, Aliyu, 2008. "Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria," MPRA Paper 10343, University Library of Munich, Germany.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:forpol:v:9:y:2006:i:4:p:372-379. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/forpol .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/eee/forpol/v9y2006i4p372-379.html