Simple vs. generalized interest rate and purchasing power parity models of exchange rates
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References listed on IDEAS
- Bela Balassa, 1964. "The Purchasing-Power Parity Doctrine: A Reappraisal," Journal of Political Economy, University of Chicago Press, vol. 72, pages 584-584.
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- Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Corrado Macchiarelli, 2013.
"On the Joint Test of the Uncovered Interest Parity and the Ex-ante Purchasing Power Parity,"
Review of International Economics,
Wiley Blackwell, vol. 21(3), pages 519-535, August.
- Macchiarelli, Corrado, 2011. "A VAR analysis for the uncovered interest parity and the ex-ante purchasing power parity: the role of macroeconomic and financial information," Working Paper Series 1404, European Central Bank.
- Macchiarelli, Corrado, 2014.
"Bond market co-movements, expected inflation and the GBP-USD equilibrium real exchange rate,"
The Quarterly Review of Economics and Finance,
Elsevier, vol. 54(2), pages 242-256.
- Macchiarelli, Corrado, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
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