Purchasing Power Parity: Error Correction Models and Structural Breaks
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- Mark Holmes, 2008. "Real Exchange Rate Stationarity in Latin America and Relative Purchasing Power Parity: A Regime Switching Approach," Open Economies Review, Springer, vol. 19(2), pages 261-275, April.
- Amalia Morales Zumaquero, 2002. "Purchasing Power Parity By sectors From Selected European Countries: Cointegration and Structural Breaks," International Economic Journal, Taylor & Francis Journals, vol. 16(4), pages 107-119.
- Kazanas, Thanassis & Miaouli, Natasha, 2014. "Wage-setting and capital in unionized markets: Evidence from South Europe," Economic Modelling, Elsevier, vol. 37(C), pages 368-376.
- HOLMES, Mark J, 2008. "Non-Linear Trend Stationarity And Co-Trending In Latin American Real Exchange Rates," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 107-118.
- Dimitriou, Dimitrios & Simos, Theodore, 2013. "Testing purchasing power parity for Japan and the US: A structural-break approach," Japan and the World Economy, Elsevier, vol. 28(C), pages 53-59.
- Michele Ca’ Zorzi & Jakub Muck & Michal Rubaszek, 2016.
"Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses,"
Open Economies Review,
Springer, vol. 27(3), pages 585-609, July.
- Ca' Zorzi, Michele & Rubaszek, Michał & Muck, Jakub, 2013. "Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk," Working Paper Series 1576, European Central Bank.
- Ca'Zorzi, Michele & Muck, Jakub & Rubaszek, Michal, 2015. "Real exchange rate forecasting and ppp: this time the random walk loses," Globalization and Monetary Policy Institute Working Paper 229, Federal Reserve Bank of Dallas.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(4), pages 397-412, November.
- repec:kap:iaecre:v:17:y:2011:i:4:p:397-412 is not listed on IDEAS
- Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2009.
"How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach,"
Ruhr Economic Papers
134, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009. "How Stable Are Monetary Models of the Dollar-Euro Exchange Rate?: A Time-Varying Coefficient Approach," Discussion Papers of DIW Berlin 944, DIW Berlin, German Institute for Economic Research.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(1), pages 11-40, April.
- repec:got:cegedp:89 is not listed on IDEAS
- Karoglou, Michail & Morley, Bruce, 2012. "Purchasing power parity and structural instability in the US/UK exchange rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 958-972.
- Kühl, Michael, 2009. "Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates," Center for European, Governance and Economic Development Research Discussion Papers 89, University of Goettingen, Department of Economics.
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Keywordspurchasing power parity; error correction models; multiple structural breaks;
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