Testing the purchasing power parity in China
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References listed on IDEAS
- Darne, Olivier & Diebolt, Claude, 2004. "Unit roots and infrequent large shocks: new international evidence on output," Journal of Monetary Economics, Elsevier, vol. 51(7), pages 1449-1465, October.
- Victor Gómez & Agustín Maravall, 1996. "Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996)," Working Papers 9628, Banco de España;Working Papers Homepage.
- Se-Eun Jeong & Jacques Mazier, 2003. "Exchange Rate Regimes and Equilibrium Exchange Rates in East Asia," Revue économique, Presses de Sciences-Po, vol. 54(5), pages 1161-1182.
More about this item
KeywordsPurchasing power parity; real exchange rate; unit root tests; outliers; renminbi.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-02-17 (All new papers)
- NEP-CNA-2007-02-17 (China)
- NEP-HIS-2007-02-17 (Business, Economic & Financial History)
- NEP-IFN-2007-02-17 (International Finance)
- NEP-SEA-2007-02-17 (South East Asia)
- NEP-TRA-2007-02-17 (Transition Economics)
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