Deviations of Exchange Rates from Purchasing Power Parity; A Story Featuring Two Monetary Unions
Download full text from publisher
Other versions of this item:
- Tamim Bayoumi & Ronald MacDonald, 1999. "Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions," IMF Staff Papers, Palgrave Macmillan, vol. 46(1), pages 1-5.
- Bayoumi, Tamim & MacDonald, Ronald, 1998. "Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions," CEPR Discussion Papers 1932, C.E.P.R. Discussion Papers.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Sideris, Dimitrios, 2006.
"Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 16(2), pages 143-154, April.
- Dimitrios Sideris, 2004. "Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan," Working Papers 19, Bank of Greece.
- Enrique Alberola, 2003.
"Misalignment, liabilities dollarization and exchange rate adjustment in Latin America,"
0309, Banco de España;Working Papers Homepage.
- Enrique Alberola, 2005. "Misalignment, Liabilities Dollarization And Exchange Rate Adjustment In Latin America," International Finance 0507005, EconWPA.
- Alberola, Enrique & Lopez, Humberto & Serven, Luis, 2004.
"Tango with the Gringo: the hard peg and real misalignment in Argentina,"
Policy Research Working Paper Series
3322, The World Bank.
- Enrique Alberola & Humberto López & Luis Servén, 2004. "Tango with the gringo: the hard peg and real misalign ment in Argentina," Working Papers 0405, Banco de España;Working Papers Homepage.
- Jan Marc Berk & Job Swank, 2007. "Regional real exchange rates and Phillips curves in monetary unions - Evidence from the US and EMU," DNB Working Papers 147, Netherlands Central Bank, Research Department.
- Gligor Bishev, 1999. "Monetary Policy and Transition in Sotheast Europe," Working Papers 1999-02, National Bank of the Republic of Macedonia.
- 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.
- Ronald MacDonald, 2000. "The role of the exchange rate in economic growth: a euro-zone perspective," Working Paper Research 09, National Bank of Belgium.
- Catherine Ho & M. Ariff, 2011. "Sticky prices and time to equilibrium: evidence from Asia-Pacific trade-related economies," Applied Economics, Taylor & Francis Journals, vol. 43(21), pages 2851-2861.
- Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2005.
"Testing for PPP: Should we use panel methods?,"
Springer, vol. 30(1), pages 77-91, January.
- Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, "undated". "Testing for PPP: Should We Use Panel Methods?," Working Papers 186, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Banerjee, Anindya & Massimiliano Marcellino & Chiara Osbat, 2002. "Testing for PPP: Should We Use Panel Methods?," Royal Economic Society Annual Conference 2002 13, Royal Economic Society.
- António Portugal Duarte, 2005.
"Purchasing power parity: an empirical study of three EMU countries,"
- António Portugal Duarte, 2005. "Purchasing power parity: an empirical study of three EMU countries," International Trade 0505005, EconWPA.
- David Laidler & William B.P. Robson, 2004. "Two Percent Target: The Context, Theory, and Practice of Canadian Monetary Policy since 1991," C.D. Howe Institute Policy Studies, C.D. Howe Institute, number 20041, January.
- Christoph Fischer, 2006. "PPP: a disaggregated view," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 93-108.
- Alba, Joseph D. & Park, Donghyun, 2003. "Purchasing Power Parity in Developing Countries: Multi-Period Evidence Under the Current Float," World Development, Elsevier, vol. 31(12), pages 2049-2060, December.
- Enrique Alberola & Daniel Navia, 2007. "Equilibrium exchange rates in the new EU members: external imbalances vs. real convergence," Working Papers 0708, Banco de España;Working Papers Homepage.
- Catherine S. F. Ho & M. Ariff, 2009. "A Test of Purchasing Power Parity: Asia Pacific and Latin America," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 5(2), pages 33-53.
- Yihui Lan, 2001. "The Explosion of Purchasing Power Parity," Economics Discussion / Working Papers 01-22, The University of Western Australia, Department of Economics.
- Susana Garcia Cervero & J. Humberto Lopez & Enrique Alberola Ila & Angel J. Ubide, 1999.
"Global Equilibrium Exchange Rates; Euro, Dollar, “Ins,” “Outs,” and Other Major Currencies in a Panel Cointegration Framework,"
IMF Working Papers
99/175, International Monetary Fund.
- Enrique Alberola & Susana G. Cervero & Humberto Lopez & Angel Ubide, 2000. "Global Equilibrium Exchange Rates: Euro, Dollar, "Ins," "Outs," and Other Major Currencies in a Panel Cointegration Framework," Econometric Society World Congress 2000 Contributed Papers 0051, Econometric Society.
- Ho, Catherine S.F. & Ariff, M., 2012. "Time to equilibrium in exchange rates: G-10 and Eastern European economies," Global Finance Journal, Elsevier, vol. 23(2), pages 94-107.
- Catherine S. F. Ho & M. Ariff, 2008. "The Role of Non-Parity Fundamentals in Exchange Rate Determination: Australia and the Asia Pacific Region," CARF F-Series CARF-F-125, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Gligor Bishev, 1999. "Monetary Policy and Transition in Southeast Europe," wiiw Balkan Observatory Working Papers 2, The Vienna Institute for International Economic Studies, wiiw.
More about this item
KeywordsMonetary unions; Exchange rates; stationarity; real exchange rates; exchange rate; real exchange rate; international financial;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- F31 - International Economics - - International Finance - - - Foreign Exchange
StatisticsAccess and download statistics
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:imf:imfwpa:98/69. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jim Beardow) or (Hassan Zaidi). General contact details of provider: http://edirc.repec.org/data/imfffus.html .
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.
We have no references for this item. You can help adding them by using 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.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.