Testing Deviations From Purchasing Power Parity (PPP)
Author
Abstract
Suggested Citation
Note: ITI IFM
Download full text from publisher
References listed on IDEAS
- Frenkel, Jacob A, 1976. " A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence," Scandinavian Journal of Economics, Wiley Blackwell, vol. 78(2), pages 200-224.
- Obstfeld, Maurice & Rogoff, Kenneth, 1984.
"Exchange Rate Dynamics with Sluggish Prices under Alternative Price-Adjustment Rules,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 159-174, February.
- Maurice Obstfeld & Kenneth S. Rogoff, 1983. "Exchange rate dynamics with sluggish prices under alternative price- adjustment rules," International Finance Discussion Papers 223, Board of Governors of the Federal Reserve System (U.S.).
- Maurice Obstfeld & Kenneth Rogoff, 1983. "Exchange Rate Dynamics With Sluggish Prices Under Alternative Price-Adjustment Rules," NBER Working Papers 1173, National Bureau of Economic Research, Inc.
- Jacob A. Frenkel, 1977. "A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence," Palgrave Macmillan Books, in: Jan Herin & Assar Lindbeck & Johan Myhrman (ed.), Flexible Exchange Rates and Stabilization Policy, pages 68-92, Palgrave Macmillan.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Dornbusch, Rudiger, 1987.
"Exchange Rates and Prices,"
American Economic Review, American Economic Association, vol. 77(1), pages 93-106, March.
- Rudiger Dornbusch, 1985. "Exchange Rates and Prices," NBER Working Papers 1769, National Bureau of Economic Research, Inc.
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.- M. Ali Kemal & Rana Murad Haider, 2004. "Exchange Rate Behaviour after Recent Float: The Experience of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 43(4), pages 829-852.
- Obstfeld, Maurice & Stockman, Alan C., 1985.
"Exchange-rate dynamics,"
Handbook of International Economics, in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 18, pages 917-977,
Elsevier.
- Maurice Obstfeld & Alan C. Stockman, 1983. "Exchange-Rate Dynamics," NBER Working Papers 1230, National Bureau of Economic Research, Inc.
- Junttila, Juha & Korhonen, Marko, 2011. "Nonlinearity and time-variation in the monetary model of exchange rates," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 288-302, June.
- Jeffrey A. Frankel & Gikas A. Hardouvelis, 1983. "Commodity Prices, Overshooting, Money Surprises, and Fed Credibility," NBER Working Papers 1121, National Bureau of Economic Research, Inc.
- Tian, Maoxi & El Khoury, Rim & Alshater, Muneer M., 2023. "The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- Hakkio, Craig S, 1981.
"Expectations and the Forward Exchange Rate,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(3), pages 663-678, October.
- Craig S. Hakkio, 1980. "Expectations and the Forward Exchange Rate," NBER Working Papers 0439, National Bureau of Economic Research, Inc.
- Salisu, Afees A. & Adekunle, Wasiu & Alimi, Wasiu A. & Emmanuel, Zachariah, 2019. "Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries," Resources Policy, Elsevier, vol. 62(C), pages 33-56.
- Barbara Rossi, 2013.
"Exchange Rate Predictability,"
Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1063-1119, December.
- Rossi, Barbara, 2013. "Exchange Rate Predictability," CEPR Discussion Papers 9575, C.E.P.R. Discussion Papers.
- Barbara Rossi, 2013. "Exchange rate predictability," Economics Working Papers 1369, Department of Economics and Business, Universitat Pompeu Fabra.
- Barbara Rossi, 2013. "Exchange Rate Predictability," Working Papers 690, Barcelona School of Economics.
- Steiner, Andreas, 2013.
"The accumulation of foreign exchange by central banks: Fear of capital mobility?,"
Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 409-427.
- Andreas Steiner, 2010. "The Accumulation of Foreign Exchange by Central Banks: Fear of Capital Mobility?," IEER Working Papers 85, Institute of Empirical Economic Research, Osnabrueck University.
- Peter Isard, 1983. "What's wrong with empirical exchange rate models: some critical issues and new directions," International Finance Discussion Papers 226, Board of Governors of the Federal Reserve System (U.S.).
- Bordo, Michael D., 1986.
"Explorations in monetary history: A survey of the literature,"
Explorations in Economic History, Elsevier, vol. 23(4), pages 339-415, October.
- Michael D. Bordo, 1986. "Explorations in Monetary History: A Survey of the Literature," NBER Working Papers 1821, National Bureau of Economic Research, Inc.
- Charles van Marrewijk, 2004.
"An introduction to international money and foreign exchange markets,"
International Finance
0410006, University Library of Munich, Germany.
- Charles van Marrewijk, 2004. "An Introduction to International Money and Foreign Exchange Markets," School of Economics and Public Policy Working Papers 2004-02, University of Adelaide, School of Economics and Public Policy.
- Charles Van Marrewijk, 2004. "An Introduction to International Money and Foreign Exchange Markets," Centre for International Economic Studies Working Papers 2004-07, University of Adelaide, Centre for International Economic Studies.
- Chang, Ming-Jen & Su, Che-Yi, 2014. "The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 220-246.
- Renu Kohli, 2004.
"Real Exchange Rate Stationarity in Managed Floats: Evidence from India,"
International Finance
0405011, University Library of Munich, Germany.
- Renu Kohli, 2004. "Real Exhange Rate Stationarity in Managed Floats: Evidence From India," International Finance 0405014, University Library of Munich, Germany.
- Chinn, Menzie D, 1999.
"On the Won and Other East Asian Currencies,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(2), pages 113-127, April.
- Menzie D. Chinn, 1997. "On the won and other East Asian currencies," Pacific Basin Working Paper Series 97-07, Federal Reserve Bank of San Francisco.
- Chinn, M.D., 1997. "ON the Won: And Other East Asian Currencies," Papers 97-07, Economisch Institut voor het Midden en Kleinbedrijf-.
- Menzie D. Chinn, 1998. "On the Won and Other East Asian Currencies," NBER Working Papers 6671, National Bureau of Economic Research, Inc.
- Zameelah Khan Jaffur & Boopen Seetanah & Noor-Ul-Hacq Sookia, 2020. "A cross-country analysis of the determinants of the real effective exchange rate in fifteen Sub-Saharan African countries," Economics Bulletin, AccessEcon, vol. 40(2), pages 1686-1697.
- Svatopluk Kapounek & Zuzana Kučerová & Evžen Kočenda, 2022.
"Selective Attention in Exchange Rate Forecasting,"
Journal of Behavioral Finance, Taylor & Francis Journals, vol. 23(2), pages 210-229, May.
- Svatopluk Kapounek & Zuzana Kucerova & Evzen Kocenda, 2020. "Selective Attention in Exchange Rate Forecasting," KIER Working Papers 1035, Kyoto University, Institute of Economic Research.
- Svatopluk Kapounek & Evžen Kocenda & Zuzana Kucerová, 2021. "Selective Attention in Exchange Rate Forecasting," CESifo Working Paper Series 8901, CESifo.
- Svatopluk Kapounek & Zuzana Kucerova & Evzen Kocenda, 2020. "Selective Attention in Exchange Rate Forecasting," Working Papers IES 2020/42, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2020.
- Christopher J. Neely & Lucio Sarno, 2002.
"How well do monetary fundamentals forecast exchange rates?,"
Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 51-74.
- Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Working Papers 2002-007, Federal Reserve Bank of St. Louis.
- Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros, 2009.
"Do real interest rates converge? Evidence from the European union,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 447-460, July.
- Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007. "Do real interest rates converge? Evidence from the European Union," Working Papers 2007_21, Business School - Economics, University of Glasgow.
- Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros, 2007. "Do real interest rates converge? Evidence from the European Union," Cardiff Economics Working Papers E2007/26, Cardiff University, Cardiff Business School, Economics Section.
- Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2011.
"Real interest parity: A note on Asian countries using panel stationarity tests,"
Journal of Asian Economics, Elsevier, vol. 22(6), pages 550-557.
- Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011. "Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests," Working Paper series 23_11, Rimini Centre for Economic Analysis.
- Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2011. "Real Interest Parity: A note on Asian countries using panel stationarity tests," Discussion Paper Series 2011_06, Department of Economics, University of Macedonia, revised May 2011.
- Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011. "Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests," Koç University-TUSIAD Economic Research Forum Working Papers 1117, Koc University-TUSIAD Economic Research Forum.
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:nbr:nberwo:1475. 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: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.