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The Long-Term Behaviour of Exchange Rates, Part IV: Big Macs and the Evolution of Exchange Rates

  • Yihui Lan

    (UWA Business School, The University of Western Australia)

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    File URL: http://ecompapers.biz.uwa.edu.au/paper/PDF%20of%20Discussion%20Papers/2003/03_08_Lan.pdf
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    Paper provided by The University of Western Australia, Department of Economics in its series Economics Discussion / Working Papers with number 03-08.

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    Length: 36 pages
    Date of creation: 2003
    Date of revision:
    Handle: RePEc:uwa:wpaper:03-08
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    Web page: http://www.business.uwa.edu.au/school/disciplines/economics

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    1. Froot, Kenneth A. & Rogoff, Kenneth, 1995. "Perspectives on PPP and long-run real exchange rates," Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 32, pages 1647-1688 Elsevier.
    2. Levin, Andrew & Lin, Chien-Fu & James Chu, Chia-Shang, 2002. "Unit root tests in panel data: asymptotic and finite-sample properties," Journal of Econometrics, Elsevier, vol. 108(1), pages 1-24, May.
    3. J. E. Stiglitz, 1999. "Introduction," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 28(3), pages 249-254, November.
    4. Michael R. Pakko & Patricia S. Pollard, 1996. "For here or to go? Purchasing power parity and the Big Mac," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 3-22.
    5. Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June.
    6. Dezhbakhsh, Hashem & Thursby, Jerry G., 1994. "Testing for autocorrelation in the presence of lagged dependent variables : A specification error approach," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 251-272.
    7. Annaert, Jan & De Ceuster, Marc J. K., 1997. "The Big Mac: More than a junk asset allocator?," International Review of Financial Analysis, Elsevier, vol. 6(3), pages 179-192.
    8. O'Connell, Paul G. J., 1998. "The overvaluation of purchasing power parity," Journal of International Economics, Elsevier, vol. 44(1), pages 1-19, February.
    9. Bela Balassa, 1964. "The Purchasing-Power Parity Doctrine: A Reappraisal," Journal of Political Economy, University of Chicago Press, vol. 72, pages 584.
    10. Engle, R. F. & Granger, C. W. J. (ed.), 1991. "Long-Run Economic Relationships: Readings in Cointegration," OUP Catalogue, Oxford University Press, number 9780198283393, March.
    11. Asatoshi Maeshiro, 1999. "A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note," Applied Economics, Taylor & Francis Journals, vol. 31(3), pages 381-396.
    12. Click, Reid W., 1996. "Contrarian MacParity," Economics Letters, Elsevier, vol. 53(2), pages 209-212, November.
    13. Nickell, Stephen J, 1981. "Biases in Dynamic Models with Fixed Effects," Econometrica, Econometric Society, vol. 49(6), pages 1417-26, November.
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