IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "A quantitative reassessment of the purchasing power parity hypothesis : evidence from Norway and the United Kingdom"

by Hali J. Edison & Jan Tore Klovland

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Ericsson, Neil R., 1992. "Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 465-495, August.
  2. Ross Levine, 1988. "The forward exchange rate bias: a new explanation," International Finance Discussion Papers 338, Board of Governors of the Federal Reserve System (U.S.).
  3. Rodolfo Helg & Massimiliano Serati, . "Does the PPP need the UIP?," Working Papers 97, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  4. Munehisa Kasuya & Izumi Takagawa, 2001. "Model Uncertainty of Real Exchange Rate Forecast over Mid-term Horizons," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
  5. Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2005. "Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003," Working Paper 2005/2, Norges Bank.
  6. Kenny, Geoff & McGettigan, Donal, 1996. "Non-Traded, Traded and Aggregate Inflation In Ireland (Part 2)," Research Technical Papers 3B/RT/96, Central Bank of Ireland.
  7. Edison, Hali J. & Fisher, Eric O'N, 1991. "A long-run view of the European monetary system," Journal of International Money and Finance, Elsevier, vol. 10(1), pages 53-70, March.
  8. Dutton, Marilyn & Strauss, Jack, 1997. "Cointegration tests of purchasing power parity: the impact of non-traded goods," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 433-444, June.
  9. Charles Engel, 1996. "Long-Run PPP May Not Hold After All," NBER Working Papers 5646, National Bureau of Economic Research, Inc.
  10. Ito, Takatoshi, 1997. "The Long-Run Purchasing Power Parity for the Yen: Historical Overview," Journal of the Japanese and International Economies, Elsevier, vol. 11(4), pages 502-521, December.
  11. Apte, Prakash & Sercu, Piet & Uppal, Raman, 2004. "The exchange rate and purchasing power parity: extending the theory and tests," Journal of International Money and Finance, Elsevier, vol. 23(4), pages 553-571, June.
  12. Peter Rowland & Hugo OLiveros C., . "Colombian Purchasing Power Parity Analysed Using a Framework of Multivariate Cointegration," Borradores de Economia 252, Banco de la Republica de Colombia.
  13. Hamid Baghestani, 1997. "Purchasing power parity in the presence of foreign exchange black markets: the case of India," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1147-1154.
  14. Joachim Zietz, 1996. "The relative price of tradables and nontradables and the U.S. trade balance," Open Economies Review, Springer, vol. 7(2), pages 147-160, April.
  15. Predrag Petrovic, 2012. "Harrod Balassa Samuelson effect and the role of distribution sector: an empirical case study of Serbia and EMU," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics, vol. 30(1), pages 57-87.
  16. Song, Chi-Young, 1997. "The Real Exchange Rate and the Current Account Balance in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 11(2), pages 143-184, June.
  17. Edison, Hali J. & Gagnon, Joseph E. & Melick, William R., 1997. "Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era," Journal of International Money and Finance, Elsevier, vol. 16(1), pages 1-17, February.
  18. Brock, Philip L., 2011. "The Penn-Balassa-Samuelson effect through the lens of the dependent economy model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(9), pages 1547-1556, September.
  19. Kenneth A. Froot & Kenneth Rogoff, 1994. "Perspectives on PPP and Long-Run Real Exchange Rates," NBER Working Papers 4952, National Bureau of Economic Research, Inc.
  20. Juselius, Katarina, 1995. "Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model," Journal of Econometrics, Elsevier, vol. 69(1), pages 211-240, September.
  21. Snell, Andy, 1996. "A test of purchasing power parity based on the largest principal component of real exchange rates of the main OECD economies," Economics Letters, Elsevier, vol. 51(2), pages 225-231, May.
  22. Mohsen Bahmani-Oskooee & Gour G. Goswami, 2003. "Smuggling As Another Cause Of Failure Of The Ppp," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 28(2), pages 23-38, December.
  23. Cheung, Yin-Wong & Lai, Kon S., 1998. "Parity reversion in real exchange rates during the post-Bretton Woods period," Journal of International Money and Finance, Elsevier, vol. 17(4), pages 597-614, August.
  24. Amalia Zumaquero & Rodrigo Urrea, 2002. "Purchasing Power Parity: Error Correction Models and Structural Breaks," Open Economies Review, Springer, vol. 13(1), pages 5-26, January.
  25. Trunin, Pavel & Bozhechkova, Alexandra, 2015. "Analysis of Factors Affecting the Dynamics of the Real Ruble Exchange Rate," Published Papers mak13, Russian Presidential Academy of National Economy and Public Administration.
  26. Bozhechkova, Alexandra & Trunin, Pavel, 2015. "Factor Analysis of the Dynamics of the Real Exchange Rate of the Ruble," Published Papers mn11, Russian Presidential Academy of National Economy and Public Administration.
  27. Ericsson, Johan & Irandoust, Manuchehr, 2004. "The productivity-bias hypothesis and the PPP theorem: new evidence from panel vector autoregressive models," Japan and the World Economy, Elsevier, vol. 16(2), pages 121-138, April.
  28. Lucio Sarno & Mark P. Taylor, 2002. "Purchasing Power Parity and the Real Exchange Rate," IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 5.
  29. Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June.
  30. Geoffrey M. B. Tootell, 1992. "Purchasing power parity within the United States," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 15-24.
  31. Gawon Yoon, 2009. "Are real exchange rates more likely to be stationary during the fixed nominal exchange rate regimes?," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 17-22.
  32. Luis Catão & Solomos Solomou, 2003. "Exchange Rates in the Periphery and International Adjustment Under the Gold Standard," IMF Working Papers 03/41, International Monetary Fund.
  33. Lin, Yan-Xia & McCrae, Michael & M. Gulati, Chandra, 1998. "Cointegration between exchange rates: a generalized linear cointegration model," Journal of Multinational Financial Management, Elsevier, vol. 8(2-3), pages 333-352, September.
  34. Klovland, Jan Tore, 2014. "Challenges for the construction of historical price indices: The case of Norway, 1777-1920," Discussion Paper Series in Economics 5/2014, Department of Economics, Norwegian School of Economics.
  35. Rodolfo Helg & Massimiliano Serati, 2000. "The speed of adjustment to PPP: is there any puzzle?," LIUC Papers in Economics 74, Cattaneo University (LIUC).
  36. Kim Chung-Han, 2000. "Balassa-Samuelson Theory and Predictability of the US/UK Real Exchange Rate," International Economic Journal, Taylor & Francis Journals, vol. 14(3), pages 101-121.
  37. repec:fda:fdaddt:2003-20 is not listed on IDEAS
  38. Hali J. Edison & William R. Melick, 1992. "Purchasing power parity and uncovered interest rate parity: the United States 1974-1990," International Finance Discussion Papers 425, Board of Governors of the Federal Reserve System (U.S.).
  39. Peter Rowland & Hugo Oliveros, 2003. "Colombian Purchasing Power Parity Analysed Using A Framework of Multivariate Cointegration," BORRADORES DE ECONOMIA 002150, BANCO DE LA REPÚBLICA.
  40. Peter Rowland, . "Forecasting the USD/COP Exchange Rate: A Random Walk a Variable Drift," Borradores de Economia 253, Banco de la Republica de Colombia.
  41. Peter Rowland, 2003. "Forecasting The Usd/Cop Exchange Rate: A Random Walk With A Variable Drift," BORRADORES DE ECONOMIA 002736, BANCO DE LA REPÚBLICA.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.