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Purchasing Power Disparity During the Floating Rate Period: Exchange Rate Volatility, Trade Barriers and Other Culprits
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Cited by:
- Menzie Chinn & Louis Johnston, 1996.
"Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries,"
NBER Working Papers
5709, National Bureau of Economic Research, Inc.
- Ms. Louis Dorrance Johnston & Menzie David Chinn, 1997. "Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries," IMF Working Papers 1997/066, International Monetary Fund.
- Kilian, Lutz & Zha, Tao, 1999.
"Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors,"
CEPR Discussion Papers
2334, C.E.P.R. Discussion Papers.
- Kilian, L. & Zha, T., 1999. "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," Papers 99-08, Michigan - Center for Research on Economic & Social Theory.
- Lutz Kilian & Tao Zha, 1999. "Quantifying the half-life of deviations from PPP: The role of economic priors," FRB Atlanta Working Paper 99-21, Federal Reserve Bank of Atlanta.
- Kilian, L. & Zha, T., 1999. "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," Working Papers 450, Research Seminar in International Economics, University of Michigan.
- Juan Carlos Cuestas, 2009.
"Purchasing power parity in Central and Eastern European countries: an analysis of unit roots and nonlinearities,"
Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 87-94.
- Juan Carlos Cuestas, 2007. "Purchasing Power Parity In Central And Eastern European Countries: An Analysis Of Unit Roots And Nonlinearities," Working Papers. Serie AD 2007-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Charles Engel & John H. Rogers, 1995.
"Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies,"
NBER Working Papers
5395, National Bureau of Economic Research, Inc.
- Engel, C. & Rogers, J.H., 1996. "Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies," Working Papers 96-01, University of Washington, Department of Economics.
- Engel, C. & Rogers, J.H., 1996. "Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies," Discussion Papers in Economics at the University of Washington 96-01, Department of Economics at the University of Washington.
- Charles Engel & John H. Rogers, 1996. "Regional patterns in the law of one price: the roles of geography vs. currencies," International Finance Discussion Papers 533, Board of Governors of the Federal Reserve System (U.S.).
- César A. Calderón, 2004.
"Real exchange rates in the long and short run: a panel co-integration approach,"
Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 19(2), pages 41-83, December.
- César A. Calderón, 2002. "Real Exchange Rates in the Long and Short Run: A Panel Co-Integration Approach," Working Papers Central Bank of Chile 153, Central Bank of Chile.
- repec:ebl:ecbull:v:3:y:2008:i:27:p:1-8 is not listed on IDEAS
- Kim, Jaebeom & Ogaki, Masao, 2004.
"Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(1), pages 1-25, March.
- Masao Ogaki & Jaebeom Kim, 2004. "Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach," Econometric Society 2004 Far Eastern Meetings 515, Econometric Society.
- repec:onb:oenbwp:y::i:29:b:1 is not listed on IDEAS
- Yin‐Wong Cheung & Eiji Fujii, 2006.
"Cross‐country Relative Price Volatility: Effects of Market Structure,"
Review of International Economics, Wiley Blackwell, vol. 14(5), pages 836-848, November.
- Yin-Wong Cheung & Eiji Fujii, 2005. "Cross-Country Relative Price Volatility: Effects of Market Structure," CESifo Working Paper Series 1456, CESifo.
- Yin-wong Cheung & Eiji Fujii, 2005. "Cross-Country Relative Price Volatility: Effects of Market Structure," Working Papers 192005, Hong Kong Institute for Monetary Research.
- Cheung, Yin-Wong & Lai, Kon S., 2001. "Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 115-132, February.
- Cheung, Yin-Wong & Lai, Kon S., 2000.
"On cross-country differences in the persistence of real exchange rates,"
Journal of International Economics, Elsevier, vol. 50(2), pages 375-397, April.
- Yin-Wong Cheung & Kon S. Lai, 1999. "On Cross-Country Differences in the Persistence of Real Exchange Rates," CESifo Working Paper Series 218, CESifo.
- Xinshen Diao & Terry Roe & Agapi Somwaru, 2001.
"What is the Cause of Growth in Regional Trade: Trade Liberalisation or RTAs? The Case of Agriculture,"
The World Economy, Wiley Blackwell, vol. 24(1), pages 51-79, January.
- Diao, Xinshen & Roe, Terry L. & Somwaru, Agapi, 1999. "What Is The Cause Of Growth In Regional Trade: Trade Liberalization Or Rta'S? The Case Of Agriculture," Working Papers 14605, International Agricultural Trade Research Consortium.
- Cuestas, Juan C. & Gil-Alana, Luís A., 2009.
"Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes,"
Economic Modelling, Elsevier, vol. 26(6), pages 1184-1192, November.
- Juan Carlos Cuestas & Luís A. Gil-Alana, 2009. "Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes," NBS Discussion Papers in Economics 2009/3, Economics, Nottingham Business School, Nottingham Trent University.
- Luis A. Gil-Alana & Juan C. Cuesta, 2009. "Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change," Faculty Working Papers 07/09, School of Economics and Business Administration, University of Navarra.
- Nakagawa, Hironobu, 2002. "Real exchange rates and real interest differentials: implications of nonlinear adjustment in real exchange rates," Journal of Monetary Economics, Elsevier, vol. 49(3), pages 629-649, April.
- Canzoneri, Matthew B. & Cumby, Robert E. & Diba, Behzad, 1999.
"Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries,"
Journal of International Economics, Elsevier, vol. 47(2), pages 245-266, April.
- Matthew B. Canzoneri & Robert E. Cumby & Behzad Diba, 1996. "Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries," NBER Working Papers 5676, National Bureau of Economic Research, Inc.
- Canzoneri, Matthew B & Cumby, Robert & Diba, Behzad, 1996. "Relative Labour Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries," CEPR Discussion Papers 1464, C.E.P.R. Discussion Papers.
- Mihir A. Desai & James R. Hines, Jr., 1999.
"Excess Capital Flows and the Burden of Inflation in Open Economies,"
NBER Chapters, in: The Costs and Benefits of Price Stability, pages 235-272,
National Bureau of Economic Research, Inc.
- Mihir A. Desai & James R. Hines Jr., 1997. "Excess Capital Flows and the Burden of Inflation in Open Economies," NBER Working Papers 6064, National Bureau of Economic Research, Inc.
- Jaebeom Kim, 2004. "Short run real exchange rate dynamics: a SUR approach," Applied Economics Letters, Taylor & Francis Journals, vol. 11(14), pages 909-913.
- Verkooijen,W. & Plasmans,J. & Daniels,H., 1995.
"Long-run Exchange Rate Determination:a Neural Network Study,"
Papers
95109, Tilburg - Center for Economic Research.
- Verkooijen, W.J.H. & Plasmans, J.E.J. & Daniëls, H.A.M., 1995. "Long-run exchange rate determination: A neural network study," SESO Working Papers 1995017, University of Antwerp, Faculty of Business and Economics.
- Verkooijen, W.J.H. & Plasmans, J.E.J. & Daniels, H.A.M., 1995. "Long-run exchange rate determination : A neural network study," Discussion Paper 1995-109, Tilburg University, Center for Economic Research.
- Cheung, Yin-Wong & Lai, Kon S., 2000. "On the purchasing power parity puzzle," Journal of International Economics, Elsevier, vol. 52(2), pages 321-330, December.
- Engel, Charles & Hendrickson, Michael K. & Rogers, John H., 1997.
"Intranational, Intracontinental, and Intraplanetary PPP,"
Journal of the Japanese and International Economies, Elsevier, vol. 11(4), pages 480-501, December.
- Charles Engel & Michael K. Hendrickson & John H. Rogers, 1997. "Intra-National, Intra-Continental, and Intra-Planetary PPP," NBER Working Papers 6069, National Bureau of Economic Research, Inc.
- Charles Engel & Michael K. Hendrickson & John H. Rogers, 1997. "Intra-national, intra-continental, and intra-planetary PPP," International Finance Discussion Papers 589, Board of Governors of the Federal Reserve System (U.S.).
- Georgios Chortareas & George Kapetanios, 2013.
"How Puzzling Is The Ppp Puzzle? An Alternative Half‐Life Measure Of Convergence To Ppp,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 435-457, April.
- Georgios Chortareas & George Kapetanios, 2004. "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP," Working Papers 522, Queen Mary University of London, School of Economics and Finance.
- Georgios Chortareas & George Kapetanios, 2005. "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of convergence to PPP," Money Macro and Finance (MMF) Research Group Conference 2005 36, Money Macro and Finance Research Group.
- Georgios Chortareas & George Kapetanios, 2004. "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP," Working Papers 522, Queen Mary University of London, School of Economics and Finance.
- Chen, Natalie, 2004.
"The behaviour of relative prices in the European Union: A sectoral analysis,"
European Economic Review, Elsevier, vol. 48(6), pages 1257-1286, December.
- Chen, Natalie, 2002. "The Behaviour of Relative Prices in the European Union: A Sectoral Analysis," CEPR Discussion Papers 3320, C.E.P.R. Discussion Papers.
- António Portugal Duarte, 2005.
"Purchasing power parity: an empirical study of three EMU countries,"
International Finance
0505010, University Library of Munich, Germany.
- António Portugal Duarte, 2005. "Purchasing power parity: an empirical study of three EMU countries," International Trade 0505005, University Library of Munich, Germany.
- Curran, Michael & Velic, Adnan, 2019.
"Real exchange rate persistence and country characteristics: A global analysis,"
Journal of International Money and Finance, Elsevier, vol. 97(C), pages 35-56.
- Michael Patrick Curran & Adnan Velic, 2016. "Real Exchange Rate Persistence and Country Characteristics," Villanova School of Business Department of Economics and Statistics Working Paper Series 31, Villanova School of Business Department of Economics and Statistics.
- Michael Curran & Adnan Velic, 2017. "Real Exchange Rate Persistence and Country Characteristics," Trinity Economics Papers tep0917, Trinity College Dublin, Department of Economics.
- Jose M. Campa & Holger C. Wolf, 1997. "Is Real Exchange Rate Mean Reversion Caused By Arbitrage?," NBER Working Papers 6162, National Bureau of Economic Research, Inc.
- Walter Enders & Selahattin Dibooglu, 2001. "Long‐Run Purchasing Power Parity with Asymmetric Adjustment," Southern Economic Journal, John Wiley & Sons, vol. 68(2), pages 433-445, October.
- Jonathan McCarthy, 2007.
"Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies,"
Eastern Economic Journal, Eastern Economic Association, vol. 33(4), pages 511-537, Fall.
- J. McCarthy, 1999. "Pass-through of exchange rates and import prices to domestic inflation in some industrialised economies," BIS Working Papers 79, Bank for International Settlements.
- Jonathan McCarthy, 2000. "Pass-through of exchange rates and import prices to domestic inflation in some industrialized economies," Staff Reports 111, Federal Reserve Bank of New York.
- Goldberg, Pinelopi K. & Verboven, Frank, 2005.
"Market integration and convergence to the Law of One Price: evidence from the European car market,"
Journal of International Economics, Elsevier, vol. 65(1), pages 49-73, January.
- Pinelopi K. Goldberg & Frank Verboven, 2001. "Market Integration and Convergence to the Law of One Price: Evidence from the European Car Market," NBER Working Papers 8402, National Bureau of Economic Research, Inc.
- Verboven, Frank & Goldberg, Pinelopi, 2001. "Market Integration and Convergence to the Law of One Price: Evidence from the European Car Market," CEPR Discussion Papers 2926, C.E.P.R. Discussion Papers.
- Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June.
- 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.
- Uppal, Raman & Sercu, Piet & Apte, Prakesh, 2002. "The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests," CEPR Discussion Papers 3343, C.E.P.R. Discussion Papers.
- Verkooijen, W.J.H. & Plasmans, J.E.J. & Daniels, H.A.M., 1995. "Long-run exchange rate determination : A neural network study," Other publications TiSEM 78daf6e2-068d-4295-8856-4, Tilburg University, School of Economics and Management.
- Fischer, Christoph, 2004. "PPP: a Disaggregated View," Discussion Paper Series 1: Economic Studies 2004,07, Deutsche Bundesbank.
- Rodolfo Helg & Massimiliano Serati, "undated".
"Does the PPP need the UIP?,"
Working Papers
97, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Rodolfo Helg & Massimiliano Serati, 1996. "Does the PPP need the UIP?," LIUC Papers in Economics 30, Cattaneo University (LIUC).
- Stephen Cecchetti & Nelson C. Mark & Robert Sonora, 1998.
"Price Level Convergence Among United States Cities: Lessons for the European Central Bank,"
Working Papers
32, Oesterreichische Nationalbank (Austrian Central Bank).
- Stephen Cecchetti & Nelson C. Mark & Robert Sonora, 1999. "Price Level Convergence Among United States Cities: Lessons for the European Central Bank," Working Papers 99-01, Ohio State University, Department of Economics.
- Stephen G. Cecchetti & Nelson C. Mark & Robert J. Sonora, 2000. "Price Level Convergence Among United States Cities: Lessons for the European Central Bank," NBER Working Papers 7681, National Bureau of Economic Research, Inc.
- Hernández, María Florencia, 2023. "Análisis del pass-through del tipo de cambio a la inflación en Argentina (2003-2020): un enfoque empírico," Nülan. Deposited Documents 4016, Universidad Nacional de Mar del Plata, Facultad de Ciencias Económicas y Sociales, Centro de Documentación.
- Yihui Lan, 2001. "The Explosion of Purchasing Power Parity," Economics Discussion / Working Papers 01-22, The University of Western Australia, Department of Economics.
- Sonora, Robert J., 2008.
"Bivariate relative city price convergence in the United States: 1918-1997,"
Review of Financial Economics, Elsevier, vol. 17(2), pages 92-111.
- Robert J. Sonora, 2008. "Bivariate relative city price convergence in the United States: 1918–1997," Review of Financial Economics, John Wiley & Sons, vol. 17(2), pages 92-111.
- Frankel, Jeffrey A. & Rose, Andrew K., 1996.
"A panel project on purchasing power parity: Mean reversion within and between countries,"
Journal of International Economics, Elsevier, vol. 40(1-2), pages 209-224, February.
- Jeffrey A. Frankel and Andrew K. Rose., 1995. "A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries," Center for International and Development Economics Research (CIDER) Working Papers C95-052, University of California at Berkeley.
- Frankel, Jeffrey A & Rose, Andrew K, 1995. "A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries," CEPR Discussion Papers 1128, C.E.P.R. Discussion Papers.
- Frankel, Jeffrey A. & Rose, Andrew K., 1995. "A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries," Center for International and Development Economics Research (CIDER) Working Papers 233411, University of California-Berkeley, Department of Economics.
- Jeffrey A. Frankel & Andrew K. Rose, 1995. "A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries," NBER Working Papers 5006, National Bureau of Economic Research, Inc.
- Verkooijen, W.J.H., 1996. "Neural networks in economic modelling : An empirical study," Other publications TiSEM ac7fb331-dff8-4337-a488-7, Tilburg University, School of Economics and Management.
- Michael M. Knetter, 1997. "The Segmentation of International Markets: Evidence from The Economist," NBER Working Papers 5878, National Bureau of Economic Research, Inc.
- Goldberg, Pinelopi Koujianou & Knetter, Michael M., 1999.
"Measuring the intensity of competition in export markets,"
Journal of International Economics, Elsevier, vol. 47(1), pages 27-60, February.
- Pinelopi K. Goldberg & Michael M. Knetter, 1995. "Measuring the Intensity of Competition in Export Markets," NBER Working Papers 5226, National Bureau of Economic Research, Inc.
- Juan Carlos Cuestas & Estefania Mourelle, 2011.
"Nonlinearities in real exchange rate determination: do African exchange rates follow a random walk?,"
Applied Economics, Taylor & Francis Journals, vol. 43(2), pages 243-258.
- Juan Carlos Cuestas & Estefania Mourelle, 2008. "Nonlinearities in real exchange rate determination: do African exchange rates follow a radom walk?," NBS Discussion Papers in Economics 2008/8, Economics, Nottingham Business School, Nottingham Trent University.
- Husted, Steven & MacDonald, Ronald, 1998. "Monetary-based models of the exchange rate: a panel perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(1), pages 1-19, January.
- Takao FUKUCHI & Suminori TOKUNAGA, 1999. "Simulation Analysis Of Exchange Rate Dynamics: The Case Of Indonesia," The Developing Economies, Institute of Developing Economies, vol. 37(1), pages 35-58, March.
- Engel, Charles, 2000.
"Long-run PPP may not hold after all,"
Journal of International Economics, Elsevier, vol. 51(2), pages 243-273, August.
- Charles Engel, 1996. "Long-Run PPP May Not Hold After All," NBER Working Papers 5646, National Bureau of Economic Research, Inc.
- Charles Engel, 1998. "Long-Run PPP May Not Hold After All," Working Papers 0050, University of Washington, Department of Economics.
- Engel, C., 1996. "Long-Run PPP May Not Hold After All," Working Papers 96-05, University of Washington, Department of Economics.
- Engel, C., 1996. "Long-Run PPP May Not Hold After All," Discussion Papers in Economics at the University of Washington 96-05, Department of Economics at the University of Washington.
- Charles Engel, 1998. "Long-Run PPP May Not Hold After All," Discussion Papers in Economics at the University of Washington 0050, Department of Economics at the University of Washington.
- Alan M. Taylor, 2002.
"A Century Of Purchasing-Power Parity,"
The Review of Economics and Statistics, MIT Press, vol. 84(1), pages 139-150, February.
- Alan M. Taylor, 2000. "A Century of Purchasing-Power Parity," NBER Working Papers 8012, National Bureau of Economic Research, Inc.
- repec:bla:jcmkts:v:44:y:2006:i::p:563-580 is not listed on IDEAS
- Beckmann, Joscha, 2013.
"Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices,"
The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 176-190.
- Beckmann, Joscha, 2011. "Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices," Ruhr Economic Papers 272, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Okimoto, Tatsuyoshi & Shimotsu, Katsumi, 2010.
"Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity,"
Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 395-411, September.
- OKIMOTO, Tatsuyoshi & 沖本, 竜義 & SHIMOTSU, Katsumi & 下津, 克己, 2010. "Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity," Discussion Papers 2010-06, Graduate School of Economics, Hitotsubashi University.
- Kopano Matšaseng, 2008. "Price Flexibility In The Common Monetary Area," South African Journal of Economics, Economic Society of South Africa, vol. 76(2), pages 176-188, June.
- Guillaume Gaulier & Séverine Haller, 2003.
"Les prix automobile dans l'Union Européenne : y a-t-il eu convergence depuis 1993 ?,"
Economie & Prévision, La Documentation Française, vol. 157(1), pages 83-96.
- Séverine Haller & Guillaume Gaulier, 2003. "Les prix automobile dans l’Union européenne : y a-t-il eu convergence depuis 1993 ?," Économie et Prévision, Programme National Persée, vol. 157(1), pages 83-96.
- Strauss, Jack, 1999. "Productivity differentials, the relative price of non-tradables and real exchange rates," Journal of International Money and Finance, Elsevier, vol. 18(3), pages 383-409.
- Flores, Renato & Jorion, Philippe & Preumont, Pierre-Yves & Szafarz, Ariane, 1999.
"Multivariate unit root tests of the PPP hypothesis,"
Journal of Empirical Finance, Elsevier, vol. 6(4), pages 335-353, October.
- Renato Flôres & Philippe Jorion & Pierre-Yves Preumont & Ariane Szafarz, 1999. "Multivariate Unit root Tests of the PPP Hypothesis," ULB Institutional Repository 2013/711, ULB -- Universite Libre de Bruxelles.
- Juan Carlos Cuestas & Paulo José Regis, 2008.
"Testing for PPP in Australia: Evidence from unit root test against nonlinear trend stationarity alternatives,"
Economics Bulletin, AccessEcon, vol. 3(27), pages 1-8.
- Juan Carlos Cuestas & Paulo Jose Regis, 2008. "Testing for PPP in Australia: evidence from unit root tests against nonlinear trend stationarity alternatives," NBS Discussion Papers in Economics 2008/3, Economics, Nottingham Business School, Nottingham Trent University.
- Imed Drine & Christophe Rault, 2003. "A re-examination of the Purchasing Power Parity using non-stationary dynamic panel methods : a comparative approach for developing and developed countries," William Davidson Institute Working Papers Series 2003-570, William Davidson Institute at the University of Michigan.
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- Papell, David H., 1997. "Searching for stationarity: Purchasing power parity under the current float," Journal of International Economics, Elsevier, vol. 43(3-4), pages 313-332, November.
- Kwok Tong Soo, 2016. "Are hamburgers harmless?," Working Papers 127876397, Lancaster University Management School, Economics Department.
- Charles Engel & John H. Rogers, 1998.
"Relative Price Volatility: What Role Does the Border Play?,"
Discussion Papers in Economics at the University of Washington
0061, Department of Economics at the University of Washington.
- Charles Engel & John H. Rogers, 1998. "Relative Price Volatility: What Role Does the Border Play?," Working Papers 0061, University of Washington, Department of Economics.
- Charles Engel & John H. Rogers, 1998. "Relative price volatility: what role does the border play?," International Finance Discussion Papers 623, Board of Governors of the Federal Reserve System (U.S.).
- Menzie Chinn, 1995. "Whither the Yen? Implications of an intertemporal model of the Yen/Dollar rate," International Finance 9508001, University Library of Munich, Germany, revised 28 Aug 1995.
- Albuquerque, Christiane Rocha & Portugal, Marcelo S., 2006. "Testing Nonlinearities between Brazilian Exchange Rate and Inflation Volatilities," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 60(4), February.
- Kakkar, Vikas & Ogaki, Masao, 1999. "Real exchange rates and nontradables: A relative price approach," Journal of Empirical Finance, Elsevier, vol. 6(2), pages 193-215, April.
- Lian An & Jian Wang, 2012.
"Exchange Rate Pass-Through: Evidence Based on Vector Autoregression with Sign Restrictions,"
Open Economies Review, Springer, vol. 23(2), pages 359-380, April.
- An, Lian, 2006. "Exchange Rate Pass-Through:Evidence Based on Vector Autoregression with Sign Restrictions," MPRA Paper 527, University Library of Munich, Germany.
- Lian An & Jian Wang, 2011. "Exchange rate pass-through: evidence based on vector autoregression with sign restrictions," Globalization Institute Working Papers 70, Federal Reserve Bank of Dallas.
- Simeon Coleman & Juan Carlos Cuestas, 2024.
"On the evolution of competitiveness in Central and Eastern Europe: Is it broken?,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2911-2926, July.
- Juan Carlos Cuestas, 2019. "On the evolution of competitiveness in Central and Eastern Europe: is it broken?," Bank of Estonia Working Papers wp2019-07, Bank of Estonia, revised 29 Oct 2019.
- Juan Carlos Cuestas, 2019. "On the evolution of competitiveness in Central and Eastern Europe: Is it broken?," Working Papers 2019/07, Economics Department, Universitat Jaume I, Castellón (Spain).
- Kleimeier, Stefanie & Sander, Harald, 2000. "Regionalisation versus globalisation in European financial market integration: Evidence from co-integration analyses," Journal of Banking & Finance, Elsevier, vol. 24(6), pages 1005-1043, June.
- Chin-Ping King, 2012. "Half Life of the Real Exchange Rate: Evidence from the Nonlinear Approach in Emerging Economies," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 8(1), pages 1-23, January.
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- M.Abimbola OYINLOLA & Luwatosin ADENIYI & Nd Festus O.EGWAIKHIDE*, 2011. "Purchasing Power Parity Hypothesis in the Selected African Countries," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 21, pages 93-110.
- Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006.
"The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp135, IIIS.
- Ekaterini Panopoulou & Dimitrios Malliaropulos & Theologos Pantelidis & Nikitas Pittis, 2006. "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," Economics Department Working Paper Series n1640306, Department of Economics, National University of Ireland - Maynooth.
- Tatsuyoshi Okimoto & Katsumi Shimotsu, 2007. "Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity," Working Paper 1138, Economics Department, Queen's University.
- L. Achy, 2003. "Parity reversion persistence in real exchange rates: middle income country case," Applied Economics, Taylor & Francis Journals, vol. 35(5), pages 541-553.
- Jack Strauss, 1998. "Relative Price Determination in the Medium Run: The Influence of Wages, Productivity, and International Prices," Southern Economic Journal, John Wiley & Sons, vol. 65(2), pages 223-244, October.
- Yan, Beiling, 2002. "Purchasing Power Parity: A Canada/U.S. Exploration," Economic Analysis (EA) Research Paper Series 2002002e, Statistics Canada, Analytical Studies Branch.
- Ming-Jen Chang & Chang-Ching Lin & Shou-Yung Yin, 2013.
"The Behaviour of Real Exchange Rates: The Case of Japan,"
Pacific Economic Review, Wiley Blackwell, vol. 18(4), pages 530-545, October.
- Chang, Ming Jen & Lin, Chang Ching & Yin, Shou-Yung, 2011. "The behavior of real exchange rates: the case of Japan," MPRA Paper 35447, University Library of Munich, Germany.
- Lambelet, Jean-Christian & Mihailov, Alexander, 2005.
"The Triple-Parity Law,"
Economics Discussion Papers
8896, University of Essex, Department of Economics.
- Jean-Christian Lambelet & Alexander Mihailov, 2006. "The Triple-Parity Law," Computing in Economics and Finance 2006 33, Society for Computational Economics.
- Megumi Kubota, "undated". "Real Exchange Rate Misalignments: Theoretical Modelling and Empirical Evidence," Discussion Papers 09/24, Department of Economics, University of York.
- Betts, Caroline & Devereux, Michael B., 2000. "Exchange rate dynamics in a model of pricing-to-market," Journal of International Economics, Elsevier, vol. 50(1), pages 215-244, February.
- Reza Siregar, 2011.
"The Concepts of Equilibrium Exchange Rate: A Survey of Literature,"
Staff Papers,
South East Asian Central Banks (SEACEN) Research and Training Centre, number sp81, April.
- Siregar, Reza, 2011. "The Concepts of Equilibrium Exchange Rate: A Survey of Literature," MPRA Paper 28987, University Library of Munich, Germany.
- Pinelopi Koujianou Goldberg & Michael M. Knetter, 1997.
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