IDEAS home Printed from https://ideas.repec.org/r/nbr/nberwo/8012.html
   My bibliography  Save this item

A Century of Purchasing-Power Parity

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Mohsen Bahmani-Oskooee & Ali M. Kutan & Su Zhou, 2009. "A century of PPP: supportive results from nonlinear unit root tests," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 11(1), pages 19-27.
  2. Karaman, K. Kıvanç & Pamuk, Şevket & Yıldırım-Karaman, Seçil, 2020. "Money and monetary stability in Europe, 1300–1914," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 279-300.
  3. Augustine C. Arize & Ioannis N. Kallianiotis & Ebere Ume Kalu & John Malindretos & Moschos Scoullis, 2017. "A Multitude of Econometric Tests: Forecasting the Dutsch Guilder," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(9), pages 94-101, September.
  4. Jomana Amara, 2011. "Testing for stationarity using covariates: an application to purchasing power parity," Applied Economics Letters, Taylor & Francis Journals, vol. 18(13), pages 1295-1301.
  5. Raphael Becker & Sergey Nigai & Tobias Seidel, 2023. "Integrated versus segmented markets: Implications for export pricing and welfare," Review of International Economics, Wiley Blackwell, vol. 31(4), pages 1199-1221, September.
  6. Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong, 2003. "Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia," International Finance 0312001, University Library of Munich, Germany.
  7. Camarero, Mariam & Carrion-i-Silvestre, Josep Lluís & Tamarit, Cecilio, 2013. "Global imbalances and the intertemporal external budget constraint: A multicointegration approach," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5357-5372.
  8. Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2022. "The time-varying risk price of currency portfolios," Journal of International Money and Finance, Elsevier, vol. 124(C).
  9. Al-Zoubi, Haitham A., 2008. "The long swings in the spot exchange rates and the complex unit roots hypothesis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(3), pages 236-244, July.
  10. Martin Mandel & Vladimír Tomšík, 2008. "Real Exchange Rate of the Czech Koruna and the Prices of Non-tradable Goods and Services [Reálný kurz české koruny a ceny mezinárodně neobchodovatelných statků]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2008(3), pages 3-12.
  11. Jo‐wei Wu & Jyh‐Lin Wu, 2018. "Does The Launch Of The Euro Hinder The Current Account Adjustment Of The Eurozone?," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 1116-1135, April.
  12. María Gadea & Marcela Sabaté, 2004. "The European Periphery in the Era of the Gold Standard: The Case of the Spanish Peseta and the Pound Sterling from 1883 to 1931," Open Economies Review, Springer, vol. 15(1), pages 63-85, January.
  13. Anna Larsson, 2004. "The Swedish real exchange rate under different currency regimes," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 140(4), pages 706-727, December.
  14. Jeffrey Frankel, 2021. "Systematic Managed Floating," World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 5, pages 160-221, World Scientific Publishing Co. Pte. Ltd..
  15. Kim, Hyeongwoo & Ryu, Deockhyun, 2015. "A nonparametric study of real exchange rate persistence over a century," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 406-418.
  16. Guglielmo Maria Caporale & Christoph Hanck, 2010. "Are PPP tests erratically behaved? Some panel evidence," International Review of Applied Economics, Taylor & Francis Journals, vol. 24(2), pages 203-221.
  17. Lopez, Claude & Murray, Christian J & Papell, David H, 2005. "State of the Art Unit Root Tests and Purchasing Power Parity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(2), pages 361-369, April.
  18. Hong, Seung Hyun & Phillips, Peter C. B., 2010. "Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 96-114.
  19. Robert Kelm, 2017. "The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(1), pages 1-27, March.
  20. Bergin, Paul R. & Glick, Reuven & Wu, Jyh-Lin, 2014. "Mussa redux and conditional PPP," Journal of Monetary Economics, Elsevier, vol. 68(C), pages 101-114.
  21. Bergin, Paul R. & Glick, Reuven & Wu, Jyh-Lin, 2017. "“Conditional PPP” and real exchange rate convergence in the euro area," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 78-92.
  22. Frederick Wallace, 2013. "Cointegration tests of purchasing power parity," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 149(4), pages 779-802, December.
  23. Guglielmo Maria Caporale & Christoph Hanck, 2009. "Cointegration tests of PPP: do they also exhibit erratic behaviour?," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 9-15.
  24. Macchiarelli, Corrado, 2014. "Bond market co-movements, expected inflation and the GBP-USD equilibrium real exchange rate," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 242-256.
  25. Meher Manzur, 2018. "Exchange rate economics is always and everywhere controversial," Applied Economics, Taylor & Francis Journals, vol. 50(3), pages 216-232, January.
  26. Michael Fidora & Claire Giordano & Martin Schmitz, 2021. "Real Exchange Rate Misalignments in the Euro Area," Open Economies Review, Springer, vol. 32(1), pages 71-107, February.
  27. Alfredo Martín‐Oliver & Vicente Salas‐Fumás & Jesús Saurina, 2007. "A Test of the Law of One Price in Retail Banking," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 2021-2040, December.
  28. Sungju Chun & Pierre Perron, 2013. "Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3512-3528, August.
  29. John Y. Campbell & Luis M. Viceira & Joshua S. White, 2003. "Foreign Currency for Long-Term Investors," Economic Journal, Royal Economic Society, vol. 113(486), pages 1-25, March.
  30. Calderon, Cesar & Schmidt-Hebbel, Klaus, 2003. "Macroeconomic policies and performance in Latin America," Journal of International Money and Finance, Elsevier, vol. 22(7), pages 895-923, December.
  31. Claude Lopez & Christian J. Murray & David H. Papell, 2013. "Median-unbiased estimation in DF-GLS regressions and the PPP puzzle," Applied Economics, Taylor & Francis Journals, vol. 45(4), pages 455-464, February.
  32. Kim, Hyeongwoo & Moh, Young-Kyu, 2010. "A century of purchasing power parity confirmed: The role of nonlinearity," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1398-1405, November.
  33. Rod Cross & Victor Kozyakin & Brian O'Callaghan & Alexei Pokrovskii & Alexey Pokrovskiy, 2012. "Periodic Sequences Of Arbitrage: A Tale Of Four Currencies," Metroeconomica, Wiley Blackwell, vol. 63(2), pages 250-294, May.
  34. Jeffrey Frankel, 2011. "A Comparison Of Product Price Targeting And Other Monetary Anchor Options, For Commodity Exporters In Latin America," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2011), pages 1-70, August.
  35. Kenneth A. Froot & Michael Kim & Kenneth Rogoff, 2019. "The Law of One Price Over 700 Years," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 1-35, May.
  36. Pedro Isaac Chávez López, 2014. "Paridad de poder de compra, cambios estructurales y memoria larga: una aplicación para el caso de México," Graduate theses (Spanish) TESG001, CIDE, División de Economía.
  37. Augustine C. Arize & John Malindretos & Tao Guo & Demetri Tsanacas & Lawrence Verzani, 2019. "Prognostications With Applications to the British Pound," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 10(4), pages 143-151, July.
  38. Erik Alencar de Figueiredo & André de Mattos Marques, 2013. "Testing absolute PPP hypothesis for twenty countries through the skeleton from a SETAR model- some new evidence," Série Textos para Discussão (Working Papers) 16, Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba.
  39. Yanping Chong & Òscar Jordà & Alan M. Taylor, 2012. "The Harrod–Balassa–Samuelson Hypothesis: Real Exchange Rates And Their Long‐Run Equilibrium," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 609-634, May.
  40. Ahmad, Ahmad Hassan & Aworinde, Olalekan Bashir, 2016. "The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 144-159.
  41. 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.
  42. H. Peter Boswijk & Franc Klaassen, 2005. "Why Frequency Matters for Unit Root Testing," Tinbergen Institute Discussion Papers 04-119/4, Tinbergen Institute.
  43. Hiroyuki IMAI, 2010. "Hong Kong'S Inflation And Deflation Under The Us Dollar Peg: The Balassa‐Samuelson Effect Or Export Price Shocks?," The Developing Economies, Institute of Developing Economies, vol. 48(3), pages 319-344, September.
  44. Rod Tyers & Ying Zhang, 2014. "Real exchange rate determination and the China puzzle," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 28(2), pages 1-32, November.
  45. Prodan, Ruxandra, 2008. "Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 50-65, January.
  46. Maican, Florin G. & Sweeney, Richard J., 2013. "Real exchange rate adjustment in European transition countries," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 907-926.
  47. Koziol, Philipp, 2014. "Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 459-472.
  48. Angelos Kanas, 2009. "Real exchange rate, stationarity, and economic fundamentals," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(4), pages 393-409, October.
  49. Jorge Miranda P., 2013. "Deviation of the purchasing power parity hypothesis and equilibrium real exchange rate: Chile 1986-2011," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 16(3), pages 04-31, December.
  50. Grossmann, Axel & Kim, Jintae, 2022. "The impact of U.S. dollar movements and U.S. dollar states on non-perishable commodity prices," Research in International Business and Finance, Elsevier, vol. 61(C).
  51. Douglas L. Campbell, 2014. "Through the Looking Glass: A WARPed View of Real Exchange Rate History," Working Papers w0210, Center for Economic and Financial Research (CEFIR).
  52. David Silvera, 2010. "The Antecedents and Consequences of Defensive Attributions inProduct-Harm Crises," Working Papers 0012, College of Business, University of Texas at San Antonio.
  53. Narayan, Paresh Kumar, 2008. "The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(2), pages 137-146, April.
  54. Chien-Fu Chen & Chien-an Andy Wang & Chung-Hua Shen, 2007. "Does PPP hold for Big Mac price or consumer price index? Evidence from panel cointegration," Economics Bulletin, AccessEcon, vol. 6(16), pages 1-15.
  55. Kleopatra Nikolaou, 2007. "The behaviour of the real exchange rate: Evidence from regression quantiles," Money Macro and Finance (MMF) Research Group Conference 2006 46, Money Macro and Finance Research Group.
  56. Smeekes, S., 2011. "Bootstrap sequential tests to determine the stationary units in a panel," Research Memorandum 003, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  57. Mark Holmes & Jesús Otero & Theodore Panagiotidis, 2012. "PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks," Open Economies Review, Springer, vol. 23(5), pages 767-783, November.
  58. Sabaté, Marcela & Fillat, Carmen & Gracia, Ana Belén, 2011. "A gravity criterium for discriminating traditional protection measures," Economics Letters, Elsevier, vol. 111(1), pages 50-53, April.
  59. Luis A. Gil-Alana & Jiang Liang, 2011. "The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency," Faculty Working Papers 13/11, School of Economics and Business Administration, University of Navarra.
  60. Jyh‐Lin Wu & Pei‐Fen Chen & Ching‐Nun Lee, 2009. "Purchasing Power Parity, Productivity Differentials And Non‐Linearity," Manchester School, University of Manchester, vol. 77(3), pages 271-287, June.
  61. Campbell, Douglas L., 2016. "Measurement matters: Productivity-adjusted weighted average relative price indices," Journal of International Money and Finance, Elsevier, vol. 61(C), pages 45-81.
  62. 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.
  63. Lopez, Claude, 2008. "Evidence of purchasing power parity for the floating regime period," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 156-164, February.
  64. Claire Giordano, 2021. "How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(3), pages 365-404, July.
  65. Olalekan Bashir Aworinde, 2014. "Are Bilateral Real Exchange Rates Stationary? Empirical Evidence from Nigeria," Economics Bulletin, AccessEcon, vol. 34(1), pages 271-286.
  66. Christidou, Maria & Panagiotidis, Theodore, 2010. "Purchasing Power Parity and the European single currency: Some new evidence," Economic Modelling, Elsevier, vol. 27(5), pages 1116-1123, September.
  67. repec:ebl:ecbull:v:6:y:2007:i:16:p:1-15 is not listed on IDEAS
  68. César Calderón & Roberto Duncan, 2003. "Purchasing power parity in an emerging market economy: a long- span study for Chile," Estudios de Economia, University of Chile, Department of Economics, vol. 30(1 Year 20), pages 103-132, June.
  69. Sarno, Lucio & Valente, Giorgio, 2006. "Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3147-3169, November.
  70. Astorga, Pablo, 2012. "Mean reversion in long-horizon real exchange rates: Evidence from Latin America," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1529-1550.
  71. Frankel, Jeffrey, 2010. "Monetary Policy in Emerging Markets," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 25, pages 1439-1520, Elsevier.
  72. Christian Dreger & Eric Girardin, 2007. "Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates?," Discussion Papers of DIW Berlin 746, DIW Berlin, German Institute for Economic Research.
  73. Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," Economic Inquiry, Western Economic Association International, vol. 42(2), pages 179-193, April.
  74. Renu Kohli, 2004. "Real Exchange Rate Stationarity in Managed Floats: Evidence from India," International Finance 0405011, University Library of Munich, Germany.
  75. Mohsen Bahmani-Oskooee & Ali Kutan & Su Zhou, 2009. "Towards solving the PPP puzzle: evidence from 113 countries," Applied Economics, Taylor & Francis Journals, vol. 41(24), pages 3057-3066.
  76. Hyeongwoo Kim & Young-Kyu Moh, 2012. "The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 18(4), pages 1-22, December.
  77. Lucio Sarno, 2005. "Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(3), pages 673-708, August.
  78. Kim, Hyeongwoo & Moh, Young-Kyu, 2012. "Examining the evidence of purchasing power parity by recursive mean adjustment," Economic Modelling, Elsevier, vol. 29(5), pages 1850-1857.
  79. Roberto Duncan, 2015. "Simple Models to Understand and Teach Business Cycle Macroeconomics for Emerging Market and Developing Economies," Working Papers 49, Peruvian Economic Association.
  80. G. Everaert, 2007. "Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/452, Ghent University, Faculty of Economics and Business Administration.
  81. Kim, Hyeongwoo, 2012. "VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 223-238.
  82. Frederick H Wallace & Daniel Ventosa-santaulària & Manuel Gómez-zaldívar, 2014. "Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis?," Economics Bulletin, AccessEcon, vol. 34(1), pages 395-399.
  83. P. S. Sephton, 2010. "Unit roots and purchasing power parity: another kick at the can," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3439-3453.
  84. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006. "Purchasing Power Parity: The Irish Experience Re-visited," Trinity Economics Papers tep200615, Trinity College Dublin, Department of Economics.
  85. Frederick H. Wallace, 2017. "Purchasing power parity in Mexico since 1933," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-18, December.
  86. 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.
  87. Miguel Carvalho & Paulo Júlio, 2012. "Digging out the PPP hypothesis: an integrated empirical coverage," Empirical Economics, Springer, vol. 42(3), pages 713-744, June.
  88. Paul Cashin & C. John McCDermott, 2002. "The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability," IMF Staff Papers, Palgrave Macmillan, vol. 49(2), pages 1-2.
  89. Weshah Razzak, 2018. "The Purchasing Power Parity Puzzle: An Update," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 61(2), pages 77-104.
  90. Wallace, Frederick H. & Shelley, Gary L., 2006. "An alternative test of purchasing power parity," Economics Letters, Elsevier, vol. 92(2), pages 177-183, August.
  91. Frederick Wallace, 2008. "Nonlinear unit root tests of PPP using long-horizon data," Economics Bulletin, AccessEcon, vol. 6(33), pages 1-8.
  92. Christoph Hanck, 2013. "An Intersection Test for Panel Unit Roots," Econometric Reviews, Taylor & Francis Journals, vol. 32(2), pages 183-203, February.
  93. Shelley, Gary & Wallace, Frederick, 2007. "Co-movements in international dollar price levels," MPRA Paper 4133, University Library of Munich, Germany.
  94. Leonardo Villar & Pilar Esguerra, 2005. "Comercio Exterior Colombiano En El Siglo Xx," Borradores de Economia 358, Banco de la Republica de Colombia.
  95. Hanck, Christoph, 2011. "Now, whose schools are really better (or weaker) than Germany's? A multiple testing approach," Economic Modelling, Elsevier, vol. 28(4), pages 1739-1746, July.
  96. Ashima Goyal, 2014. "Purchasing Power Parity, Wages and Inflation in Emerging Markets," Foreign Trade Review, , vol. 49(4), pages 327-347, November.
  97. Dao, Mai Chi & Minoiu, Camelia & Ostry, Jonathan D., 2021. "Corporate investment and the real exchange rate," Journal of International Economics, Elsevier, vol. 131(C).
  98. William D. Craighead, 2010. "Across Time And Regimes: 212 Years Of The Us‐Uk Real Exchange Rate," Economic Inquiry, Western Economic Association International, vol. 48(4), pages 951-964, October.
  99. José Maria Fanelli & Daniel Heymann, 2003. "Monetary dilemmas: Argentina in MERCOSUR," Chapters, in: Philip Arestis & Luiz Fernando de Paula (ed.), Monetary Union in South America, chapter 8, Edward Elgar Publishing.
  100. Alejandro D. Jacobo & Simón Sosvilla‐Rivero, 2021. "An empirical examination of purchasing power parity: Argentina 1810–2016," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2064-2073, April.
  101. Matthias Lutz, 2004. "Price Convergence under EMU? First Estimates," International Economic Association Series, in: Alan V. Deardorff (ed.), The Past, Present and Future of the European Union, chapter 4, pages 48-73, Palgrave Macmillan.
  102. Daniel Fehrle, 2021. "Hedging Against Inflation: Housing vs. Equity," Discussion Paper Series 342, Universitaet Augsburg, Institute for Economics.
  103. Gawon Yoon, 2008. "Further evidence on purchasing power parity over two centuries with multiple changes in persistence," Applied Economics Letters, Taylor & Francis Journals, vol. 15(14), pages 1093-1096.
  104. Ching-Chuan Tsong, 2010. "Are Real Exchange Rates Mean Reverting in Developing Economies in Asia? A Covariate Stationarity Approach," International Economic Journal, Taylor & Francis Journals, vol. 24(3), pages 397-412.
  105. Maria Cristina T. Terra & Ana Lucia Vahia de Abreu, 2004. "Purchasing Power Parity: the Choice of Price Index," Econometric Society 2004 Latin American Meetings 247, Econometric Society.
  106. Kimakova, Alena, 2008. "The political economy of exchange rate regime determination: Theory and evidence," Economic Systems, Elsevier, vol. 32(4), pages 354-371, December.
  107. Shiu-Sheng Chen, 2012. "Does extracting inflation from stock returns solve the purchasing power parity puzzle?," Empirical Economics, Springer, vol. 42(3), pages 1097-1105, June.
  108. Sofiane Sekioua & Menelaos Karanasos, 2006. "The real exchange rate and the Purchasing Power Parity puzzle: further evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 199-211.
  109. Gawon Yoon, 2009. "Purchasing power parity and long memory," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 55-61.
  110. Chen, Shiu-Sheng & Chou, Yu-Hsi, 2015. "Revisiting the relationship between exchange rates and fundamentals," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 1-22.
  111. GUO, Qian, 2010. "The Balassa-Samuelson model of purchasing power parity and Chinese exchange rates," China Economic Review, Elsevier, vol. 21(2), pages 334-345, June.
  112. Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
  113. Lothian, James R. & McCarthy, Cornelia H., 2009. "The behavior of money and other economic variables: Two natural experiments," Journal of International Money and Finance, Elsevier, vol. 28(7), pages 1204-1220, November.
  114. David De Villiers & Andrew Phiri, 2022. "Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s)," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 31(2), pages 161-180, February.
  115. Makin, Anthony J., 2013. "Commodity prices and the macroeconomy: An extended dependent economy approach," Journal of Asian Economics, Elsevier, vol. 24(C), pages 80-88.
  116. Augustine C. Arize & Ioannis N. Kallianiotis & John Malindretos & Alexis Panayides & Cheickna Sylla, 2021. "An Econometric Study of Forecasting French Foreign Exchange Rates," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 11(1), pages 3-14.
  117. Angelos Kanas & Angelos Kotios & Panagiotis D. Zervopoulos, 2019. "Semi-parametric real exchange rates dynamics," Review of Quantitative Finance and Accounting, Springer, vol. 52(2), pages 643-656, February.
  118. Cunado, J. & Gil-Alana, L.A. & de Gracia, F. Perez, 2005. "A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2633-2654, October.
  119. Efthymios Pavlidis & Nicos Pavlidis, 2012. "Dynamic Estimation of Trade Costs from Real Exchange Rates," Working Papers 21883757, Lancaster University Management School, Economics Department.
  120. Stephen A. Gorman & Frank J. Fabozzi, 2021. "The ABC’s of the alternative risk premium: academic roots," Journal of Asset Management, Palgrave Macmillan, vol. 22(6), pages 405-436, October.
  121. Peltonen, Tuomas A. & Sager, Michael, 2009. "Productivity shocks and real exchange rate: a reappraisal," Working Paper Series 1046, European Central Bank.
  122. Byrne, Joseph P. & Sakemoto, Ryuta, 2021. "The conditional volatility premium on currency portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
  123. James R. Lothian & Mark P. Taylor, 2008. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect?," Economic Journal, Royal Economic Society, vol. 118(532), pages 1742-1763, October.
  124. Anthony J. Makin, 2019. "Optimal Monetary Policy in Inflation Targeting Open Economies," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.
  125. Wallace, Frederick & Lozano Cortés, René & Cabrera-Castellanos, Luis F., 2008. "Pruebas de cointegración de paridad de poder adquisitivo [Cointegration Tests of Purchasing Power Parity]," MPRA Paper 10011, University Library of Munich, Germany.
  126. Choudhri, Ehsan U. & Hakura, Dalia S., 2006. "Exchange rate pass-through to domestic prices: Does the inflationary environment matter?," Journal of International Money and Finance, Elsevier, vol. 25(4), pages 614-639, June.
  127. Joseph, Byrne & Sakemoto, Ryuta, 2020. "The Conditional Risk and Return Trade-Off on Currency Portfolios," MPRA Paper 99497, University Library of Munich, Germany.
  128. Axel Grossmann & Marc Simpson & Teofilo Ozuna, 2014. "Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(2), pages 235-268, April.
  129. Jair Ojeda Joya, 2009. "Purchasing Power Parity and Breaking Trend Functions in the Real Exchange Rate," Borradores de Economia 564, Banco de la Republica de Colombia.
  130. Rabe, Collin & Waddle, Andrea, 2020. "The evolution of purchasing power parity," Journal of International Money and Finance, Elsevier, vol. 109(C).
  131. Kevin Fergusson & Eckhard Platen, 2017. "Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity," Papers 1711.02808, arXiv.org.
  132. Terra, Cristina & Vahia, Ana Lucia, 2008. "A note Purchasing Power Parity and The Choice of Price Index," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 62(1), September.
  133. Schober, Dominik, 2013. "Static vs. dynamic impacts of unbundling: Electricity markets in South America," ZEW Discussion Papers 13-033, ZEW - Leibniz Centre for European Economic Research.
  134. Su Zhou, 2007. "Stationarity of Asian-Pacific real exchange rates," Working Papers 0012, College of Business, University of Texas at San Antonio.
  135. Josep Lluís Carrion‐i‐Silvestre & María Dolores Gadea, 2023. "Testing for multiple level shifts with an integrated or stationary noise component," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 801-819, September.
  136. Manuel Gómez-Zaldívar & Daniel Ventosa-Santaulària & Frederick Wallace, 2013. "The PPP hypothesis and structural breaks: the case of Mexico," Empirical Economics, Springer, vol. 45(3), pages 1351-1359, December.
  137. Maxym Chaban, 2010. "Cointegration analysis with structural breaks and deterministic trends: an application to the Canadian dollar," Applied Economics, Taylor & Francis Journals, vol. 42(23), pages 3023-3037.
  138. Qiu, Mei & Pinfold, John F. & Rose, Lawrence C., 2011. "Predicting foreign exchange movements using historic deviations from PPP," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 485-497, October.
  139. Weber, Christoph S., 2019. "The effect of central bank transparency on exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 165-181.
  140. Lo, Melody & Sunny Wong, M.C., 2006. "What explains the deviations of purchasing power parity across countries? International evidence from macro data," Economics Letters, Elsevier, vol. 91(2), pages 229-235, May.
  141. Yoon, Jong Cheol & Min, Dai Hong & Jei, Sang Young, 2020. "Purchasing power parity vs. uncovered interest rate parity for NAFTA countries: The value of incorporating time-varying parameter model," Economic Modelling, Elsevier, vol. 90(C), pages 494-500.
  142. Juan Carlos Castro Fernández & Juan Carlos Castro Fernández, 2022. "Big Recessions and Slow Recoveries," Documentos de Trabajo UEC 20128, Universidad Externado de Colombia.
  143. Lambelet, Jean-Christian & Mihailov, Alexander, 2005. "The Triple-Parity Law," Economics Discussion Papers 8896, University of Essex, Department of Economics.
  144. Sofiane H. Sekioua, 2004. "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the dominant root and half-lives of shocks," Money Macro and Finance (MMF) Research Group Conference 2004 91, Money Macro and Finance Research Group.
  145. Ahmad Zubaidi Baharumshah & Chan Tze-Haw & Stilianos Fountas, 2007. "Re-examining purchasing power parity for East-Asian currencies: 1976-2002," Applied Financial Economics, Taylor & Francis Journals, vol. 18(1), pages 75-85.
  146. Corrado Macchiarelli, 2013. "On the Joint Test of the Uncovered Interest Parity and the Ex-ante Purchasing Power Parity," Review of International Economics, Wiley Blackwell, vol. 21(3), pages 519-535, August.
  147. Muhammad Zakaria & Seemab Tanveer & Bashir Ahmad Fida & Muhammad Iftikhar ul Husnain, 2023. "Inflation Differential Pass-Through to Exchange Rate: Some Evidence From Pakistan," SAGE Open, , vol. 13(4), pages 21582440231, December.
  148. Néstor A. Le Clech, 2006. "Ajuste de los fundamentos del modelo monetario en la determinación del tipo de cambio argentino," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, vol. 44(2), pages 59-79, Diciembre.
  149. Lee, Hwa-Taek & Yoon, Gawon, 2007. "Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange Rates," Economics Working Papers 2007-24, Christian-Albrechts-University of Kiel, Department of Economics.
  150. Hai Vo, Long & Hong Vo, Duc, 2020. "Long-run dynamics of exchange rates: A multi-frequency investigation," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  151. Frederick Wallace, 2011. "Purchasing power parity in Mexico: a historical note," Applied Economics Letters, Taylor & Francis Journals, vol. 18(4), pages 349-352.
  152. repec:ebl:ecbull:v:6:y:2007:i:31:p:1-9 is not listed on IDEAS
  153. Abdalrahman AbuDalu & Elsadig Musa Ahmed, 2013. "The long and short run forcing variables of purchasing power parity of ASEAN-5," E3 Journal of Business Management and Economics., E3 Journals, vol. 4(3), pages 066-081.
  154. Ljungberg, Jonas, 2020. "The Myth of Competitive Devaluations in the 1930s," Lund Papers in Economic History 211, Lund University, Department of Economic History.
  155. Fanelli, José María, 2002. "Growth, instability and the convertibility crisis in Argentina," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
  156. Hanck, Christoph, 2006. "For Which Countries did PPP hold? A Multiple Testing Approach," Technical Reports 2006,47, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  157. Zhou, Su, 2008. "Stationarity of Asian-Pacific real exchange rates," Economics Letters, Elsevier, vol. 98(1), pages 16-22, January.
  158. Iuliana Matei, 2009. "Testing for price convergence: how close are EU New Member's States to euro zone?," Economics Bulletin, AccessEcon, vol. 29(4), pages 3083-3094.
  159. Andre Varella Mollick, 2016. "Adoption of the Gold Standard and Real Exchange Rates in the Core and Periphery, 1870–1913," International Finance, Wiley Blackwell, vol. 19(1), pages 89-107, April.
  160. Mr. Luis Catão & Mr. Solomos Solomou, 2003. "Exchange Rates in the Periphery and International Adjustment Under the Gold Standard," IMF Working Papers 2003/041, International Monetary Fund.
  161. Gadea, Maria Dolores & Gracia, Ana Belen, 2009. "European monetary integration and persistance of real exchange rates," Finance Research Letters, Elsevier, vol. 6(4), pages 242-249, December.
  162. Everaert Gerdie, 2011. "Estimation and Inference in Time Series with Omitted I(1) Variables," Journal of Time Series Econometrics, De Gruyter, vol. 2(2), pages 1-28, January.
  163. Grossmann, Axel & Orlov, Alexei G., 2022. "Exchange rate misalignments, capital flows and volatility," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
  164. Gawon Yoon, 2010. "Nonlinear mean-reversion to purchasing power parity: exponential smooth transition autoregressive models and stochastic unit root processes," Applied Economics, Taylor & Francis Journals, vol. 42(4), pages 489-496.
  165. de Roode, F.A., 2014. "Model uncertainty in financial markets : Long run risk and parameter uncertainty," Other publications TiSEM c425daf8-c7a3-4ea4-8b18-3, Tilburg University, School of Economics and Management.
  166. Ntokozo Patrick Nzimande & Marcel Kohler, 2016. "On the Validity of Purchasing Power Parity: Evidence from Energy Exporting Sub-Saharan Africa Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(3), pages 71-82, July-Sept.
  167. Nikolaos Giannellis & Minoas Koukouritakis, 2018. "Currency Misalignments in the BRIICS Countries: Fixed Vs. Floating Exchange Rates," Open Economies Review, Springer, vol. 29(5), pages 1123-1151, November.
  168. Razzak, Weshah, 2017. "The PPP Puzzle: An Update," MPRA Paper 80774, University Library of Munich, Germany.
  169. Jiang, Shifu, 2017. "The cause of an integral correction mechanism of the real exchange rate," Economics Letters, Elsevier, vol. 161(C), pages 66-70.
  170. Chen, Yao & Ward, Felix, 2019. "When do fixed exchange rates work? Evidence from the Gold Standard," Journal of International Economics, Elsevier, vol. 116(C), pages 158-172.
  171. Ljungberg, Jonas, 2019. "Nominal and Real Effective Exchange Rates for Europe, 1870-2016: Some methodological issues," Lund Papers in Economic History 200, Lund University, Department of Economic History.
  172. repec:ebl:ecbull:v:6:y:2008:i:33:p:1-8 is not listed on IDEAS
  173. Mark J.Holmes, 2002. "Are there non linearities in US: Latin American real exchange behavior," Estudios de Economia, University of Chile, Department of Economics, vol. 29(2 Year 20), pages 177-190, December.
  174. Christoph Hanck, 2009. "For which countries did PPP hold? A multiple testing approach," Empirical Economics, Springer, vol. 37(1), pages 93-103, September.
  175. Imai, Hiroyuki, 2010. "Japan's inflation under the Bretton Woods system: How large was the Balassa-Samuelson effect?," Journal of Asian Economics, Elsevier, vol. 21(2), pages 174-185, April.
  176. Jörg Breitung & Bertrand Candelon, 2005. "Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 141(1), pages 124-140, April.
  177. Kohli, Renu, 2003. "Real exchange rate stabilisation and managed floating: exchange rate policy in India, 1993-2001," Journal of Asian Economics, Elsevier, vol. 14(3), pages 369-387, June.
  178. Bangun WIDOYOKO & Ely SISWANTO & F. Danardana MURWANI, 2018. "Determining the Exchange Rate: Purchasing Power Parity - PPP," Expert Journal of Finance, Sprint Investify, vol. 6(1), pages 12-15.
  179. Ramon E. Lopez & Kevin Sepulveda, 2022. "¿Cual es el efecto de shocks de demanda interna sobre la inflacion en una economia pequena y abierta? Chile 2000-2021," Working Papers wp529, University of Chile, Department of Economics.
  180. Mei Qiu & Pinfold & Rose, 2015. "A currency preferential approach to international equity investment," Applied Economics, Taylor & Francis Journals, vol. 47(49), pages 5247-5261, October.
  181. Celentano, Danielle & Sills, Erin & Sales, Marcio & Veríssimo, Adalberto, 2012. "Welfare Outcomes and the Advance of the Deforestation Frontier in the Brazilian Amazon," World Development, Elsevier, vol. 40(4), pages 850-864.
  182. Hanck, Christoph, 2008. "An intersection test for panel unit roots," Technical Reports 2008,11, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  183. Christoph Hanck, 2012. "Multiple unit root tests under uncertainty over the initial condition: some powerful modifications," Statistical Papers, Springer, vol. 53(3), pages 767-774, August.
  184. Serttas, Fatma Ozgu, 2010. "Essays on infinite-variance stable errors and robust estimation procedures," ISU General Staff Papers 201001010800002742, Iowa State University, Department of Economics.
  185. Grossmann, Axel & Ngo, Thanh & Simpson, Marc W., 2017. "The asymmetric impact of currency purchasing power imparities on ADR mispricing," Journal of Multinational Financial Management, Elsevier, vol. 42, pages 74-94.
  186. Lucio Sarno, 2003. "Nonlinear Exchange Rate Models: A Selective Overview," Rivista di Politica Economica, SIPI Spa, vol. 93(4), pages 3-46, July-Augu.
  187. AKA, Bédia F., 2008. "Revisiting The Export-Output Nexus For Western Africa Countries: A Markov Switching Causality Approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 155-166.
  188. Ahmed Asseery, 2005. "Evidence of non-linearities in the bilateral real exchange rates of the British pound," International Economic Journal, Taylor & Francis Journals, vol. 19(1), pages 63-90.
  189. Salah Nusair, 2012. "Nonlinear adjustment of Asian real exchange rates," Economic Change and Restructuring, Springer, vol. 45(3), pages 221-246, August.
  190. Mario Gómez Aguirre & José Carlos A. Rodríguez Chávez, 2012. "Análisis de la paridad del poder de compra: evidencia empírica entre México y Estados Unidos," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 169-207.
  191. Marcos José Dal Bianco, 2008. "Argentinean real exchange rate 1900-2006, test purchasing power parity theory," Estudios de Economia, University of Chile, Department of Economics, vol. 35(1 Year 20), pages 33-64, June.
  192. Nikolaou, Kleopatra, 2006. "The behaviour of the real exchange rate: evidence from regression quantiles," Working Paper Series 667, European Central Bank.
  193. Ward, Felix & Chen, Yao, 2016. "Rigid relations: External adjustment under the Gold Standard (1880-1913)," VfS Annual Conference 2016 (Augsburg): Demographic Change 145930, Verein für Socialpolitik / German Economic Association.
  194. Chen, Show-Lin & Wu, Jyh-Lin, 2020. "Revisiting the persistence of real exchange rates," Journal of International Money and Finance, Elsevier, vol. 103(C).
  195. Yaya, OlaOluwa S & Ogbonna, Ephraim A & Furuoka, Fumitaka & Gil-Alana, Luis A., 2019. "A new unit root analysis for testing hysteresis in unemployment," MPRA Paper 96621, University Library of Munich, Germany.
  196. Jeffrey A. Frankel, 2010. "A Comparison of Monetary Anchor Options, Including Product Price Targeting, for Commodity-Exporters in Latin America," NBER Working Papers 16362, National Bureau of Economic Research, Inc.
  197. Carmen Mar? Mart?ez, 2003. "The Structural Approach of a Natrex Model on Equilibrium Exchange Rates," UFAE and IAE Working Papers 588.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  198. Mohsen Bahmani-Oskooee & Su Zhou & Ali Kutan, 2007. "A Century of Purchasing Power Parity: Further Evidence," Economics Bulletin, AccessEcon, vol. 6(31), pages 1-9.
  199. Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2021. "Análisis de la sostenibilidad del sector exterior en la OCDE con técnicas de multicointegración," Working Papers 2112, Department of Applied Economics II, Universidad de Valencia.
  200. Martin Mandel & Vladimír Tomšík, 2008. "Relativní verze teorie parity kupní síly: problémy empirické verifikace [Relative version of the theory of purchasing power parity: problems of empirical verification]," Politická ekonomie, Prague University of Economics and Business, vol. 2008(6), pages 723-738.
  201. Astorga, Pablo, 2012. "Mean reversion in long-horizon real exchange rates: Evidence from Latin America," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1529-1550.
  202. Ma, Chao, 2020. "Momentum and Reversion to Fundamentals: Are They Captured by Subjective Expectations of House Prices?," Journal of Housing Economics, Elsevier, vol. 49(C).
  203. Dimitrios Sideris, 2008. "Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939," Working Papers 66, Bank of Greece.
  204. Chen, Xiaoheng & Conley, Timothy G., 2001. "A new semiparametric spatial model for panel time series," Journal of Econometrics, Elsevier, vol. 105(1), pages 59-83, November.
  205. Mohamed Tidjane Kinda & Hamidou Barry, 2021. "Exchange rate pass‐through to import prices: Evidence from a heterogeneous panel of West African countries," Review of Development Economics, Wiley Blackwell, vol. 25(4), pages 2454-2472, November.
  206. Augustine C. Arize & Charles J. Berendt & Giuliana Campanelli Andreopoulos & Ioannis N. Kallianiotis & John Malindretos, 2017. "Foreign Currency Prognostication: Diverse Tests for Germany," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(3), pages 111-120, July.
  207. Cheng-Feng Lee & Ching-Chuan Tsong, 2011. "Covariate selection for testing purchasing power parity," Applied Economics, Taylor & Francis Journals, vol. 43(15), pages 1923-1933.
  208. David O. Cushman, 2008. "Real exchange rates may have nonlinear trends," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(2), pages 158-173.
  209. Paresh Kumar Narayan & Biman Chand Prasad, 2008. "Are shocks to real effective exchange rates permanent or transitory? Evidence from Pacific Island countries," Applied Economics, Taylor & Francis Journals, vol. 40(8), pages 1053-1060.
  210. Humphries, Debbie L. & Dearden, Kirk A. & Crookston, Benjamin T. & Woldehanna, Tassew & Penny, Mary E. & Behrman, Jere R., 2017. "Household food group expenditure patterns are associated with child anthropometry at ages 5, 8 and 12 years in Ethiopia, India, Peru and Vietnam," Economics & Human Biology, Elsevier, vol. 26(C), pages 30-41.
  211. repec:ebl:ecbull:v:6:y:2005:i:11:p:1-16 is not listed on IDEAS
  212. Wu, Jyh-Lin & Hu, Yu-Hau, 2009. "New evidence on nominal exchange rate predictability," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 1045-1063, October.
  213. López, Ramón & Sepúlveda, Kevin A., 2022. "The effects of domestic demand shocks on inflation in a small open economy: Chile in the period 2000–2021," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
  214. Wallace, Frederick, 2015. "Price Indexes are a Problem for Testing PPP," MPRA Paper 65786, University Library of Munich, Germany.
  215. Sekioua, Sofiane H., 2008. "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the largest root and the half-life," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 76-101, February.
  216. Lean Hooi Hooi & Russell Smyth, 2007. "Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks," Applied Economics, Taylor & Francis Journals, vol. 39(16), pages 2109-2120.
  217. Jomana Amara & David Papell, 2006. "Testing for Purchasing Power Parity using stationary covariates," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 29-39.
  218. Narayan Paresh K & Prasad Biman Chand, 2005. "The Validity of Purchasing Power Parity Hypothesis for Eleven Middle Eastern Countries," Review of Middle East Economics and Finance, De Gruyter, vol. 3(2), pages 44-58, August.
  219. Yoon, Jong Cheol & Min, Dai Hong & Jei, Sang Young, 2019. "Empirical test of purchasing power parity using a time-varying cointegration model for China and the UK," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 41-47.
  220. Wali, Muammer & Chan, Felix & Manzur, Meher, 2017. "Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?," Journal of Asian Economics, Elsevier, vol. 50(C), pages 62-72.
  221. 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, Norwegian School of Economics, Department of Economics.
  222. Astorga, Pablo, 2007. "Real exchange rates in Latin America : what does the 20th century reveal?," IFCS - Working Papers in Economic History.WH wp07-03, Universidad Carlos III de Madrid. Instituto Figuerola.
  223. Daiki Maki, 2006. "Variance ratio tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity," Applied Financial Economics, Taylor & Francis Journals, vol. 16(8), pages 607-615.
  224. Jenkins, Michael A. & Snaith, Sean M., 2005. "Tests of Purchasing Power Parity via cointegration analysis of heterogeneous panels with consumer price indices," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 345-362, June.
  225. Renu Kohli, 2004. "The Transition from Official Aid to Private Capital Flows: Implications for a Developing Country," WIDER Working Paper Series RP2004-46, World Institute for Development Economic Research (UNU-WIDER).
  226. Hendriks, Johannes Jurgens & Bonga-Bonga, Lumengo, 2022. "Testing for the purchasing power parity (PPP) hypothesis between South Africa and its main trading partners: application of the quantile approach," MPRA Paper 112915, University Library of Munich, Germany.
  227. Papell, David H. & Prodan, Ruxandra, 2020. "Long-run purchasing power parity redux," Journal of International Money and Finance, Elsevier, vol. 109(C).
  228. Sabate, Marcela & Gadea, Maria Dolores & Serrano, Jose Maria, 2003. "PPP and structural breaks. The peseta-sterling rate, 50 years of a floating regime," Journal of International Money and Finance, Elsevier, vol. 22(5), pages 613-627, October.
  229. Razgallah, B., 2008. "The Baumol-Balassa-Samuelson Effect Over One Century In Six Eu Countries And The United States," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 41-52.
  230. David R. Gallagher & Graham Harman & Camille H. Schmidt & Geoffrey J. Warren, 2022. "Global equity fund performance adjusted for equity and currency factors," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1535-1565, April.
  231. Grossmann, Axel & Paul, Chris & Simpson, Marc W., 2017. "The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 57-76.
  232. Baltussen, Guido & Swinkels, Laurens & Van Vliet, Pim, 2021. "Global factor premiums," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1128-1154.
  233. Roger Guerra, 2003. "Nonlinear adjustment towards purchasing power parity: the Swiss Franc-German Mark case," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 83-100, March.
  234. Akram, Q. Farooq, 2006. "PPP in the medium run: The case of Norway," Journal of Macroeconomics, Elsevier, vol. 28(4), pages 700-719, December.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.