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Citations for "Perspectives on PPP and Long-Run Real Exchange Rates"

by Ken Froot & Kenneth Rogoff

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  1. Zhang, Yin & Wan, Guanghua, 2004. "What Accounts for China's Trade Balance Dynamics?," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  2. Culver, Sarah E. & Papell, David H., 1999. "Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarity," Journal of International Money and Finance, Elsevier, vol. 18(5), pages 751-768, October.
  3. Heather D. Gibson & Jim Malley, 2007. "The Contribution of Sectoral Productivity Differentials to Inflation in Greee," Working Papers 63, Bank of Greece.
  4. Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Helene Rey, 2005. "PPP Strikes Back: Aggregation and the Real Exchange Rate," Post-Print hal-00612581, HAL.
  5. Gunther Schnabl, 2004. "Weak Economy and Strong Currency - The Origins of the Strong Yen in the 1990s," International Finance 0404017, EconWPA.
  6. Parsley, David C., 2007. "Accounting for real exchange rate changes in East Asia," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1355-1377, December.
  7. Hildegunn Ekroll Stokke, 2006. "Resource Boom, Productivity Growth and Real Exchange Rate Dynamics - A dynamic general equilibrium analysis of South Africa," Working Paper Series 7206, Department of Economics, Norwegian University of Science and Technology.
  8. 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.
  9. O'Connell, Paul G. J. & Wei, Shang-Jin, 2002. ""The bigger they are, the harder they fall": Retail price differences across U.S. cities," Journal of International Economics, Elsevier, vol. 56(1), pages 21-53, January.
  10. Ana María Iregui & Jesús Otero, 2012. "Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach," BORRADORES DE ECONOMIA 009981, BANCO DE LA REPÚBLICA.
  11. Ivan Paya & David A. Peel, 2004. "Nonlinear Ppp Under The Gold Standard," Working Papers. Serie AD 2004-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  12. Maurice Obstfeld & Kenneth Rogoff, 1995. "The mirage of fixed exchange rates," Working Papers in Applied Economic Theory 95-08, Federal Reserve Bank of San Francisco.
  13. Paul R. Bergin & Robert C. Feenstra, . "Pricing To Market, Staggered Contracts, And Real Exchange Rate Persistence," Department of Economics 99-01, California Davis - Department of Economics.
  14. Ghosal, Vivek, 2002. "Potential foreign competition in US manufacturing," International Journal of Industrial Organization, Elsevier, vol. 20(10), pages 1461-1489, December.
  15. Francis E. Warnock, 1998. "Idiosyncratic tastes in a two-country optimizing model: implications ; of a standard presumption," International Finance Discussion Papers 631, Board of Governors of the Federal Reserve System (U.S.).
  16. Christoph Fischer, 2004. "Real currency appreciation in accession countries: Balassa-Samuelson and investment demand," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 140(2), pages 179-210, June.
  17. Qin, Duo, 2001. "How much does excess debt contribute to currency crises? the case of Korea," Journal of Asian Economics, Elsevier, vol. 12(1), pages 87-104.
  18. James R. Lothian & Cornelia H. McCarthy, 2003. "Real Exchange Rate Behavior Under Floating and Fixed Regimes," International Finance 0311006, EconWPA.
  19. Martins Bitans, 2004. "Pass-Through of Exchange Rates to Domestic Prices in East European Countries and the Role of Economic Enviroment," Working Papers 2004/04, Latvijas Banka.
  20. Andersson, Andreas & Österholm, Pär, 2001. "The Impact of Demography on the Real Exchange Rate," Working Paper Series 2001:11, Uppsala University, Department of Economics.
  21. Stein, Jerome L. & Paladino, Giovanna, 1997. "Recent developments in international finance: A guide to research," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1685-1720, December.
  22. Sarno, Lucio & Taylor, Mark P, 1997. "The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period," CEPR Discussion Papers 1730, C.E.P.R. Discussion Papers.
  23. Prakash Apte & Piet Sercu & Raman Uppal, 1996. "The Equilibrium Approach to Exchange Rates: Theory and Tests," NBER Working Papers 5748, National Bureau of Economic Research, Inc.
  24. Rumen Dobrinsky, 2003. "Convergence in Per Capita Income Levels, Productivity Dynamics and Real Exchange Rates in the EU Acceding Countries," Empirica, Springer, vol. 30(3), pages 305-334, September.
  25. António Portugal Duarte, 2005. "Purchasing power parity: an empirical study of three EMU countries," International Trade 0505005, EconWPA.
  26. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "Is the Rand Really Decoupled from Economic Fundamentals?," Working Papers 201439, University of Pretoria, Department of Economics.
  27. 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.
  28. Matthew Higgins & Egon Zakrajsek, 2000. "Purchasing power parity: three stakes through the heart of the unit root null," Finance and Economics Discussion Series 2000-22, Board of Governors of the Federal Reserve System (U.S.).
  29. Gourinchas, Pierre-Olivier, 1999. "Exchange rates do matter: French job reallocation and exchange rate turbulence, 1984-1992," European Economic Review, Elsevier, vol. 43(7), pages 1279-1316, June.
  30. Lone Engbo Christiansen & Alessandro Prati & Luca Antonio Ricci & Thierry Tressel, 2009. "External Balance in Low Income Countries," IMF Working Papers 09/221, International Monetary Fund.
  31. 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.
  32. Bussière, Matthieu & Ca' Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2010. "Methodological advances in the assessment of equilibrium exchange rates," Working Paper Series 1151, European Central Bank.
  33. Susanto Basu & Alan M. Taylor, 1999. "Business Cycles in International Historical Perspective," Journal of Economic Perspectives, American Economic Association, vol. 13(2), pages 45-68, Spring.
  34. Papell, David H. & Theodoridis, Hristos, 1998. "Increasing evidence of purchasing power parity over the current float," Journal of International Money and Finance, Elsevier, vol. 17(1), pages 41-50, February.
  35. Yangru Wu, 1997. "The trend behavior of real exchange rates: Evidence from OECD countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(2), pages 282-296, 06.
  36. Ronald MacDonald & Luca Antonio Ricci, 2001. "PPP and the Balassa Samuelson Effect; The Role of the Distribution Sector," IMF Working Papers 01/38, International Monetary Fund.
  37. Choi, In, 2001. "Unit root tests for panel data," Journal of International Money and Finance, Elsevier, vol. 20(2), pages 249-272, April.
  38. Baharumshah, Ahmad Zubaidi & Aggarwal, Raj & Chan, Tze-Haw, 2005. "East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests," MPRA Paper 2023, University Library of Munich, Germany, revised 2007.
  39. 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.
  40. Lilia Cavallari, 2004. "Optimal monetary rules and internationalized production," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(2), pages 175-186.
  41. Baldwin, John R. & Yan, Beiling, 2006. "Les mouvements cycliques du taux de change et les prix dans les secteurs canadien et americain de la fabrication," Serie de documents de recherche sur l'analyse economique (AE) 2006041f, Statistics Canada, Direction des etudes analytiques.
  42. 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.
  43. Karen K. Lewis, 1997. "Are Countries with Official International Restrictions "Liquidity Constrained?"," NBER Working Papers 5991, National Bureau of Economic Research, Inc.
  44. Reeves, Silke Fabian, 1997. "Exchange rate management when sterilized interventions represent signals of monetary policy," International Review of Economics & Finance, Elsevier, vol. 6(4), pages 339-360.
  45. Fischer, Christoph & Hossfeld, Oliver, 2014. "A consistent set of multilateral productivity approach-based indicators of price competitiveness – Results for Pacific Rim economies," Journal of International Money and Finance, Elsevier, vol. 49(PA), pages 152-169.
  46. C. John McDermott & Paul Cashin, 2004. "Parity Reversion in Real Exchange Rates; Fast, Slow or Not At All?," IMF Working Papers 04/128, International Monetary Fund.
  47. repec:onb:oenbwp:y::i:106:b:1 is not listed on IDEAS
  48. Mendoza, Enrique G., 2000. "On the Instability of Variance Decompositions of the Real Exchange Rate Across Exchange- Rate-Regimes: Evidence from Mexico and the United States," Working Papers 00-05, Duke University, Department of Economics.
  49. Mark Crosby, 2000. "Exchange Rate Volatility and Macroeconomic Performance in Hong Kong," Working Papers 032000, Hong Kong Institute for Monetary Research.
  50. Caputo, Rodrigo, 2015. "Persistent real misalignments and the role of the exchange rate regime," Economics Letters, Elsevier, vol. 135(C), pages 112-116.
  51. Jesús Ferreyra & Jorge Salas, 2006. "The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building," Working Papers 2006-006, Banco Central de Reserva del Perú.
  52. Chiu, Ru-Lin, 2002. "Testing the purchasing power parity in panel data," International Review of Economics & Finance, Elsevier, vol. 11(4), pages 349-362.
  53. Dominick Stephens, 2004. "The equilibrium exchange rate according to PPP and UIP," Reserve Bank of New Zealand Discussion Paper Series DP 2004/03, Reserve Bank of New Zealand.
  54. Michael Harrison & Glenn Treacy, 1998. "Testing for Parameter Instability using the R/S Statistic," Economics Technical Papers 9821, Trinity College Dublin, Department of Economics.
  55. Heimonen, Kari, 2008. "Substituting a substitute currency," International Review of Economics & Finance, Elsevier, vol. 17(1), pages 66-84.
  56. Christian Pierdzioch, 2004. "Productivity Shocks and Delayed Exchange-Rate Overshooting," Kiel Working Papers 1199, Kiel Institute for the World Economy.
  57. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, EconWPA.
  58. Terra, Maria Cristina T. & Valladares, Frederico Estrella Carneiro, 2003. "Real exchange rate misalignments," Economics Working Papers (Ensaios Economicos da EPGE) 493, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  59. David C. Parsley & Shang-Jin Wei, 2003. "A Prism into the PPP Puzzles: The Micro-foundations of Big Mac Real Exchange Rates," NBER Working Papers 10074, National Bureau of Economic Research, Inc.
  60. Hausmann, Ricardo & Panizza, Ugo & Rigobon, Roberto, 2006. "The long-run volatility puzzle of the real exchange rate," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 93-124, February.
  61. Louis Kuijs, 2002. "Monetary Policy Transmission Mechanisms and Inflation in Slovakia," IMF Working Papers 02/80, International Monetary Fund.
  62. Enrique G. Mendoza & Linda L. Tesar, 1995. "Supply-side economics in a global economy," International Finance Discussion Papers 507, Board of Governors of the Federal Reserve System (U.S.).
  63. Diego Méndez-Carbajo, 2011. "Energy dependence, oil prices and exchange rates: the Dominican economy since 1990," Empirical Economics, Springer, vol. 40(2), pages 509-520, April.
  64. L.L. Ong, 1996. "Stocks and Currencies: Are they related?," Economics Discussion / Working Papers 96-16, The University of Western Australia, Department of Economics.
  65. Herwartz, Helmut & Reimers, Hans-Eggert, 2002. "Testing the purchasing power parity in pooled systems of error correction models," Japan and the World Economy, Elsevier, vol. 14(1), pages 45-62, January.
  66. Alan M. Taylor & Paul Bergin & Reuven Glick, 2005. "Productivity, Tradability, and the Long-Run Price Puzzle," Working Papers 511, University of California, Davis, Department of Economics.
  67. Borja Larrain, 2005. "The stock market and cross country differences in relative prices," Working Papers 05-6, Federal Reserve Bank of Boston.
  68. 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, 08.
  69. Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001. "A long run structural macroeconometric model of the UK," ESE Discussion Papers 35, Edinburgh School of Economics, University of Edinburgh.
  70. Christian Proaño, 2011. "Monetary Policy Rules and Macroeconomic Stabilization in Small Open Economies under Behavioral FX Trading: Insights from Numerical Simulations," Working Papers 1102, New School for Social Research, Department of Economics.
  71. Égert, Balázs, 2002. "Investigating the Balassa-Samuelson hypothesis in transition : Do we understand what we see?," BOFIT Discussion Papers 6/2002, Bank of Finland, Institute for Economies in Transition.
  72. Leon Podkaminer, 2003. "Analytical notes on the Balassa-Samuelson effect," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 56(226), pages 207-221.
  73. Hilde C. Bjørnland & Håvard Hungnes, 2005. "The commodity currency puzzle," Discussion Papers 423, Statistics Norway, Research Department.
  74. Cushman, David O., 2008. "Long-run PPP in a system context: No favorable evidence after all for the U.S., Germany, and Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 413-424, December.
  75. Zhang, Hui Jun & Dufour, Jean-Marie & Galbraith, John W., 2016. "Exchange rates and commodity prices: Measuring causality at multiple horizons," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 100-120.
  76. Rodrigo Valdés & Valentín Délano, 1998. "Productividad y Tipo de Cambio Real en Chile," Working Papers Central Bank of Chile 38, Central Bank of Chile.
  77. Chowdhury, Ibrahim & Sarno, Lucio & Taylor, Mark P, 2002. "Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study," CEPR Discussion Papers 3377, C.E.P.R. Discussion Papers.
  78. Chinn, Menzie D., 2000. "Before the fall: were East Asian currencies overvalued?," Emerging Markets Review, Elsevier, vol. 1(2), pages 101-126, September.
  79. Fabio Ghironi, 2000. "U.S.-Europe Economic Interdependence and Policy Transmission," Boston College Working Papers in Economics 470, Boston College Department of Economics.
  80. 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.
  81. Farley Grubb, 2008. "Testing for the Economic Impact of the U.S. Constitution: Purchasing Power Parity across the Colonies versus across the States, 1748-1811," Working Papers 08-11, University of Delaware, Department of Economics.
  82. Tawadros, George B., 2008. "A structural time series test of the monetary model of exchange rates under four big inflations," Economic Modelling, Elsevier, vol. 25(6), pages 1216-1224, November.
  83. Tatom, John, 2007. "Is the Chinese Renminbi Undervalued?," MPRA Paper 17776, University Library of Munich, Germany.
  84. Chambers, Marcus J., 2005. "The purchasing power parity puzzle, temporal aggregation, and half-life estimation," Economics Letters, Elsevier, vol. 86(2), pages 193-198, February.
  85. Rod Tyers & Lucy Rees, 2008. "Service Oligopolies and Australia's Economy-Wide Performance," ANU Working Papers in Economics and Econometrics 2008-490, Australian National University, College of Business and Economics, School of Economics.
  86. Wagner, Martin, 2005. "On PPP, Unit Roots and Panels," Economics Series 176, Institute for Advanced Studies.
  87. Falk, Barry L. & Enders, Walter, 1998. "Threshold-Autoregressive, Median-Unbiased, and Cointegration Tests of Purchasing Power Parity," Staff General Research Papers 1221, Iowa State University, Department of Economics.
  88. MacDonald, Ronald & Marsh, Ian W., 2004. "Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen," Journal of International Money and Finance, Elsevier, vol. 23(1), pages 99-111, February.
  89. Anna Lipinska, 2007. "The Maastricht Convergence Criteria and Optimal Monetary Policy for the EMU Accession Countries," CEP Discussion Papers dp0808, Centre for Economic Performance, LSE.
  90. Baldwin, John R. & Yan, Beiling, 2006. "Domestic and Foreign Influences on Canadian Prices over Exchange Rate Cycles, 1974 to 1996," Economic Analysis (EA) Research Paper Series 2006043e, Statistics Canada, Analytical Studies Branch.
  91. Coakley, Jerry & Flood, Robert P. & Fuertes, Ana M. & Taylor, Mark P., 2005. "Purchasing power parity and the theory of general relativity: the first tests," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 293-316, March.
  92. Guglielmo Maria Caporale & Christoph Hanck, 2006. "Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour?," CESifo Working Paper Series 1811, CESifo Group Munich.
  93. Robert Sollis & Mark E. Wohar, 2006. "The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(2), pages 139-153.
  94. Gian Milesi-Ferretti & Philip R. Lane, 2000. "The Transfer Problem Revisited; Net Foreign Assets and Real Exchange Rates," IMF Working Papers 00/123, International Monetary Fund.
  95. 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.
  96. Guglielmo Maria Caporale & Mario Cerrato, 2006. "Panel data tests of PPP: a critical overview," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 73-91.
  97. 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.
  98. Bogdan Andrei Dumitrescu & Vasile Dedu, 2009. "The Estimation of the Equilibrium Real Exchange Rate for Romania," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 119-130.
  99. Dieter M. Urban, 2007. "Terms of Trade, Catch-up, and Home Market Effect: The Example of Japan," CESifo Working Paper Series 2164, CESifo Group Munich.
  100. Dimitrios Sideris, 2008. "Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939," Working Papers 66, Bank of Greece.
  101. Esaka, Taro, 2003. "Panel unit root tests of purchasing power parity between Japanese cities, 1960-1998: disaggregated price data," Japan and the World Economy, Elsevier, vol. 15(2), pages 233-244, April.
  102. Paul Cashin & Luis Felipe Céspedes & Ratna Sahay, 2003. "Commodity Currencies and the Real Exchange Rate," Working Papers Central Bank of Chile 236, Central Bank of Chile.
  103. César Calderón M., 2004. "Un Análisis del Comportamiento del Tipo de Cambio Real en Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 7(1), pages 5-30, April.
  104. Anwar Shaikh & Rania Antonopoulos, 1998. "Explaining long term exchange rate behavior in the United States and Japan," Macroeconomics 9809011, EconWPA.
  105. Hyeongwoo Kim, 2010. "VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored," Auburn Economics Working Paper Series auwp2010-03, Department of Economics, Auburn University.
  106. Coakley, Jerry & Fuertes, Ana Maria, 1997. "New panel unit root tests of PPP," Economics Letters, Elsevier, vol. 57(1), pages 17-22, November.
  107. Feenstra, R.C. & Kendall, J.D., 1994. "Pass-Through of Exchange Rates and Purchasing Power Parity," Papers 1994-06, Tasmania - Department of Economics.
  108. Khan, Hashmat, 2001. "Price stickiness, inflation, and persistence in real exchange rate fluctuations: cross-country results," Economics Letters, Elsevier, vol. 71(2), pages 247-253, May.
  109. Christian R. Proano, 2009. "Heterogenous Behavioral Expectations, FX Fluctuations and Dynamic Stability in a Stylized Two-Country Macroeconomic Model," IMK Working Paper 03-2009, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  110. H. Henry Cao & Richard K. Lyons & Martin D.D. Evans, 2003. "Inventory Information," NBER Working Papers 9893, National Bureau of Economic Research, Inc.
  111. Enrique G. Mendoza, 2006. "Real Exchange Rate Volatility and the Price of Nontradables in Sudden-Stop-Prone Economies," IMF Working Papers 06/88, International Monetary Fund.
  112. Terada-Hagiwara, Akiko, 2011. "Asian holding of US Treasury securities: Trade integration as a threshold," Journal of the Japanese and International Economies, Elsevier, vol. 25(3), pages 321-335, September.
  113. James E. Anderson & Eric van Wincoop, 2004. "Trade Costs," NBER Working Papers 10480, National Bureau of Economic Research, Inc.
  114. Alan M. Taylor, 2000. "A Century of Purchasing-Power Parity," NBER Working Papers 8012, National Bureau of Economic Research, Inc.
  115. Balázs Égert, & László Halpern & Ronald MacDonald, 2005. "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," William Davidson Institute Working Papers Series wp793, William Davidson Institute at the University of Michigan.
  116. Nilsson, Kristian, 2002. "Do Fundamentals Explain the Behavior of the Real Effective Exchange Rate?," Working Paper 78, National Institute of Economic Research.
  117. Andrés Asiain, 2010. "Exchange rate, international prices and export taxes in a structuralist macroeconomic model," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 35(29), pages 57-78, January-j.
  118. Chortareas, Georgios & Kapetanios, George, 2009. "Getting PPP right: Identifying mean-reverting real exchange rates in panels," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 390-404, February.
  119. Lucio Sarno, 2003. "Nonlinear Exchange Rate Models; A Selective Overview," IMF Working Papers 03/111, International Monetary Fund.
  120. Hali J. Edison & Francis Vitek, 2009. "Australia and New Zealand Exchange Rates; A Quantitative Assessment," IMF Working Papers 09/7, International Monetary Fund.
  121. 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 C1-C25, March.
  122. Sophocles N. Brissimis & Dimitris A. Sideris & Fragiska K. Voumvaki, 2004. "Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting," Working Papers 15, Bank of Greece.
  123. Salah A. Nusair, 2003. "Testing The Validity Of Purchasing Power Parity For Asian Countries During The Current Float," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 28(2), pages 129-147, December.
  124. Mollick, Andre Varella, 1999. "The real exchange rate in Brazil Mean reversion or random walk in the long run?," International Review of Economics & Finance, Elsevier, vol. 8(1), pages 115-126, January.
  125. David C. Parsley & Shang-Jin Wei, 1999. "Border, Border, Wide and Far, How We Wonder What You Are," CID Working Papers 25, Center for International Development at Harvard University.
  126. Larsson, Anna, 2002. "The Swedish Real Exchange Rate under Different Currency Regimes," Working Paper Series 180, Trade Union Institute for Economic Research, revised 18 Sep 2003.
  127. Michael W.M. Roos, 2003. "Regional price levels in Germany," ERSA conference papers ersa03p511, European Regional Science Association.
  128. 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.
  129. Juan Carlos Cuestas & Paulo José Regis, 2010. "Purchasing power parity in OECD countries: nonlinear unit root tests revisited," Working Papers 2010/3, Nottingham Trent University, Nottingham Business School, Economics Division.
  130. Hallet, Martin, 1999. "The Impact of EMU on cohesion - further research needed?," ERSA conference papers ersa99pa087, European Regional Science Association.
  131. Kilponen, Juha & Mayes, David & Vilmunen, Jouko, 1999. "Labour Market Flexibility in Northern Europe," ERSA conference papers ersa99pa088, European Regional Science Association.
  132. Samba MBAYE, 2012. "Beggar-thy-Neighbor Effects of Currency Undervaluation: Is China the Tip of the Iceberg?," Working Papers 201239, CERDI.
  133. Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 2001. "Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era," Journal of International Money and Finance, Elsevier, vol. 20(3), pages 379-399, June.
  134. Levent, Korap, 2009. "Are real exchange rates mean reverting? Evidence from a panel of OECD countries," MPRA Paper 19527, University Library of Munich, Germany.
  135. Yan, Beiling, 2002. "Parite de pouvoir d'achat : le cas du Canada et des Etats-Unis," Serie de documents de recherche sur l'analyse economique (AE) 2002002f, Statistics Canada, Direction des etudes analytiques.
  136. El-Gamal, Mahmoud A. & Ryu, Deockhyun, 2006. "Short-memory and the PPP hypothesis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(3), pages 361-391, March.
  137. Khan, Muhammad Arshad & Qayyum, Abdul, 2007. "Exchange Rate Determination In Pakistan: Evidence Based On Purchasing Power Parity Theory," MPRA Paper 6754, University Library of Munich, Germany.
  138. Robert J. Sonora & Josip Tica, 2009. "Harrod, Balassa and Samuelson (Re)Visit Eastern Europe," EFZG Working Papers Series 0907, Faculty of Economics and Business, University of Zagreb.
  139. Flávio Vilela Vieira & Márcio Holland, 2004. "Exchange Rate Dynamics In Brazil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting] 066, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  140. Rod Tyers & Ying Zhang, 2014. "Real Exchange Rate Determination and the China Puzzle," Economics Discussion / Working Papers 14-19, The University of Western Australia, Department of Economics.
  141. I Paya & D Peel, 2006. "On the relationship between Nominal Exchange Rates and domestic and foreign prices," Working Papers 577409, Lancaster University Management School, Economics Department.
  142. Michael D. Bordo & Ehsan U. Choudhri & Giorgio Fazio & Ronald MacDonald, 2014. "The Real Exchange Rate in the Long Run: Balassa-Samuelson Effects Reconsidered," CESifo Working Paper Series 4870, CESifo Group Munich.
  143. Manuela Nenna, 2001. "Price Level Convergence among Italian Cities: Any Role for the Harrod-Balassa-Samuelson Hypothesis?," Working Papers 64, Sapienza University of Rome, CIDEI.
  144. Pablo Astorga, 2010. "Mean Reversion in Long-Horizon Real Exchange Rates: Evidence from Latin America," Economics Series Working Papers Number 80, University of Oxford, Department of Economics.
  145. Meier, Carsten-Patrick, 1999. "Predicting real exchange rates from real interest rate differentials and net foreign asset stocks: evidence for the mark/dollar parity," Kiel Working Papers 962, Kiel Institute for the World Economy (IfW).
  146. Cheung, Yin-Wong & Lai, Kon S., 1998. "Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 61-76, May.
  147. Burstein, Ariel Tomas & Neves, Joao C & Rebelo, Sérgio, 2001. "Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based Stabilization," CEPR Discussion Papers 2944, C.E.P.R. Discussion Papers.
  148. Schnabl, Gunther & Baur, Dirk, 2001. "Purchasing power parity: Granger causality tests for the yen-dollar exchange rate," Tübinger Diskussionsbeiträge 213, University of Tübingen, School of Business and Economics.
  149. Philip Lane, 1998. "What Determines the Nominal Exchange Rate? Some Cross-Sectional Evidence," Economics Technical Papers 9812, Trinity College Dublin, Department of Economics.
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