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

Citations for "The purchasing power parity puzzle is worse than you think"

by Christian Murray & David Papell

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

  1. Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J., 2007. "Half-life estimation based on the bias-corrected bootstrap: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3418-3432, April.
  2. Dimitrios Malliaropulos & Ekaterini Panopoulou & Theologos Pantelidis & Nikitas Pittis, 2013. "Decomposing the persistence of real exchange rates," Empirical Economics, Springer, vol. 44(3), pages 1217-1242, June.
  3. Shiu-Sheng Chen & Charles Engel, 2004. "Does "Aggregation Bias" Explain the PPP Puzzle?," NBER Working Papers 10304, National Bureau of Economic Research, Inc.
  4. Rodolfo Cermeño, 2007. "Median-Unbiased Estimation in Panel Data: Methodology and Applications to the GDP Convergence and Purchasing Power Parity Hypotheses," Working papers DTE 407, CIDE, División de Economía.
  5. Kim, Jae H. & Ji, Philip Inyeob, 2011. "Mean-reversion in international real interest rates," Economic Modelling, Elsevier, vol. 28(4), pages 1959-1966, July.
  6. Jayasuriya, Sisira & Kim, Jae H. & Kumar, Parmod, 2007. "International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market," 106th Seminar, October 25-27, 2007, Montpellier, France 7935, European Association of Agricultural Economists.
  7. Woo, Kai-Yin & Lee, Shu-Kam, 2009. "Detecting intra-national PPP model in China: A median-unbiased estimation approach," Economic Modelling, Elsevier, vol. 26(5), pages 1029-1032, September.
  8. Yamin Ahmad & William Craighead, 2010. "Temporal Aggregation and Purchasing Power Parity Persistence," Working Papers 10-01, UW-Whitewater, Department of Economics, revised Feb 2011.
  9. Hyeongwoo Kim & Young-Kyu Moh, 2009. "On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates," Economics Bulletin, AccessEcon, vol. 29(1), pages 129-140.
  10. Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part V: The Stationarity of Exchange Rates," Economics Discussion / Working Papers 03-09, The University of Western Australia, Department of Economics.
  11. Saadet Kasman & Adnan Kasman & Duygu Ayhan, 2010. "Testing the Purchasing Power Parity Hypothesis for the New Member and Candidate Countries of the European Union: Evidence from Lagrange Multiplier Unit Root Tests with Structural Breaks," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 46(2), pages 53-65, March.
  12. Laura Mayoral & Maréa Dolores Gadea, 2009. "Analyzing aggregate real exchange rate persistence through the lens of sectoral data," Working Papers 399, Barcelona Graduate School of Economics.
  13. Haroon Mumtaz & Jean Imbs & Morten O. Ravn & Helene Rey, 2003. "PPP Strikes Back; Aggregation and the Real Exchange Rate," IMF Working Papers 03/68, International Monetary Fund.
  14. Zhou, Su & Kutan, Ali M., 2011. "Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2479-2490, September.
  15. Tsong, Ching-Chuan & Lee, Cheng-Feng, 2011. "Asymmetric inflation dynamics: Evidence from quantile regression analysis," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 668-680.
  16. 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.
  17. Christian J. Murray & Hatice Ozer-Balli & David H. Papell, 2006. "PPP Persistence within Sectoral Real Exchange Rate Panels," Papers of the Annual IUE-SUNY Cortland Conference in Economics, in: Proceedings of the Conference on Human and Economic Resources, pages 388-398 Izmir University of Economics.
  18. Seong, Byeongchan & Mahbub Morshed, A.K.M. & Ahn, Sung K., 2006. "Additional sources of bias in half-life estimation," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 2056-2064, December.
  19. Par Osterholm, 2008. "A structural Bayesian VAR for model-based fan charts," Applied Economics, Taylor & Francis Journals, vol. 40(12), pages 1557-1569.
  20. M. Dolores Gadea & Laura Mayoral, 2009. "Aggregation is not the solution: the PPP puzzle strikes back," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 875-894.
  21. Smallwood, Aaron D., 2008. "Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1161-1176, November.
  22. 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.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.