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Purchasing Power Parity and Heterogenous Mean Reversion. (2006). van Dijk, Mathijs ; Tims, Ben ; Koedijk, Kees .
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:5473.

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  1. Does purchasing power parity hold sometimes? Regime switching in real exchange rates. (2013). Yoon, Gawon ; Lee, Hwa-Taek.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:16:p:2279-2294.

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  2. Real exchange rate adjustment in European transition countries. (2013). Maican, Florin ; Sweeney, Richard J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:3:p:907-926.

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  1. Real Exchange Rate Adjustment In European Transition Countries. (2006). Maican, Florin ; Sweeney, Richard J..
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0202.

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  2. Inflation convergence and divergence within the European Monetary Union. (2006). Venditti, Fabrizio ; Harvey, Andrew ; Forni, Lorenzo ; Busetti, Fabio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006574.

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  3. ASSESSING THE MEAN REVERSION BEHAVIOR OF FISCAL POLICY: THE CASE OF ASIAN COUNTRIES. (2005). Lau, Evan ; Baharumshah, Ahmad Zubaidi.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0504002.

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  4. Purchasing power parity: an empirical study of three EMU countries. (2005). Portugal Duarte, António.
    In: International Trade.
    RePEc:wpa:wuwpit:0505005.

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  5. Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence. (2005). Piacentino, Davide ; Fazio, Giorgio ; Byrne, Joseph.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa05p591.

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  6. Price Index Convergence Among Provinces and Cities of Canada: 1978 - 2001. (2005). Ralhan, Mukesh ; Dayanandan, Ajit.
    In: Econometrics Working Papers.
    RePEc:vic:vicewp:0504.

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  7. On PPP, Unit Roots and Panels. (2005). Wagner, Martin.
    In: Economics Series.
    RePEc:ihs:ihsesp:176.

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  8. Real Exhange Rate Stationarity in Managed Floats: Evidence From India. (2004). Kohli, Renu.
    In: International Finance.
    RePEc:wpa:wuwpif:0405014.

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  9. Real Exchange Rate Stationarity in Managed Floats: Evidence from India. (2004). Kohli, Renu.
    In: International Finance.
    RePEc:wpa:wuwpif:0405011.

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  10. The Power of the Objective Bayesian Unit-Root Test. (2004). Ahking, Francis.
    In: Working papers.
    RePEc:uct:uconnp:2004-14.

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  11. The Long-Run Volatility Puzzle of the Real Exchange Rate. (2004). Rigobon, Roberto ; Panizza, Ugo ; Hausmann, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10751.

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  12. Testing for Long Run Relative PPP in Europe. (2004). Snaith, Stuart ; Coakley, Jerry.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:34.

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  13. Monetary union and productivity differences in mercosur countries. (2004). Tamarit, Cecilio ; Flôres Junior, Renato ; Camarero, Mariam ; Renato Galv, .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:542.

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  14. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:90.

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  15. Nonlinear Modelling of Purchasing Power Parity in Indonesia. (2004). Silvapulle, Param ; Kim, Jae ; Lestari, Titi Kanti.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:316.

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  16. State of the Art Unit Root Tests and the PPP Puzzle. (2003). Papell, David ; Murray, Chris ; Lopez, Claude.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0310009.

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  17. Evidence on the Purchasing Power Parity in Panel of Cities. (2003). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion-i-Silvestre, Josep ; Josep Ll Carrion, .
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa03p273.

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  18. PPP Strikes Back: Aggregation and the Real Exchange Rate. (2003). Rey, Helene ; Ravn, Morten ; mumtaz, haroon ; Imbs, Jean.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3715.

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  19. Is the Bayesian Approach Necessarily Better than the Classical Approach in Unit-Root Test?. (2002). Ahking, Francis.
    In: Working papers.
    RePEc:uct:uconnp:2002-18.

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  20. Time series evidence of international output convergence in Mercosur. (2002). Tamarit, Cecilio ; Camarero, Mariam ; Flres, R..
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:87.

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  21. PPP Strikes Back: Aggregation and the Real Exchange Rate. (2002). Rey, Helene ; Ravn, Morten ; mumtaz, haroon ; Imbs, Jean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9372.

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  22. Quantifying the uncertainty about the half-life of deviations from PPP. (2002). Zha, Tao ; Kilian, Lutz.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:2:p:107-125.

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  23. Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model. (2002). Nessen, Marianne ; Lyhagen, Johan ; Jacobson, Tor ; Larsson, Rolf.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0145.

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  24. The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests. (2002). Uppal, Raman ; Sercu, Piet ; Apte, Prakesh.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3343.

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  25. Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model. (2002). Nessen, Marianne ; Lyhagen, Johan ; Jacobson, Tor ; Larsson, Rolf.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:d4-2.

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  26. Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model. (2001). Goldberg, Michael D. ; Frydman, Roman .
    In: Working Papers.
    RePEc:onb:oenbwp:50.

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  27. Real Exchange Rates in the Long Run: Evidence from Historical Data. (2001). Trecroci, Carmine ; spinelli, Franco ; Muscatelli, Vito.
    In: Working Papers.
    RePEc:gla:glaewp:2001_6.

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  28. The Cost of Capital in International Financial Markets: Local or Global. (2001). van Dijk, Mathijs ; Kool, Clemens ; Koedijk, Kees ; Schotman, Peter ; Kool, Clemens J. M., .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3062.

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  29. Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?. (2001). Taylor, Mark ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3024.

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  30. Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis. (2001). Taylor, Mark ; Sarno, Lucio.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:5:y:2001:i:3:n:1.

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  31. A Century of Purchasing-Power Parity. (2000). Taylor, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8012.

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  32. Real exchange rate behaviour: evidence from black markets. (2000). Luintel, Kul.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:2:p:161-185.

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  33. International bond markets and the introduction of the Euro. (2000). Kool, Clemens ; Clemens J. M. Kool, .
    In: Review.
    RePEc:fip:fedlrv:y:2000:i:sep:p:41-56:n:v.82no.5.

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  34. New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results. (2000). Groen, Jan.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0269.

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  35. The Purchasing Power Parity Persistence Paradigm. (2000). Papell, David ; Murray, Chris.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0017.

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  36. Price Level Convergence Among United States Cities: Lessons for the European Central Bank. (1999). Sonora, Robert ; Mark, Nelson ; Cecchetti, Stephen.
    In: Working Papers.
    RePEc:osu:osuewp:99-01.

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  37. Quantifying the half-life of deviations from PPP: The role of economic priors. (1999). Zha, Tao ; Kilian, Lutz.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:99-21.

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  38. Fundamentals of the Real Dollar-Pound Rate: 1871-1994. (1998). Mark, Nelson.
    In: Working Papers.
    RePEc:osu:osuewp:98-14.

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  39. Price Level Convergence Among United States Cities: Lessons for the European Central Bank. (1998). Sonora, Robert ; Mark, Nelson ; Cecchetti, Stephen.
    In: Working Papers.
    RePEc:onb:oenbwp:32.

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  40. The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis. (1998). Papell, David.
    In: Working Papers.
    RePEc:onb:oenbwp:30.

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  41. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0050.

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  42. The Bigger They Are, The Harder They Fall: How Price Differences Across U.S. Cities Are Arbitraged. (1997). Wei, Shang-Jin ; Paul G. J. O'Connell, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6089.

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  43. Intra-National, Intra-Continental, and Intra-Planetary PPP. (1997). Rogers, John ; Engel, Charles ; Hendrickson, Michael K..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6069.

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  44. Excess Capital Flows and the Burden of Inflation in Open Economies. (1997). Hines, James ; Desai, Mihir A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6064.

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  45. Intra-national, intra-continental, and intra-planetary PPP. (1997). Rogers, John ; Engel, Charles ; Hendrickson, Michael K..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:589.

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  46. International Capital Mobility in History: Purchasing-Power Parity in the Long Run. (1996). Taylor, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5742.

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  47. Convergence to the Law of One Price Without Trade Barriers or Currency Fluctuations. (1996). Wei, Shang-Jin ; Parsley, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5654.

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  48. Long-Run PPP May Not Hold After All. (1996). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5646.

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  49. Real Disturbances, Relative Prices, and Purchasing Power Parity. (1995). Dibooglu, Selahattin.
    In: International Finance.
    RePEc:wpa:wuwpif:9502002.

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  50. A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries. (1995). Rose, Andrew ; Frankel, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5006.

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