The behavior of real exchange rates during the post-Bretton Woods period

Sarno, Lucio; Taylor, Mark

Convergence in gender inequality and gender development: a panel data evidence. (2024). Trofimov, Ivan D.
In: Indian Economic Review.
RePEc:spr:inecre:v:59:y:2024:i:2:d:10.1007_s41775-024-00236-w.
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Catalyzing climate change mitigation: investigating the influence of renewable energy investments across BRICS. (2024). Dilanchiev, Azer ; Panahova, Gunay ; Urinov, Bobur ; Humbatova, Sugra.
In: Economic Change and Restructuring.
RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09702-0.
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Relationship between Oil Exports, Renewable Energy Consumption, Agriculture Industry, and Economic Growth in Selected OPEC Countries: A Panel ARDL Analysis. (2024). Yessentayeva, Aizhan A ; Mukhamediyeva, Gulzada ; Aidarova, Aina B ; Myrzabekkyzy, Kundyz ; Mustafayeva, Bagila ; Tastanbekova, Karlygash ; Utemissova, Guliya.
In: International Journal of Energy Economics and Policy.
RePEc:eco:journ2:2024-06-33.
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Relationship between Oil Price, Inflation, and Economic Growth in BRICS Countries: Panel Cointegration Analysis. (2024). Ramashova, Aissulu Nurmambekovna ; Aidarova, Aina B ; Kenzhebekova, Indira ; Kelesbayev, Dinmukhamed ; Imanbayev, Aliy ; Jaxybekova, Galiya ; Baisholanova, Karlygash.
In: International Journal of Energy Economics and Policy.
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Determinants of Export Performance in Emerging Market Economies: New Evidence from a Panel Quantile Regression Model. (2023). Yasar, Zaim Reha ; Bulut, Erdem.
In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi.
RePEc:ist:journl:v:73:y:2023:i:1:p:453-472.
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Testing Effects of the Treasury single account system on the cost of borrowing in the OECD Countries. (2022). Deyneli, Fatih ; Anavatan, Aygul ; Inar, Saliha.
In: Journal of Economics and Finance.
RePEc:spr:jecfin:v:46:y:2022:i:4:d:10.1007_s12197-022-09584-w.
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Impact of Fiscal Rules on Government Expenditure and Tax Revenue in Emerging European Countries: Threshold Effect of Budget Deficit. (2022). Gunel, Tugay ; Kokta, Altug Murat.
In: Journal of Economics / Ekonomicky casopis.
RePEc:sav:journl:v:70:y:2022:i:3:p:264-283.
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High-Income Countries and Feldstein-Horioka Puzzle: Econometric Evidence from Dynamic Common-Correlated Effects Model. (2022). Ozdemir, Onur.
In: Journal for Economic Forecasting.
RePEc:rjr:romjef:v::y:2022:i:1:p:45-67.
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The turning point of regional deindustrialization in the U.S.: Evidence from panel and time-series data. (2022). Bulut, Emre ; Marangoz, Cumali ; Yazgan, Sekip.
In: Structural Change and Economic Dynamics.
RePEc:eee:streco:v:61:y:2022:i:c:p:294-304.
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Examination of Chinese Chopsticks Mercantilist Policies in Africa. (2021). Nianci, Murat ; Soyyiit, Semanur.
In: Politická ekonomie.
RePEc:prg:jnlpol:v:2021:y:2021:i:1:id:1303:p:99-134.
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Is There Really Hysteresis in OECD Countries’ Unemployment Rates? New Evidence Using a Fourier Panel Unit Root Test. (2021). Stewart, Chris ; Shahbaz, Muhammad ; Omay, Tolga.
In: MPRA Paper.
RePEc:pra:mprapa:107691.
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Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test. (2021). Stewart, Chris ; Shahbaz, Muhammad ; Omay, Tolga.
In: Empirica.
RePEc:kap:empiri:v:48:y:2021:i:4:d:10.1007_s10663-021-09510-z.
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The Relationship Between Labor Productivity, Exports, and Foreign Direct Investment for Transition Economies. (2021). Mete, Emrullah ; Akyol, Mehmet.
In: Journal of Economic Policy Researches.
RePEc:ist:iujepr:v:8:y:2021:i:2:p:155-171.
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What explains the real exchange rate movement for the BRICS nations? With a separate analysis for Indian economy. (2021). Arora, Hariom.
In: Theoretical and Applied Economics.
RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:207-232.
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Effects of Climate Change on Economic Growth: Evidence from 20 Biggest Economies of the World. (2020). Yalcinkaya, Omer ; Kadanali, Esra.
In: Journal for Economic Forecasting.
RePEc:rjr:romjef:v::y:2020:i:3:p:93-118.
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Natural resources rents-financial development nexus: Evidence from sixteen developing countries. (2020). Yildirim, Durmu Ari ; Erdoan, Seyfettin ; Gedikli, Ayfer.
In: Resources Policy.
RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719310323.
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Positional momentum and liquidity management; a bivariate rank approach. (2020). Panahidargahloo, Akram.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302232.
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Relationship Between Oil Revenues and Education in Gulf Cooperation Council Countries. (2020). Gedikli, Ayfer ; Ar, Durmu ; Erdoan, Seyfettin.
In: International Journal of Energy Economics and Policy.
RePEc:eco:journ2:2020-01-29.
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EXTERNAL SHOCKS, STRUCTURAL BREAKS AND UNEMPLOYMENT HYSTERESIS IN SELECTED ASIAN COUNTRIES. (2019). Munir, Qaiser ; Mansur, Kasim ; Kok, Sook Ching.
In: The Singapore Economic Review (SER).
RePEc:wsi:serxxx:v:64:y:2019:i:03:n:s0217590816500259.
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TESTING THE VALIDITY OF FAMA FRENCH FIVE FACTOR ASSET PRICING MODEL: EVIDENCE FROM TURKEY. (2019). Belke, Murat ; Yilmaz, Tayfun ; Zeren, Feyyaz.
In: Studii Financiare (Financial Studies).
RePEc:vls:finstu:v:23:y:2019:i:2:p:97-113.
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Stability of Labour Shares: Evidence from OECD Economies. (2019). Trofimov, Ivan D.
In: South-Eastern Europe Journal of Economics.
RePEc:seb:journl:v:17:y:2019:i:1:p:57-89.
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Robust Tests for Convergence Clubs. (2019). Yazgan, Ege ; Stengos, Thanasis ; Corrado, Luisa ; Weeks, Melvyn .
In: CEIS Research Paper.
RePEc:rtv:ceisrp:451.
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The Relationship Between Middle Income Trap and Structural Transformation: The Case of Selected Countries. (2019). Soyyiait, Semanur.
In: Central European Journal of Economic Modelling and Econometrics.
RePEc:psc:journl:v:11:y:2019:i:4:p:217-235.
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A new unit root analysis for testing hysteresis in unemployment. (2019). Ogbonna, Ahamuefula ; Gil-Alana, Luis ; Furuoka, Fumitaka ; Yaya, Olaoluwa S.
In: MPRA Paper.
RePEc:pra:mprapa:96621.
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Analysis of Gravity Model on the Relationship Between Foreign Trade and Immigration: The Case of Germany. (2019). Ozekcolu, Halil ; Soyyt, Semanur.
In: Journal of Economy Culture and Society.
RePEc:ist:iujecs:v:60:y:2019:i:1:p:125-143.
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Exchange rate economics is always and everywhere controversial. (2018). Manzur, Meher.
In: Applied Economics.
RePEc:taf:applec:v:50:y:2018:i:3:p:216-232.
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The ASEAN experience of the purchasing power parity theory. (2018). Murad, S. M. Woahid ; Hossain, Mohammad Amzad ; Woahid, S M.
In: Financial Innovation.
RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0113-1.
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Do International Relative Commodity Prices Support the Prebisch-Singer Hypothesis? A Nonlinear Panel Unit Root Testing. (2018). Aslan, Murat ; Nazlioglu, Saban.
In: Journal for Economic Forecasting.
RePEc:rjr:romjef:v::y:2018:i:1:p:76-92.
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Does the level of energy intensity matter in the effect of energy consumption on the growth of transition economies? Evidence from dynamic panel threshold analysis. (2018). Esen, Omer ; Aydin, Celil.
In: Energy Economics.
RePEc:eee:eneeco:v:69:y:2018:i:c:p:185-195.
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London calling: Nonlinear mean reversion across national stock markets. (2018). Kim, Hyeongwoo.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:44:y:2018:i:c:p:265-277.
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Robust Tests for Convergence Clubs. (2018). Yazgan, Ege ; Stengos, Thanasis ; Corrado, Luisa ; Weeks, M.
In: Cambridge Working Papers in Economics.
RePEc:cam:camdae:1873.
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Robust Tests for Convergence Clubs. (2018). Yazgan, Ege ; Stengos, Thanasis ; Corrado, Luisa ; Weeks, Melvyn .
In: Papers.
RePEc:arx:papers:1812.09518.
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London Calling: Nonlinear Mean Reversion across National Stock Markets. (2018). Kim, Hyeongwoo.
In: Auburn Economics Working Paper Series.
RePEc:abn:wpaper:auwp2018-01.
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Comparing the employment-output elasticities of migrants and nationals: the case of the Gulf Cooperation Council. (2017). Behar, Alberto.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:24:y:2017:i:10:p:703-707.
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The Impact of Total Factor Productivity on Economic Growth for Developed and Emerging Countries: A Second-generation Panel Data Analysis. (2017). .
In: Margin: The Journal of Applied Economic Research.
RePEc:sae:mareco:v:11:y:2017:i:4:p:404-417.
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Are Suicide Rate Fluctuations Transitory or Permanent? Panel KSS Unit Root Test with a Fourier Function through the Sequential Panel Selection Method. (2017). Chang, Tsangyao ; Chen, Wen-Yi ; Cai, Yifei.
In: Journal for Economic Forecasting.
RePEc:rjr:romjef:v::y:2017:i:3:p:5-17.
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Stability of the labour shares: evidence from OECD economies.. (2017). , Ivan.
In: MPRA Paper.
RePEc:pra:mprapa:79822.
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Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence. (2017). Omay, Tolga ; Çorakcı Eruygur, Aysegul ; Emirmahmutoglu, Furkan ; Orakci, Ayegul .
In: Empirica.
RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-015-9312-4.
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FDI Inflows, Price and Exchange Rate Volatility: New Empirical Evidence from Latin America. (2017). To, Nguyen Cong ; Bianco, Silvia Dal.
In: IJFS.
RePEc:gam:jijfss:v:5:y:2017:i:1:p:6-:d:90241.
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Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries. (2017). Park, Sung Y. ; Li, Haiqi ; Ma, Wei.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:49:y:2017:i:c:p:211-222.
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Inflation-targeting and real interest rate parity: A bias correction approach. (2017). Kim, Jaebeom ; Ding, Hui.
In: Economic Modelling.
RePEc:eee:ecmode:v:60:y:2017:i:c:p:132-137.
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EFFECTS OF THE ECONOMIC FREEDOMS ON THE ECONOMIC GROWTH: EVIDENCE FROM THE EU AND COMCEC COUNTRIES (1996-2015). (2017). Aydin, Hall Brahm ; Yalcinkaya, Omer.
In: Annals - Economy Series.
RePEc:cbu:jrnlec:y:2017:v:3:p:12-25.
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PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME. (2017). Sorek, Gilad ; Kim, Hyeongwoo ; Gueye, Ghislain N.
In: Economic Inquiry.
RePEc:bla:ecinqu:v:55:y:2017:i:2:p:941-950.
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THE RELATIONSHIP BETWEEN HEALTH DEVELOPMENT INDEX AND FINANCIAL DEVELOPMENT INDEX: EVIDENCE FROM HIGH INCOME COUNTRIES. (2017). Ecevt, Eyyup ; Kulolu, Ayhan .
In: Journal of Research in Economics, Politics & Finance.
RePEc:ahs:journl:v:2:y:2017:i:2:p:83-95.
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A Reassessment of Product Aggregation Bias in Demand Analysis: An Application to the U.S. Meat Market. (2017). Zhen, Chen ; Li, Wenying.
In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
RePEc:ags:aaea17:258197.
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The effects of real exchange rates and income on the trade balance: A second generation panel data analysis for transition economies and Turkey. (2017). Sezer, Sevgi.
In: Theoretical and Applied Economics.
RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:171-186.
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London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo.
In: Auburn Economics Working Paper Series.
RePEc:abn:wpaper:auwp2017-05.
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Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence. (2016). Omay, Tolga ; Miller, Stephen ; GUPTA, RANGAN ; Emirmahmutoglu, Furkan.
In: Working papers.
RePEc:uct:uconnp:2016-20.
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Testing for Purchasing Power Parity for Selected CIS Countries Using the Sieve Bootstrap. (2016). Tra, Mehmet Fatih ; Sigeze, Iler ; Balla, Esra .
In: Proceedings of International Academic Conferences.
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A PANIC Attack on Inflation and Unemployment in Africa: Analysis of Persistence and Convergence. (2016). AMBA, Marius ; Do, Simplicio .
In: MPRA Paper.
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Empirical Investigation of Purchasing Power Parity for Turkey: Evidence from Recent Nonlinear Unit Root Tests. (2016). YILDIRIM, Dilem.
In: ERC Working Papers.
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Purchasing power parity and real exchange rate in Central Eastern European countries. (2016). Jiang, Chun ; Su, Chi-Wei ; Liu, Tie-Ying.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:44:y:2016:i:c:p:349-358.
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Asymmetric nonlinear mean reversion in real effective exchange rates: A Fisher-type panel unit root test applied to Sub-Saharan Africa. (2016). Habimana, Olivier.
In: The Journal of Economic Asymmetries.
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Sticky prices and deviations from the Law of One Price: Evidence from Mexican micro-price data. (2016). Elberg, AndrÃƒÂ©s.
In: Journal of International Economics.
RePEc:eee:inecon:v:98:y:2016:i:c:p:191-203.
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Purchasing power parity in emerging markets: A panel stationary test with both sharp and smooth breaks. (2016). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Lee, Kuei-Chiu.
In: Economic Systems.
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MACROECONOMIC DETERMINANTS OF TOTAL FACTOR PRODUCTIVITY: NEW GENERATION PANEL DATA ANALYSIS ON OECD COUNTRIES (1996-2015). (2016). Yalcinkaya, Omer ; Siriner, Ismail ; Aydin, Halil Ibrahim .
In: Annals - Economy Series.
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The Impact of the 2011 ShortÃ¢â‚¬ Sale Ban on Financial Stability: Evidence from the Spanish Stock Market. (2016). Mayordomo, Sergio ; Arce, scar .
In: European Financial Management.
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Which country after Greece? Sustainability of budget deficits in selected EU countries: A panel cointegration analysis with multiple structural breaks under cross-section dependence. (2016). Mercan, Mehmet ; Gocer, Ismet.
In: Theoretical and Applied Economics.
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Which country after Greece? Sustainability of budget deficits in selected EU countries: A panel cointegration analysis with multiple structural breaks under cross-section dependence. (2016). Gocer, Ismet ; Mercan, Mehmet .
In: Theoretical and Applied Economics.
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Pitfalls in Testing for Cointegration between Inequality and the Real Income. (2016). Sorek, Gilad ; Kim, Hyeongwoo ; Gueye, Ghislain N.
In: Auburn Economics Working Paper Series.
RePEc:abn:wpaper:auwp2016-07.
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Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence. (2015). Omay, Tolga ; Miller, Stephen ; GUPTA, RANGAN ; Emirmahmutoglu, Furkan.
In: Working papers.
RePEc:uct:uconnp:2015-02.
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Revisiting purchasing power parity in major oil-exporting countries. (2015). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Wu, Tsung-Pao ; Cheng, Shu-Ching .
In: Macroeconomics and Finance in Emerging Market Economies.
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Parity reversion in the Asian real exchange rates: new evidence from the local-persistent model. (2015). Wohar, Mark ; Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi.
In: Applied Economics.
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Are real exchanges rate series really persistent?: evidence from three commonwealth of independent states countries. (2015). Ozdemir, Zeynel ; Aksoy, Emre .
In: Applied Economics.
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Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function. (2015). GUPTA, RANGAN ; Chang, Tsangyao ; Wu, Tsung-Pao.
In: Applied Economics.
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Are Shocks to Wood Fuel Production Permanent? Evidence from the EU. (2015). Lundmark, Robert ; Jaunky, Vishal Chandr.
In: Energies.
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Oil price movements and macroeconomic performance: Evidence from twenty-six OECD countries. (2015). KATIRCIOGLU, SALIH ; Sertoglu, Kamil ; Mercan, Mehmet ; Candemir, Mehmet .
In: Renewable and Sustainable Energy Reviews.
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Multi-step analysis of public finances sustainability. (2015). Rault, Christophe ; Afonso, Antonio.
In: Economic Modelling.
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Real exchange rate and economic growth in China: A cointegrated VAR approach. (2015). Tang, Bo.
In: China Economic Review.
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Re-examining the PPP Hypothesis via Nonlinearity and Smooth Breaks. (2015). Kurtaran, Banu .
In: Econometrics Letters.
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Pitfalls in Testing for Cointegration between Inequality and the Real Income. (2015). Sorek, Gilad ; Kim, Hyeongwoo ; Gueye, Ghislain.
In: Auburn Economics Working Paper Series.
RePEc:abn:wpaper:auwp2015-15.
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On the degree of homogeneity in dynamic heterogeneous panel data models. (2014). Offermanns, Christian J..
In: Discussion Papers.
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Time Series Analysis about the Relationship between Foreign Trade and Exchange Rate in Turkish Economy. (2014). KARGI, Bilal.
In: Timisoara Journal of Economics and Business.
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The determinants of length of stay and arrivals of tourists in the Croatia: a panel data approach. (2014). Poropat, Amorino ; Ergo, Zdravko ; Ruic, Pavlo .
In: Tourism and Hospitality Industry.
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Do real interest rates converge across Latin american countries?. (2014). Zhang, Wen ; Chang, Hsu-Ling ; Su, Chi-Wei.
In: Portuguese Economic Journal.
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Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period. (2014). Grossmann, Axel ; Ozuna, Teofilo ; Simpson, Marc .
In: Journal of Economics and Finance.
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Temporal Aggregation and Convergence to the Law of One Price: Evidence from Micro Data. (2014). Elberg, AndrÃƒÂ©s.
In: Working Papers.
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Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence. (2014). Omay, Tolga ; Miller, Stephen ; GUPTA, RANGAN ; Emirmahmutoglu, Furkan.
In: Working Papers.
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Structural Break, Nonlinearity, and Asymmetry: A re-examination of PPP proposition. (2014). Omay, Tolga ; Hasanov, MÃƒÂ¼bariz ; Emirmahmutoglu, Furkan.
In: MPRA Paper.
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Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data. (2014). Fantazzini, Dean ; Fantazziini, Dean .
In: MPRA Paper.
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Purchasing power parity (PPP) between South Africa and her main currency exchange partners: Evidence from asymmetric unit root tests and threshold co-integration analysis. (2014). Phiri, Andrew.
In: MPRA Paper.
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Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data. (2014). Fantazzini, Dean.
In: PLOS ONE.
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Purchasing Power Parity Between the UK and Germany: The Euro Era. (2014). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen .
In: Open Economies Review.
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Nonlinear convergence in Asian interest and inflation rates: evidence from Asian countries. (2014). Nusair, Salah ; Kisswani, Khalid.
In: Economic Change and Restructuring.
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Feldstein-Horioka Hipotezinin AB-15 ve Turkiye Ekonomisi icin Sinanmasi: Yatay Kesit Bagimliligi Altinda Yapisal Kirilmali Dinamik Panel Veri Analizi. (2014). Mercan, Mehmet .
In: Ege Academic Review.
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Monetary convergence in East Asian countries relative to China. (2014). Chang, Tsangyao ; Su, Chi-Wei ; Yin, Kedong .
In: International Review of Economics & Finance.
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Unemployment in Greece: Evidence from Greek regions using panel unit root tests. (2014). Bakas, Dimitrios ; Papapetrou, Evangelia.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:54:y:2014:i:4:p:551-562.
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Will initiatives to promote hydroelectricity consumption be effective? Evidence from univariate and panel LM unit root tests with structural breaks. (2014). Smyth, Russell ; Lean, Hooi Hooi.
In: Energy Policy.
RePEc:eee:enepol:v:68:y:2014:i:c:p:102-115.
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Inflation targeting and real exchange rates: A bias correction approach. (2014). Kim, Jaebeom.
In: Economics Letters.
RePEc:eee:ecolet:v:125:y:2014:i:2:p:253-256.
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CO2 emissions converge in the 50 U.S. states â€” Sequential panel selection method. (2014). Chang, Tsangyao ; Tang, D. P. ; Li, Xiao-Lin.
In: Economic Modelling.
RePEc:eee:ecmode:v:40:y:2014:i:c:p:320-333.
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Reexamining the PPP hypothesis: A nonlinear asymmetric heterogeneous panel unit root test. (2014). Omay, Tolga ; Emirmahmutoglu, Furkan.
In: Economic Modelling.
RePEc:eee:ecmode:v:40:y:2014:i:c:p:184-190.
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Testing for nonlinear panel unit roots under cross-sectional dependency â€” With an application to the PPP hypothesis. (2014). MÃƒÂ¥nsson, Kristofer ; Mnsson, Kristofer ; Sjolander, Par.
In: Economic Modelling.
RePEc:eee:ecmode:v:38:y:2014:i:c:p:121-132.
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Response of inflation to shocks: New evidence from Sub-Saharan African countries. (2014). Narayan, Paresh.
In: Economic Modelling.
RePEc:eee:ecmode:v:36:y:2014:i:c:p:378-382.
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Short-sale constraints and financial stability: Evidence from the Spanish market. (2014). Mayordomo, Sergio ; Arce, Oscar.
In: Working Papers.
RePEc:bde:wpaper:1410.
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London Calling: Nonlinear Mean Reversion across National Stock Markets. (2014). Kim, Jintae.
In: Auburn Economics Working Paper Series.
RePEc:abn:wpaper:auwp2014-13.
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Are the Global REIT Markets Efficient by a New Approach?. (2013). Fang, Hao ; Lee, Yen-Hsien.
In: Panoeconomicus.
RePEc:voj:journl:v:60:y:2013:i:6:p:743-757.
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An Intersection Test for Panel Unit Roots. (2013). Hanck, Christoph .
In: Econometric Reviews.
RePEc:taf:emetrv:v:32:y:2013:i:2:p:183-203.
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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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The Relationship between Economic Growth and Income Distribution in Turkey and the Turkish Republics of Central Asia and Caucasia: Dynamic Panel Data Analysis with Structural Breaks. (2013). Azer, Ozlem ; Mercan, Mehmet .
In: Eurasian Economic Review.
RePEc:spr:eurase:v:3:y:2013:i:2:p:165-182.
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The Failure of the Monetary Exchange Rate Model for the Naira-Dollar. (2013). Ekong, Christopher N ; Onye, Kenneth U.
In: MPRA Paper.
RePEc:pra:mprapa:88238.
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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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Purchasing power parity in transition countries: Old wine with new bottle. (2013). Ranjbar, Omid ; Chang, Tsangyao ; He, Huizhen .
In: Japan and the World Economy.
RePEc:eee:japwor:v:28:y:2013:i:c:p:24-32.
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Purchasing power parity in transition countries: Sequential panel selection method. (2013). Chang, Tsangyao ; He, Huizhen .
In: Economic Modelling.
RePEc:eee:ecmode:v:35:y:2013:i:c:p:604-609.
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Do real interest rates converge across East Asian countries based on China?. (2013). Su, Chi-Wei ; Liu, Yan ; Chang, Hsu-Ling.
In: Economic Modelling.
RePEc:eee:ecmode:v:31:y:2013:i:c:p:467-473.
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Do Developing Countries Benefit from Foreign Direct Investments? An Analysis of Some Arab and Asian Countries. (2013). Razzak, Weshah ; Bentour, El Mostafa ; Bentour El M., ; Razzak Weshah A., .
In: Review of Middle East Economics and Finance.
RePEc:bpj:rmeecf:v:9:y:2013:i:3:p:357-388:n:2.
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FURTHER EVIDENCE ON REAL INTEREST RATE EQUALIZATION: PANEL INFORMATION, NON-LINEARITIES AND STRUCTURAL CHANGES. (2013). Lee, Cheng-Feng ; Tsong, Ching-Chuan .
In: Bulletin of Economic Research.
RePEc:bla:buecrs:v:65:y:2013:i::p:s85-s105.
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Exchange Rate Predictability. (2013). Rossi, Barbara.
In: Journal of Economic Literature.
RePEc:aea:jeclit:v:51:y:2013:i:4:p:1063-1119.
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Purchasing Power Parity between the UK and the Euro Area. (2012). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
In: Working papers.
RePEc:uct:uconnp:2012-46.
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Trade and regional growth in Spain: panel cointegration in a small sample. (2012). Laurin, Frederic .
In: Applied Economics.
RePEc:taf:applec:44:y:2012:i:4:p:435-447.
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Purchasing power parity with flexible Fourier stationary test for Central and Eastern European countries. (2012). Su, Chi-Wei ; Chang, Hsu-Ling ; Liu, De-Chih .
In: Applied Economics.
RePEc:taf:applec:44:y:2012:i:32:p:4249-4256.
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Revisiting purchasing power parity for African countries: with nonlinear panel unit-root tests. (2012). Chang, Tsangyao ; Su, Chi-Wei ; Liu, Yu-Shao .
In: Applied Economics.
RePEc:taf:applec:44:y:2012:i:25:p:3263-3273.
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Mean reversion in bilateral real exchange rates: evidence from the Malaysian ringgit. (2012). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi.
In: Applied Economics.
RePEc:taf:applec:44:y:2012:i:22:p:2921-2933.
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The dynamics of inflation: a study of a large number of countries. (2012). Wohar, Mark ; Kouretas, Georgios.
In: Applied Economics.
RePEc:taf:applec:44:y:2012:i:16:p:2001-2026.
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Revisiting purchasing power parity for 18 African countries: sequential panel selection method. (2012). Chang, Tsangyao ; Lee, Chia-Hao ; Liu, Wen-Chi ; Pan, Guochen.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:19:y:2012:i:9:p:877-881.
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Nonlinear adjustment to purchasing power parity in China. (2012). Chang, Tsangyao.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:19:y:2012:i:9:p:843-848.
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Purchasing power parity with nonlinear threshold unit root test. (2012). Chang, Tsangyao ; Su, Chi-Wei ; Liu, Yu-Shao .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:19:y:2012:i:9:p:839-842.
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Nonlinear adjustment to purchasing power parity in transition countries: the ADL test for threshold cointegration. (2012). Chang, Tsangyao ; Lee, Chia-Hao ; Lu, Yang-Cheng Ralph .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:19:y:2012:i:7:p:629-633.
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Purchasing power parity with nonlinear and asymmetric smooth adjustment for the Middle Eastern countries. (2012). Chang, Tsangyao ; Su, Chi-Wei ; Liu, Yu-Shao .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:19:y:2012:i:5:p:487-491.
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Nonlinear adjustment to purchasing power parity for Germanys real exchange rate relative to its major trading partners. (2012). Chang, Tsangyao ; Su, Chi-Wei ; Hung, Ken.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:19:y:2012:i:2:p:197-202.
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Does inflation targeting matter for PPP? An empirical investigation. (2012). Kim, Jaebeom ; Ding, Hui.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:19:y:2012:i:18:p:1777-1780.
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Digging out the PPP hypothesis: an integrated empirical coverage. (2012). JÃºlio, Paulo ; de Carvalho, Miguel ; Julio, Paulo.
In: Empirical Economics.
RePEc:spr:empeco:v:42:y:2012:i:3:p:713-744.
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Multiple trend shifts and unit roots in US state income levels: implications for long-run growth. (2012). Romero-Ãvila, Diego ; Romero-Avila, Diego.
In: The Annals of Regional Science.
RePEc:spr:anresc:v:48:y:2012:i:3:p:641-661.
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Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP. (2012). Jaramillo Franco, Miguel ; Lozano, Sergio Servan .
In: MPRA Paper.
RePEc:pra:mprapa:70772.
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On the modeling of exchange rate: some evidence from Pakistan. (2012). Rashid, Abdul ; Husain, Fazal .
In: MPRA Paper.
RePEc:pra:mprapa:47547.
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Current account sustainability in advanced economies. (2012). Lanzafame, Matteo.
In: MPRA Paper.
RePEc:pra:mprapa:42384.
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The law of one price and the role of market structure. (2012). Filiztekin, Alpay ; Caglayan, Mustafa.
In: MPRA Paper.
RePEc:pra:mprapa:36975.
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The Law of One Price in Six Central and Eastern European Economies. (2012). Miteza, Ilir.
In: Comparative Economic Studies.
RePEc:pal:compes:v:54:y:2012:i:3:p:581-596.
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Purchasing Power Parity between the UK and the Euro Area. (2012). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
In: Working Papers.
RePEc:nlv:wpaper:1208.
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On the empirical failure of purchasing power parity tests. (2012). Pelagatti, Matteo ; Colombo, Emilio.
In: Working Papers.
RePEc:mis:wpaper:20120501.
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Unpuzzling the Purchasing Power Parity Puzzle. (2012). Pelagatti, Matteo ; Colombo, Emilio.
In: Working Papers.
RePEc:mib:wpaper:221.
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Nonlinear adjustment of Asian real exchange rates. (2012). Nusair, Salah.
In: Economic Change and Restructuring.
RePEc:kap:ecopln:v:45:y:2012:i:3:p:221-246.
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The convergent behavior in REIT markets. (2012). I-Chun Tsai, .
In: Journal of Property Investment & Finance.
RePEc:eme:jpifpp:v:30:y:2012:i:1:p:42-57.
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Do Developing Countries Benefit from Foreign Direct Investments?. (2012). Razzak, Weshah ; Bentour, El Mostafa.
In: EERI Research Paper Series.
RePEc:eei:rpaper:eeri_rp_2012_07.
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Convergence of Euro area inflation rates. (2012). Papell, David ; Lopez, Claude.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:31:y:2012:i:6:p:1440-1458.
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Mean reversion in international stock markets: An empirical analysis of the 20th century. (2012). Bikker, Jacob ; van den Hoek, Pieter ; Spierdijk, Laura.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:31:y:2012:i:2:p:228-249.
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Nonlinear adjustment to purchasing power parity for ASEAN countries. (2012). Lee, Chia-Hao ; Chang, Tsangyao ; Liu, Wen-Chi .
In: Japan and the World Economy.
RePEc:eee:japwor:v:24:y:2012:i:4:p:325-331.
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Purchasing power parity and structural instability in the US/UK exchange rate. (2012). Morley, Bruce ; Karoglou, Michail .
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:22:y:2012:i:4:p:958-972.
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Purchasing Power Parity in African Countries: Further Evidence based on the ADL Test for Threshold Cointegration. (2012). Chang, Tsangyao ; Lee, Chia-Hao ; Pan, Guochen.
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-11-00406.
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Unemployment in Greece: evidence from Greek regions. (2012). Bakas, Dimitrios ; Papapetrou, Evangelia.
In: Working Papers.
RePEc:bog:wpaper:146.
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The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency. (2011). Gil-Alana, Luis ; Liang, Jiang .
In: Faculty Working Papers.
RePEc:una:unccee:wp1311.
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Long-run purchasing power parity with asymmetric adjustment: further evidence from African countries. (2011). Chang, Tsangyao ; Tang, D. P. ; Lu, Yang-Cheng ; Liu, Wen-Chi .
In: Applied Economics.
RePEc:taf:applec:v:43:y:2011:i:2:p:231-242.
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Covariate selection for testing purchasing power parity. (2011). Lee, Cheng-Feng ; Tsong, Ching-Chuan .
In: Applied Economics.
RePEc:taf:applec:v:43:y:2011:i:15:p:1923-1933.
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The persistent labour-market effects of the financial crisis. (2011). ÃƒÂ–sterholm, PÃƒÂ¤r ; Mossfeldt, Marcus .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:18:y:2011:i:7:p:637-642.
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Re-examining long-run purchasing power parity for Central and Eastern European countries: nonlinear panel unit root tests. (2011). Su, Chi-Wei ; Liu, Pei ; Zhu, Meng-Nan ; Chang, Hsu-Ling.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:18:y:2011:i:5:p:411-415.
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Revisiting purchasing power parity for 16 Latin American countries: panel SURADF tests. (2011). Chang, Tsangyao ; Chiu, Chi-Chen ; Lu, Yang-Cheng Ralph ; Tzeng, Han-Wen .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:18:y:2011:i:3:p:251-255.
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Revisiting purchasing power parity for major oil-exporting countries using panel SURADF tests. (2011). Chang, Tsangyao ; Kang, Shu-Chen ; Lu, Yang-Cheng ; Liu, Wen-Chi .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:18:y:2011:i:1:p:63-67.
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Purchasing power parity in Mainland China and Taiwan: an empirical note based on threshold unit root test. (2011). Chang, Tsangyao ; Lee, Chia-Hao ; Zhang, Yi-Chun ; Chen, Tsung-Hsien .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:18:y:2011:i:18:p:1807-1812.
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An empirical test of the purchasing power parity for transition economies: Panel SURADF tests. (2011). Chang, Tsangyao ; Tzeng, Han-Wen ; Lu, Yang-Cheng Ralph ; Lee, Kuei-Chiu.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:18:y:2011:i:17:p:1691-1696.
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Revisiting Purchasing Power Parity for Nine Transition Countries Using the Rank Test for Nonlinear Cointegration. (2011). Chang, Tsangyao ; Chiu, Chi Chen ; Tzeng, HanWen .
In: Journal for Economic Forecasting.
RePEc:rjr:romjef:v::y:2011:i:2:p:19-30.
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Globalisation and cointegration among the states and convergence across the continents: a panel data analysis. (2011). DE, UTPAL.
In: MPRA Paper.
RePEc:pra:mprapa:6166.
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Non-linear convergence in Asian interest rates and inflation rates. (2011). Nusair, Salah ; Kisswani, Khalid ; Kisswani, Khalid /M., ; Nusair, Salah/ A., ; Nusair, Salah /A., ; Kisswani, Khalid/ M., .
In: MPRA Paper.
RePEc:pra:mprapa:34179.
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Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework. (2011). VÃƒÂ½rost, TomÃ¡Å¡ ; LyÃƒÂ³csa, Å tefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan.
In: MPRA Paper.
RePEc:pra:mprapa:30334.
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Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries. (2011). VÃƒÂ½rost, TomÃ¡Å¡ ; LyÃƒÂ³csa, Å tefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan.
In: MPRA Paper.
RePEc:pra:mprapa:29648.
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A Simple Panel-CADF Test for Unit Roots. (2011). Lupi, Claudio ; Costantini, Mauro.
In: Economics Series.
RePEc:ihs:ihsesp:261.
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Exchange rates and prices in purchasing power parity framework: Are bilateral real exchange rates stationary?. (2011). Mishra, Ritesh ; Sehgal, Sanjay.
In: International Journal of Economic Policy in Emerging Economies.
RePEc:ids:ijepee:v:4:y:2011:i:3:p:274-286.
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The linkage between relative population growth and purchasing power parity: Cross country evidence. (2011). Salim, Ruhul ; Hassan, Kamrul .
In: International Journal of Development Issues.
RePEc:eme:ijdipp:v:10:y:2011:i:2:p:154-169.
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An application of a new seasonal unit root test to inflation. (2011). Narayan, Paresh ; Popp, Stephan .
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:20:y:2011:i:4:p:707-716.
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Nonlinear trends in real exchange rates: A panel unit root test approach. (2011). Cushman, David ; Michael, Nils .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:30:y:2011:i:8:p:1619-1637.
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Price level convergence and regional Phillips curves in the US and EMU. (2011). Berk, Jan Marc ; Swank, Job.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:30:y:2011:i:5:p:749-763.
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A re-examination on dissecting the purchasing power parity puzzle. (2011). Wu, Jyh-lin ; Lee, Chingnun ; Wang, Tzu-Wei .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:30:y:2011:i:3:p:572-586.
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Why panel tests of purchasing power parity should allow for heterogeneous mean reversion. (2011). van Dijk, Mathijs ; Tims, Ben ; Koedijk, Kees G..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:30:y:2011:i:1:p:246-267.
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Purchasing power parity in G-7 countries: Further evidence based on ADL test for threshold cointegration. (2011). Chang, Tsangyao ; Lee, Chia-Hao ; Pei-I Chou, ; Pei-I Chou, .
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-10-00766.
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Unemployment and finance: how do financial and labour market factors interact?. (2010). Rault, Christophe ; Gatti, Donatella ; Vaubourg, Anne-Gael.
In: William Davidson Institute Working Papers Series.
RePEc:wdi:papers:2010-973.
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Cointegration analysis with structural breaks and deterministic trends: an application to the Canadian dollar. (2010). Chaban, Maxym.
In: Applied Economics.
RePEc:taf:applec:v:42:y:2010:i:23:p:3023-3037.
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Testing the hypothesis of market efficiency in the Taiwan-US forward exchange market since 1990. (2010). Chen, Shyh-Wei.
In: Applied Economics.
RePEc:taf:applec:v:42:y:2010:i:1:p:121-132.
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Real exchange rates and bilateral trade dynamics of Turkey: panel cointegration approach. (2010). Kaya, Huseyin ; ÃƒÂ‡elik, Sadullah ; Celik, Sadullah .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:17:y:2010:i:8:p:791-795.
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Output fluctuations: transitory or permanent? the case of Latin America. (2010). Guloglu, Bulent ; GÃ¼loÄŸlu, BÃ¼lent ; Ivrendi, Mehmet .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:17:y:2010:i:4:p:381-386.
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Purchasing power parity for 15 COMESA and SADC countries: evidence based on panel SURADF tests. (2010). Chang, Tsangyao ; Lee, Chia-Hao ; Liu, Wen-Chi ; Tang, De-Piao .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:17:y:2010:i:17:p:1721-1727.
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Revisiting purchasing power parity for East Asian countries: panel SURADF tests. (2010). Chang, Tsangyao ; Lee, Chia-Hao.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:17:y:2010:i:13:p:1329-1334.
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Purchasing power parity for G-7 countries: panel SURADF tests. (2010). Chang, Tsangyao ; Yu, Chin-Ping ; Liu, Wen-Chi ; Tzeng, Han-Wen .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:17:y:2010:i:12:p:1223-1228.
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What do we really know about fiscal sustainability in the EU? A panel data diagnostic. (2010). Rault, Christophe ; Afonso, Antonio.
In: Review of World Economics (Weltwirtschaftliches Archiv).
RePEc:spr:weltar:v:145:y:2010:i:4:p:731-755.
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Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies. (2010). Ãsterholm, PÃ¤r ; Hjalmarsson, Erik ; Osterholm, Par.
In: Empirical Economics.
RePEc:spr:empeco:v:39:y:2010:i:1:p:51-76.
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Are euro area inflation rates misaligned?. (2010). Papell, David ; Lopez, Claude.
In: MPRA Paper.
RePEc:pra:mprapa:27929.
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Re-examination of the long-run purchasing power parity: further evidence from Turkey. (2010). KORAP, LEVENT ; Aslan, zgur .
In: MPRA Paper.
RePEc:pra:mprapa:26273.
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Testing for Group-Wise Convergence with an Application to Euro Area Inflation. (2010). Papell, David ; Lopez, Claude.
In: MPRA Paper.
RePEc:pra:mprapa:20585.
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Long-run purchasing power parity with asymmetric adjustment: evidence from nine major oil-exporting countries. (2010). Chang, Tsangyao ; Liu, Wen-Chi .
In: International Journal of Finance & Economics.
RePEc:ijf:ijfiec:v:15:y:2010:i:3:p:263-274.
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The Persistent Labour-Market Effects of the Financial Crisis. (2010). ÃƒÂ–sterholm, PÃƒÂ¤r ; Mossfeldt, Marcus .
In: Working Papers.
RePEc:hhs:nierwp:0117.
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Purchasing Power Parity Hypothesis in OIC Countries: Evidence from Panel Unit Root Tests with Heterogeneous Structural Breaks.. (2010). Ranjbar, Omid ; Elmi, Zahra.
In: Iranian Economic Review.
RePEc:eut:journl:v:15:y:2010:i:3:p:1.
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Selective swap arrangements and the global financial crisis: Analysis and interpretation. (2010). Pasricha, Gurnain ; Aizenman, Joshua.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:19:y:2010:i:3:p:353-365.
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Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity. (2010). Shimotsu, Katsumi ; Okimoto, Tatsuyoshi.
In: Journal of the Japanese and International Economies.
RePEc:eee:jjieco:v:24:y:2010:i:3:p:395-411.
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Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates. (2010). Leon-Ledesma, Miguel ; Christopoulos, Dimitris.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:29:y:2010:i:6:p:1076-1093.
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Internal capital markets and lending by multinational bank subsidiaries. (2010). Lelyveld, Iman ; De Haas, Ralph ; van Lelyveld, Iman.
In: Journal of Financial Intermediation.
RePEc:eee:jfinin:v:19:y:2010:i:1:p:1-25.
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Real exchange rate behavior and optimum currency area in East Asia: Evidence from Generalized Purchasing Power Parity. (2010). Sharma, Chandan ; Mishra, Ritesh.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:19:y:2010:i:3:p:205-213.
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A generalized nonlinear IV unit root test for panel data with cross-sectional dependence. (2010). Wang, Peng ; Yang, Jisheng ; Li, Zinai.
In: Journal of Econometrics.
RePEc:eee:econom:v:157:y:2010:i:1:p:101-109.
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The Long-Run of Purchasing Power Parity: The Case of Japan. (2010). Long, Dara .
In: Economics Bulletin.
RePEc:ebl:ecbull:v:30:y:2010:i:1:p:32-54.
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The Long-Run of Purchasing Power Parity: The Case of Japan. (2010). Long, Dara .
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-09-00225.
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PURCHASING POWER PARITY IN AFRICAN COUNTRIES: EVIDENCE FROM PANEL SURADF TEST. (2010). Lau, Evan ; Baharumshah, Ahmad Zubaidi ; Nziramasanga, Mudziviri t..
In: South African Journal of Economics.
RePEc:bla:sajeco:v:78:y:2010:i:1:p:40-56.
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MEAN REVERSION OF THE FISCAL CONDUCT IN 24 DEVELOPING COUNTRIES. (2010). Lau, Evan ; Baharumshah, Ahmad Zubaidi.
In: Manchester School.
RePEc:bla:manchs:v:78:y:2010:i:4:p:302-325.
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External imbalances in a monetary union. Does the Lawson doctrine apply to Europe?. (2010). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam ; Josep Lluis Carrion-i-Silvestre, .
In: Working Papers.
RePEc:aee:wpaper:1009.
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Persistence in Turkish Real Exchange Rates: Panel Approaches. (2009). ERLAT, Haluk .
In: FIW Working Paper series.
RePEc:wsr:wpaper:y:2009:i:029.
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Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests. (2009). Piacentino, Davide ; Fazio, Giorgio ; Byrne, Joseph.
In: Regional Studies.
RePEc:taf:regstd:v:43:y:2009:i:1:p:63-76.
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Currency appreciation, rising financial asset values, and output fluctuations in China. (2009). Hsieh, Wen-Jen ; Hsing, YU.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:16:y:2009:i:8:p:853-857.
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A more powerful panel unit root test with an application to PPP. (2009). Lau, Chi Keung ; Chi Keung Marco Lau, .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:16:y:2009:i:1:p:75-80.
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New evidence of the validity of purchasing power parity from Turkey. (2009). KALYONCU, Huseyin.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:16:y:2009:i:1:p:63-67.
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Purchasing power parity and long memory. (2009). Yoon, Gawon .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:16:y:2009:i:1:p:55-61.
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Purchasing power parity in Korean city panels with disaggregate price indices. (2009). Han, K. ; Oh, Y..
In: Applied Economics Letters.
RePEc:taf:apeclt:v:16:y:2009:i:1:p:45-49.
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For which countries did PPP hold? A multiple testing approach. (2009). Hanck, Christoph.
In: Empirical Economics.
RePEc:spr:empeco:v:37:y:2009:i:1:p:93-103.
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The inflation rates may accelerate after all: panel evidence from 19 OECD economies. (2009). Ho, Tsung-Wu .
In: Empirical Economics.
RePEc:spr:empeco:v:36:y:2009:i:1:p:55-64.
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Smooth Breaks and Nonlinear Mean Reversion: Post-Bretton Woods Real Exchange Rates. (2009). Leon-Ledesma, Miguel ; Christopoulos, Dimitris ; Miguel, Leon-Ledesma .
In: MPRA Paper.
RePEc:pra:mprapa:22553.
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Are real exchange rates mean reverting? Evidence from a panel of OECD countries. (2009). KORAP, LEVENT ; Levent, Korap .
In: MPRA Paper.
RePEc:pra:mprapa:19527.
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International Parities among China and Her Major Trading Partners in Asia Pacific. (2009). Chan, Tze-Haw.
In: MPRA Paper.
RePEc:pra:mprapa:15504.
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Internal Capital Markets and Lending by Multinational Bank Subsidiaries. (2009). Lelyveld, Iman ; De Haas, Ralph.
In: MPRA Paper.
RePEc:pra:mprapa:13164.
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3-Step Analysis of Public Finances Sustainability: the Case of the European Union. (2009). Rault, Christophe ; Afonso, Antonio.
In: LEO Working Papers / DR LEO.
RePEc:leo:wpaper:145.
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Monetary Policy Rules Across OECD Countries. (2009). Divino, Jose Angelo.
In: Revista Brasileira de Economia - RBE.
RePEc:fgv:epgrbe:v:63:y:2009:i:1:a:1243.
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Testing Stationarity of Budgetary Position in Developing Countries. (2009). Puah, Chin-Hong ; Lau, Evan ; Baharumshah, Ahmad Zubaidi ; Mansor, Shazali Abu.
In: International Econometric Review (IER).
RePEc:erh:journl:v:1:y:2009:i:2:p:77-87.
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On the GCC Currency Union. (2009). Razzak, Weshah.
In: EERI Research Paper Series.
RePEc:eei:rpaper:eeri_rp_2009_29.
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Multiple Breaks, Terms of Trade Shocks and the Unit-Root Hypothesis for African Per Capita Real GDP. (2009). Romero-ÃƒÂvila, Diego ; Romero-vila, Diego .
In: World Development.
RePEc:eee:wdevel:v:37:y:2009:i:6:p:1051-1068.
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A revisit to the non-linear mean reversion of real exchange rates: Evidence from a series-specific non-linear panel unit-root test. (2009). Wu, Jyh-lin ; Lee, Hsiu-Yun .
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:31:y:2009:i:4:p:591-601.
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The hypothesis of a unit root in OECD inflation revisited. (2009). Usabiaga, Carlos ; Romero-ÃƒÂvila, Diego ; Romero-vila, Diego .
In: Journal of Economics and Business.
RePEc:eee:jebusi:v:61:y:2009:i:2:p:153-161.
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Getting PPP right: Identifying mean-reverting real exchange rates in panels. (2009). Chortareas, Georgios ; Kapetanios, George.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:33:y:2009:i:2:p:390-404.
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Do financial conglomerates create or destroy value? Evidence for the EU. (2009). Lelyveld, Iman ; van Lelyveld, Iman ; Knot, Klaas .
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2312-2321.
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The confusing time-series behaviour of real exchange rates: Are asymmetries important?. (2009). McMillan, David G..
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:19:y:2009:i:4:p:692-711.
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Income and CO2 emissions: Evidence from panel unit root and cointegration tests. (2009). Lee, Chien-Chiang.
In: Energy Policy.
RePEc:eee:enepol:v:37:y:2009:i:2:p:413-423.
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On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis. (2009). Kim, Hyeongwoo.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:16:y:2009:i:5:p:734-744.
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Are OECD consumption-income ratios stationary after all?. (2009). Romero-ÃƒÂvila, Diego ; Romero-vila, Diego .
In: Economic Modelling.
RePEc:eee:ecmode:v:26:y:2009:i:1:p:107-117.
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Testing for price convergence: how close are EU New Members States to euro zone?. (2009). Matei, Iuliana.
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-09-00169.
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Unemployment and Finance: How do Financial and Labour Market Factors Interact?. (2009). Rault, Christophe ; Gatti, Donatella ; Vaubourg, Anne-Gael.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_2901.
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Selective Swap Arrangements and the Global Financial Crisis: Analysis and Interpretation*. (2009). Pasricha, Gurnain ; Aizenman, Joshua.
In: Santa Cruz Department of Economics, Working Paper Series.
RePEc:cdl:ucscec:qt2vw7s14s.
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ELECTORAL MOTIVES, PARTISAN MOTIVES AND DYNAMIC OPTIMALITY WITH MANY TAXES: AN INTERNATIONAL INVESTIGATION. (2009). Tsionas, Efthymios ; Loizides, John ; Christopoulos, Dimitris.
In: Scottish Journal of Political Economy.
RePEc:bla:scotjp:v:56:y:2009:i:1:p:94-113.
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THE CONVERGENCE HYPOTHESIS FOR OECD COUNTRIES RECONSIDERED: PANEL DATA EVIDENCE WITH MULTIPLE BREAKS, 1870-2003. (2009). Romero-ÃƒÂvila, Diego ; Romero-vila, Diego .
In: Manchester School.
RePEc:bla:manchs:v:77:y:2009:i:4:p:552-574.
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An intersection test for panel unit roots. (2008). Hanck, Christoph .
In: Technical Reports.
RePEc:zbw:sfb475:200811.
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Structural breaks and Purchasing Power Parity in the CEE and Post-War former Yugoslav States. (2008). Tica, Josip ; Sonora, Robert.
In: EFZG Working Papers Series.
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A confirmatory analysis of the unit root hypothesis for OECD consumption-income ratios. (2008). Romero-ÃƒÂvila, Diego ; Romero-Avila, Diego .
In: Applied Economics.
RePEc:taf:applec:v:40:y:2008:i:17:p:2271-2278.
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Technology- and investment-led growth effects of economic integration: a panel cointegration analysis for the EU-15 (1960-2000). (2008). Badinger, Harald.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:15:y:2008:i:7:p:557-561.
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Nonlinear vs. nonstationary of hysteresis in unemployment: evidence from OECD economies. (2008). Yuan, Cheng-Da ; Kuo, Nai-Fong ; Lin, Cheng-Hsun .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:15:y:2008:i:11:p:905-909.
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On PPP, unit roots and panels. (2008). Wagner, Martin.
In: Empirical Economics.
RePEc:spr:empeco:v:35:y:2008:i:2:p:229-249.
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Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels. (2008). Chortareas, Georgios ; Kapetanios, George.
In: Working Papers.
RePEc:qmw:qmwecw:wp629.
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Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels. (2008). Chortareas, Georgios ; Kapetanios, George.
In: Working Papers.
RePEc:qmw:qmwecw:629.
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Purchasing Power Parity and Real Exchange Rate in Japan. (2008). LONG, Dara.
In: MPRA Paper.
RePEc:pra:mprapa:11173.
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Testing Gibratâ€™s law: empirical evidence from panel unit root tests of turkish firms. (2008). Aslan, Alper.
In: MPRA Paper.
RePEc:pra:mprapa:10594.
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What do we Really Know about Fiscal Sustainability in the EU ? A Panel Data Diagnostic. (2008). Rault, Christophe ; Afonso, Antonio.
In: LEO Working Papers / DR LEO.
RePEc:leo:wpaper:1757.
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3-Step Analysis of Public Finances Sustainability: the Case of the European Union. (2008). Rault, Christophe ; Afonso, Antonio.
In: Working Papers Department of Economics.
RePEc:ise:isegwp:wp352008.
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Home bias and purchasing power parity: evidence from the G-7 countries. (2008). Sideris, Dimitrios ; Mylonidis, Nikolaos.
In: International Journal of Finance & Economics.
RePEc:ijf:ijfiec:v:13:y:2008:i:2:p:199-204.
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Real exchange rates may have nonlinear trends. (2008). Cushman, David.
In: International Journal of Finance & Economics.
RePEc:ijf:ijfiec:v:13:y:2008:i:2:p:158-173.
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Exchange Rate Regime Choice with Multiple Key Currencies. (2008). Neumayer, Eric ; Plumper, Thomas .
In: The Institute for International Integration Studies Discussion Paper Series.
RePEc:iis:dispap:iiisdp264.
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3-Step Analysis of Public Finances Sustainability: the Case of the European Union. (2008). Rault, Christophe ; Afonso, Antonio.
In: Working Papers.
RePEc:hal:wpaper:hal-00322086.
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Purchasing Power Parity for developing and developed countries. What can we learn from non-stationary panel data models?. (2008). Rault, Christophe ; Drine, Imed.
In: Post-Print.
RePEc:hal:journl:hal-00322105.
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Exchange rate regime choice with multiple key currencies. (2008). Neumayer, Eric ; Plumper, Thomas .
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:25164.
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Examining the behaviour of visitor arrivals to Australia from 28 different countries. (2008). Narayan, Paresh.
In: Transportation Research Part A: Policy and Practice.
RePEc:eee:transa:v:42:y:2008:i:5:p:751-761.
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The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks. (2008). Narayan, Paresh.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:18:y:2008:i:2:p:137-146.
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Revisited: Are shocks to energy consumption permanent or temporary? New evidence from a panel SURADF approach. (2008). Lee, Chien-Chiang ; Hsu, Yi-Chung .
In: Energy Economics.
RePEc:eee:eneeco:v:30:y:2008:i:5:p:2314-2330.
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Convergence in carbon dioxide emissions among industrialised countries revisited. (2008). Romero-ÃƒÂvila, Diego ; Romero-vila, Diego .
In: Energy Economics.
RePEc:eee:eneeco:v:30:y:2008:i:5:p:2265-2282.
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Testing seasonal mean-reversion in the real exchange rates: An application of nonlinear IV estimator. (2008). Ho, Tsung-Wu .
In: Economics Letters.
RePEc:eee:ecolet:v:99:y:2008:i:2:p:314-316.
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Is the environmental performance of industrialized countries converging? A SURE approach to testing for convergence. (2008). Tamarit, Cecilio ; Picazo-Tadeo, Andres ; Camarero, Mariam.
In: Ecological Economics.
RePEc:eee:ecolec:v:66:y:2008:i:4:p:653-661.
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Questioning the empirical basis of the environmental Kuznets curve for CO2: New evidence from a panel stationarity test robust to multiple breaks and cross-dependence. (2008). Romero-ÃƒÂvila, Diego ; Romero-Avila, Diego .
In: Ecological Economics.
RePEc:eee:ecolec:v:64:y:2008:i:3:p:559-574.
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Purchasing power parity in Central and Eastern European countries. (2008). Borsic, Darja .
In: Economics Bulletin.
RePEc:ebl:ecbull:v:6:y:2008:i:32:p:1-8.
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Purchasing power parity in Central and Eastern European countries. (2008). Baharumshah, Ahmad Zubaidi ; Borsic, Darja .
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-08f30046.
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Do financial conglomerates create or destroy value? Evidence for the EU. (2008). Lelyveld, Iman.
In: DNB Working Papers.
RePEc:dnb:dnbwpp:174.
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3-Step Analysis of Public Finances Sustainability: the Case of the European Union. (2008). Rault, Christophe ; Afonso, Antonio.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_2393.
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Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach. (2008). Girardi, Alessandro ; Caporale, Guglielmo Maria ; Ciferri, Davide .
In: CESifo Working Paper Series.
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What do we really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic. (2008). Rault, Christophe ; Afonso, Antonio.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_2226.
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Black Market and Official Exchange Rates: Long-run Equilibrium and Short-run Dynamics. (2008). cerrato, mario ; Caporale, Guglielmo Maria.
In: Review of International Economics.
RePEc:bla:reviec:v:16:y:2008:i:3:p:401-412.
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PURCHASING POWER PARITY FOR DEVELOPING AND DEVELOPED COUNTRIES. WHAT CAN WE LEARN FROM NON?STATIONARY PANEL DATA MODELS?. (2008). Rault, Christophe.
In: Journal of Economic Surveys.
RePEc:bla:jecsur:v:22:y:2008:i:4:p:752-773.
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Purchasing Power Parity under Regime Shifts: An Application to Asian Countries. (2008). Nusair, Salah.
In: Asian Economic Journal.
RePEc:bla:asiaec:v:22:y:2008:i:3:p:241-266.
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The Unit Root Hypothesis for Aggregate Output May Not Hold after All: New Evidence from a Panel Stationarity Test with Multiple Breaks. (2007). Romero-Ãvila, Diego ; Romeroavila, Diego .
In: Southern Economic Journal.
RePEc:wly:soecon:v:73:y:2007:i:3:p:642-658.
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What do we really know about fiscal sustainability in the EU? A panel data diagnostic. (2007). Rault, Christophe ; Alfonso, Antonio.
In: William Davidson Institute Working Papers Series.
RePEc:wdi:papers:2007-893.
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A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle. (2007). Giles, David ; Chen, Qian.
In: Econometrics Working Papers.
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Purchasing Power Parity and the Real Exchange Rate in Bangladesh: A Nonlinear Analysis. (2007). Chowdhury, Ibrahim .
In: Journal of the Asia Pacific Economy.
RePEc:taf:rjapxx:v:12:y:2007:i:1:p:61-75.
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A PANEL DATA ANALYSIS OF THE NEXUS BETWEEN DEFENCE SPENDING AND GROWTH IN THE EUROPEAN UNION: A REPLY. (2007). Paleologou, Suzanna ; Mylonidis, Nikolaos ; Kollias, Christos ; Suzanna- Maria Paleologou, .
In: Defence and Peace Economics.
RePEc:taf:defpea:v:18:y:2007:i:6:p:581-583.
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Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks. (2007). Smyth, Russell ; Lean, Hooi Hooi.
In: Applied Economics.
RePEc:taf:applec:v:39:y:2007:i:16:p:2109-2120.
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Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity. (2007). Shimotsu, Katsumi ; Okimoto, Tatsuyoshi.
In: Working Papers.
RePEc:qed:wpaper:1138.
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The real interest rate differential: international evidence based on nonlinear unit root tests. (2007). Chan, Tze-Haw ; Liew, Venus ; Baharumshah, Ahmad Zubaidi.
In: MPRA Paper.
RePEc:pra:mprapa:7300.
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In The Middle of the Heat:The GCC countries Between Rising Oil Prices and the Sliding Greenback. (2007). Razzak, Weshah.
In: MPRA Paper.
RePEc:pra:mprapa:6591.
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The Changing Dynamics of the East Asian Real Exchange Rates after the Financial Crisis: Further Evidence on Mean Reversion. (2007). Chan, Tze-Haw ; Baharumshah, Ahmad Zubaidi ; Aggarwal, Raj.
In: MPRA Paper.
RePEc:pra:mprapa:6090.
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A Macroeconomic perspective on skill shortages and the skill premium in New Zealand. (2007). Timmins, Jason ; Razzak, Weshah.
In: MPRA Paper.
RePEc:pra:mprapa:1886.
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A Macroeconomic perspective on skill shortages and the skill premium in New Zealand. (2007). Timmins, Jason ; Razzak, Weshah.
In: MPRA Paper.
RePEc:pra:mprapa:1884.
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The employment effects of mergers in a declining industry: the case of South African gold mining. (2007). Behar, Alberto ; Hodge, James .
In: Economics Series Working Papers.
RePEc:oxf:wpaper:335.
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The behaviour of the real exchange rate: Evidence from regression quantiles. (2007). Nikolaou, Kleopatra .
In: Money Macro and Finance (MMF) Research Group Conference 2006.
RePEc:mmf:mmfc06:46.
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Inflation convergence in the new EU member states. (2007). Spiru, A M.
In: Working Papers.
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Is reversion to PPP in euro exchange rates non-linear?. (2007). Schnatz, Bernd.
In: International Economics and Economic Policy.
RePEc:kap:iecepo:v:4:y:2007:i:3:p:281-297.
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Can panel data really improve the predictability of the monetary exchange rate model?. (2007). Westerlund, Joakim ; Basher, Syed.
In: Journal of Forecasting.
RePEc:jof:jforec:v:26:y:2007:i:5:p:365-383.
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An empirical analysis of nonstationarity in a panel of interest rates with factors. (2007). Perron, Benoit ; Moon, Hyungsik.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:22:y:2007:i:2:p:383-400.
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Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models?. (2007). Rault, Christophe ; Drine, Imed.
In: IZA Discussion Papers.
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What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic.. (2007). Rault, Christophe ; Afonso, Antonio.
In: Working Papers Department of Economics.
RePEc:ise:isegwp:wp202007.
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Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated. (2007). Ãsterholm, PÃ¤r ; Hjalmarsson, Erik ; Osterholm, Par.
In: IMF Working Papers.
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What do we really know about fiscal sustainability in the EU? A panel data diagnostic. (2007). Rault, Christophe ; Afonso, Antonio.
In: Working Papers.
RePEc:hal:wpaper:hal-00322091.
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Testing for cointegration using the Johansen methodology when variables are near-integrated. (2007). ÃƒÂ–sterholm, PÃƒÂ¤r ; Hjalmarsson, Erik ; Osterholm, Par.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:915.
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Are shocks to energy consumption permanent or temporary? Evidence from 182 countries. (2007). Smyth, Russell ; Narayan, Paresh.
In: Energy Policy.
RePEc:eee:enepol:v:35:y:2007:i:1:p:333-341.
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What do we really know about fiscal sustainability in the EU? A panel data diagnostic. (2007). Rault, Christophe ; Afonso, Antonio.
In: Working Paper Series.
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Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries. (2007). Prasad, Arti .
In: Economics Bulletin.
RePEc:ebl:ecbull:v:3:y:2007:i:34:p:1-6.
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Mean reversion of inflation rates in 19 OECD countries: Evidence from panel Lm unit root tests with structural breaks. (2007). Lee, Chien-Chiang ; Chang, Chun-Ping.
In: Economics Bulletin.
RePEc:ebl:ecbull:v:3:y:2007:i:23:p:1-15.
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Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries. (2007). Narayan, Paresh ; Prasad, Arti .
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-06c20083.
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Mean reversion of inflation rates in 19 OECD countries: Evidence from panel Lm unit root tests with structural breaks. (2007). Lee, Chien-Chiang ; Chang, Chun-Ping.
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-05c30022.
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MONETARY POLICY AND BEHAVIOURAL FINANCE. (2007). Cuthbertson, K. ; Nitzsche, D..
In: Journal of Economic Surveys.
RePEc:bla:jecsur:v:21:y:2007:i:5:p:935-969.
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Convergence of Relative State-level Per Capita Incomes in the United States Revisited. (2007). Fousekis, Panos.
In: Journal of Regional Analysis and Policy.
RePEc:ags:jrapmc:132408.
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For Which Countries did PPP hold? A Multiple Testing Approach. (2006). Hanck, Christoph .
In: Technical Reports.
RePEc:zbw:sfb475:200647.
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Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?. (2006). Taylor, Mark ; Lothian, James.
In: The Warwick Economics Research Paper Series (TWERPS).
RePEc:wrk:warwec:768.
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Population age structure and real exchange rates in the OECD. (2006). ÃƒÂ–sterholm, PÃƒÂ¤r ; Andersson, Andreas ; Par Österholm, .
In: International Economic Journal.
RePEc:taf:intecj:v:20:y:2006:i:1:p:1-18.
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Analysis of Short-term Exchange Rate Movements in Korea: Application of an Extended Mundell-Fleming Model. (2006). Hsing, Yu.
In: Global Economic Review.
RePEc:taf:glecrv:v:35:y:2006:i:2:p:145-151.
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Are Australias tourism markets converging?. (2006). Narayan, Paresh.
In: Applied Economics.
RePEc:taf:applec:v:38:y:2006:i:10:p:1153-1162.
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A simple test for PPP among traded goods. (2006). van Dijk, Dick ; Franses, Philip Hans.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:19-27.
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Purchasing Power Parity versus the EU in the Mediterranean countries. (2006). OrdÃƒÂ³ÃƒÂ±ez, Javier ; Cuestas, Juan ; Camarero, Mariam ; Ordoez, Javier.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:157-167.
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Purchasing Power Parity in economies in transition: evidence from Central and East European countries. (2006). Sideris, Dimitrios.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:135-143.
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Long-run validity of Purchasing Power Parity and cointegration analysis for Central Asian countries. (2006). Doanlar, Murat.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:13:y:2006:i:7:p:457-461.
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Responses of output in Poland to shocks to the exchange rate, the stock price, and other macroeconomic variables: a VAR model. (2006). Hsing, Yu.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:13:y:2006:i:15:p:1017-1022.
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Is per capita real GDP stationary in African countries? Evidence from panel SURADF test. (2006). Chang, Tsangyao ; Su, Chi-Wei ; Chu, Hsiao-Ping .
In: Applied Economics Letters.
RePEc:taf:apeclt:v:13:y:2006:i:15:p:1003-1008.
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Granger causality test on R&D spatial spillovers and productivity growth. (2006). Chen, Jong-Rong ; Wang, Chia-Ling ; Lu, Wen-Cheng.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:13:y:2006:i:13:p:857-861.
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Testing the stochastic convergence of Italian regions using panel data. (2006). Costantini, Mauro ; arbia, giuseppe.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:13:y:2006:i:12:p:775-783.
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Non-linear and non-symmetric exchange-rate adjustment: Evidence from medium- and high-inflation countries. (2006). Martin, Christopher ; Arghyrou, Michael ; Boinet, Virginie .
In: Journal of Economics and Finance.
RePEc:spr:jecfin:v:30:y:2006:i:1:p:38-56.
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Nonlinear adjustment in PPP—evidence from threshold cointegration. (2006). Heimonen, Kari.
In: Empirical Economics.
RePEc:spr:empeco:v:31:y:2006:i:2:p:479-495.
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Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?. (2006). Westerlund, Joakim ; Basher, Syed.
In: MPRA Paper.
RePEc:pra:mprapa:1229.
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On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973. (2006). Pesavento, Elena ; Elliott, Graham.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:38:y:2006:i:6:p:1405-1430.
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The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration. (2006). Wohar, Mark ; Sollis, Robert.
In: International Journal of Finance & Economics.
RePEc:ijf:ijfiec:v:11:y:2006:i:2:p:139-153.
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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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Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators. (2006). Rasche, Robert ; Anderson, Richard ; Qian, Hailong .
In: Working Papers.
RePEc:fip:fedlwp:2006-050.
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Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?. (2006). Valente, Giorgio ; Sarno, Lucio.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:30:y:2006:i:11:p:3147-3169.
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The informational value of unemployment statistics: A note on the time series properties of participation rates. (2006). ÃƒÂ–sterholm, PÃƒÂ¤r ; Gustavsson, Magnus ; Osterholm, Par.
In: Economics Letters.
RePEc:eee:ecolet:v:92:y:2006:i:3:p:428-433.
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Short-memory and the PPP hypothesis. (2006). El-Gamal, Mahmoud ; Ryu, Deockhyun .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:30:y:2006:i:3:p:361-391.
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The behaviour of the real exchange rate: evidence from regression quantiles. (2006). Nikolaou, Kleopatra .
In: Working Paper Series.
RePEc:ecb:ecbwps:2006667.
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DETERMINANTS OF EXCHANGE RATE FLUCTUATIONS FOR VENEZUELA: APPLICATION OF AN EXTENDED MUNDELL-FLEMING MODEL. (2006). Hsing, Yu.
In: Applied Econometrics and International Development.
RePEc:eaa:aeinde:v:6:y:2006:i:1_10.
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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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Current Account Reversals and Long Term Imbalances: Application to the Central and Eastern European Countries. (2006). Havrylchyk, Olena ; Benhima, Kenza.
In: Working Papers.
RePEc:cii:cepidt:2006-27.
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Convergences of prices and rates of inflation. (2006). Harvey, Andrew ; Fabiani, Silvia ; Busetti, Fabio.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_575_06.
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CROSS-COUNTRY EVIDENCE ON MONETARY POLICY RULES. (2006). Divino, Jose Angelo.
In: Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting].
RePEc:anp:en2006:178.
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Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?. (2006). Taylor, Mark ; Lothian, James R.
In: Economic Research Papers.
RePEc:ags:uwarer:269738.
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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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Has New Zealand benefited from its investments in research & development?. (2005). Stillman, Steven ; Razzak, Weshah ; Johnson, Robin .
In: Development and Comp Systems.
RePEc:wpa:wuwpdc:0510022.
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Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?. (2005). Sarno, Lucio.
In: Canadian Journal of Economics/Revue canadienne d'Ã©conomique.
RePEc:wly:canjec:v:38:y:2005:i:3:p:673-708.
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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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New evidence on purchasing power parity from 17 OECD countries. (2005). Narayan, Paresh.
In: Applied Economics.
RePEc:taf:applec:v:37:y:2005:i:9:p:1063-1071.
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Can the Balassa-Samuelson theory explain long-run real exchange rate movements in OECD countries?. (2005). Rault, Christophe ; Drine, Imed.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:15:y:2005:i:8:p:519-530.
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Convergence hypothesis of regional income in Korea. (2005). Kim, Ji.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:12:y:2005:i:7:p:431-435.
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Forecasting real exchange rate trends using age structure data - the case of Sweden. (2005). ÃƒÂ–sterholm, PÃƒÂ¤r ; Andersson, Andreas.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:12:y:2005:i:5:p:267-272.
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An empirical note on testing hysteresis in unemployment for ten European countries: panel SURADF approach. (2005). Chang, Tsangyao ; Nieh, Chien-Chung ; Lee, Kuei-Chiu ; Wei, Ching-Chun.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:12:y:2005:i:14:p:881-886.
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Une synthÃ¨se des tests de racine unitaire sur donnÃ©es de panel. (2005). Mignon, ValÃƒÂ©rie ; Hurlin, Christophe.
In: Ã‰conomie et PrÃ©vision.
RePEc:prs:ecoprv:ecop_0249-4744_2005_num_169_3_7023.
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Has New Zealand benefited from its investments in research & development?. (2005). Stillman, Steven ; Razzak, Weshah ; Johnson, Robin .
In: MPRA Paper.
RePEc:pra:mprapa:1887.
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Do gasoline prices converge in a unified Europe with non-harmonized tax rates?. (2005). Krieger, Tim ; Dreher, Axel.
In: KOF Working papers.
RePEc:kof:wpskof:05-114.
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Asymmetric adjustment and nonlinear dynamics in real exchange rates. (2005). Leon, Hyginus ; Najarian, Serineh.
In: International Journal of Finance & Economics.
RePEc:ijf:ijfiec:v:10:y:2005:i:1:p:15-39.
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TESTING FOR LONG-RUN PURCHASING POWER PARITY IN THE POST BRETTON WOODS ERA: EVIDENCE FROM OLD AND NEW TESTS. (2005). Ramajo, Julian ; FerrÃƒÂ©, Montserrat.
In: Working Papers.
RePEc:hpe:wpaper:y:2005:i:24.
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Purchasing Power Parity and Heterogeneous Mean Reversion. (2005). van Dijk, Mathijs ; Tims, B. ; Koedijk, C. G..
In: ERIM Report Series Research in Management.
RePEc:ems:eureri:7173.
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Purchasing power parity and the theory of general relativity: the first tests. (2005). Taylor, Mark ; Fuertes, Ana-Maria ; Flood, Robert ; Coakley, Jerry.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:24:y:2005:i:2:p:293-316.
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The stationarity of consumption-income ratios: Evidence from minimum LM unit root testing. (2005). Cook, Steven.
In: Economics Letters.
RePEc:eee:ecolet:v:89:y:2005:i:1:p:55-60.
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The Validity of Purchasing Power Parity Hypothesis for Eleven Middle Eastern Countries. (2005). Narayan, Paresh ; Prasad, Biman Chand.
In: Review of Middle East Economics and Finance.
RePEc:bpj:rmeecf:v:3:y:2005:i:2:n:3.
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The role of ICT in the global investment cycle. (2005). Sterne, Gabriel ; McMahon, Michael ; Thompson, Jamie.
In: Bank of England working papers.
RePEc:boe:boeewp:257.
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OPTIMAL AND ADAPTIVE SEMIâ€PARAMETRIC NARROWBAND AND BROADBAND AND MAXIMUM LIKELIHOOD ESTIMATION OF THE LONGâ€MEMORY PARAMETER FOR REAL EXCHANGE RATES. (2005). Heravi, Saeed ; Patterson, Kerry .
In: Manchester School.
RePEc:bla:manchs:v:73:y:2005:i:2:p:165-213.
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Do gasoline prices converge in a unified Europe with non-harmonized tax rates?. (2004). Krieger, Tim ; Dreher, Axel.
In: Arbeitspapiere der Nordakademie.
RePEc:zbw:nordwp:200404.
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PPP: a Disaggregated View. (2004). Fischer, Christoph.
In: Discussion Paper Series 1: Economic Studies.
RePEc:zbw:bubdp1:1820.
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Why Are Real Interest Rates Not Equalized Internationally?. (2004). Crowder, William J ; Chung, Young S.
In: Southern Economic Journal.
RePEc:wly:soecon:v:71:y:2004:i:2:p:441-458.
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Threshold cointegration and purchasing power parity in the pacific nations. (2004). Enders, Walter ; Chumrusphonlert, Kamol.
In: Applied Economics.
RePEc:taf:applec:v:36:y:2004:i:9:p:889-896.
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Convergence of interest rates around the Pacific Rim. (2004). Wu, Jyh-lin ; Lee, Hsiu-Yun .
In: Applied Economics.
RePEc:taf:applec:v:36:y:2004:i:12:p:1281-1288.
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Further empirical analysis of the time series properties of financial ratios based on a panel data approach. (2004). Venetis, Ioannis ; Peel, Michael.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:14:y:2004:i:3:p:155-163.
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Killing four unit root birds in the US economy with three panel unit root test stones. (2004). ÃƒÂ–sterholm, PÃƒÂ¤r.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:11:y:2004:i:4:p:213-216.
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Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels. (2004). Chortareas, Georgios ; Kapetanios, George.
In: Working Papers.
RePEc:qmw:qmwecw:wp517.
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Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels. (2004). Chortareas, Georgios ; Kapetanios, George.
In: Working Papers.
RePEc:qmw:qmwecw:517.
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The Purchasing Power Parity Debate. (2004). Taylor, Alan.
In: NBER Working Papers.
RePEc:nbr:nberwo:10607.
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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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The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis. (2004). Sekioua, Sofiane.
In: Money Macro and Finance (MMF) Research Group Conference 2003.
RePEc:mmf:mmfc03:85.
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Purchasing Power Parity and the Real Exchange Rate in Bangladesh: A Nonlinear Analysis. (2004). Chowdhury, Ibrahim.
In: Working Paper Series in Economics.
RePEc:kls:series:0014.
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More powerful panel data unit root tests with an application to mean reversion in real exchange rates. (2004). Smith, L. Vanessa ; Leybourne, Stephen ; Kim, Tae-Hwan ; Newbold, Paul.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:19:y:2004:i:2:p:147-170.
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Real exchange rates in the long and short run: a panel co-integration approach. (2004). Calderon, Cesar.
In: Revista de Analisis Economico â€“ Economic Analysis Review.
RePEc:ila:anaeco:v:19:y:2004:i:2:p:41-83.
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Testing for Output Convergence: A Re-examination. (2004). Cheung, Yin-Wong ; Garcia-Pascual, Antonio.
In: Working Papers.
RePEc:hkm:wpaper:052004.
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Persistence in Corporate Performance? - Empirical Evidence from Panel Unit Root Tests. (2004). Smith, Valdemar ; Madsen, Erik ; Bentzen, Jan ; Dilling-Hansen, Mogens .
In: Working Papers.
RePEc:hhs:aareco:2004_015.
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Searching for evidence of long-run PPP from a post-Bretton Woods panel: separating the wheat from the chaff. (2004). Choi, Chi-Young.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:23:y:2004:i:7-8:p:1159-1186.
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Purchasing power parity and the euro area. (2004). van Dijk, Mathijs ; Tims, Ben ; Koedijk, Kees G..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:23:y:2004:i:7-8:p:1081-1107.
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Testing the monetary model of exchange rate determination: a closer look at panels. (2004). Wohar, Mark ; Rapach, David E..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:23:y:2004:i:6:p:867-895.
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Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study. (2004). Taylor, Mark ; Sarno, Lucio ; Chowdhury, Ibrahim.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:23:y:2004:i:1:p:1-25.
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On the international stability of health care expenditure functions: are government and private functions similar?. (2004). Pueyo, Fernando ; MontaÃƒÂ±ÃƒÂ©s, Antonio ; Marcuello, Carmen ; Clemente Lopez, Jesus ; Montanes, Antonio .
In: Journal of Health Economics.
RePEc:eee:jhecon:v:23:y:2004:i:3:p:589-613.
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Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments. (2004). Cheung, Yin-Wong ; Lai, Kon S. ; Bergman, Michael .
In: Journal of International Economics.
RePEc:eee:inecon:v:64:y:2004:i:1:p:135-150.
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The behaviour of relative prices in the European Union: A sectoral analysis. (2004). Chen, Natalie.
In: European Economic Review.
RePEc:eee:eecrev:v:48:y:2004:i:6:p:1257-1286.
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Testing for a unit root in panels with dynamic factors. (2004). Perron, Benoit ; Moon, Hyungsik.
In: Journal of Econometrics.
RePEc:eee:econom:v:122:y:2004:i:1:p:81-126.
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Hysteresis vs. natural rate of unemployment: new evidence for OECD countries. (2004). Tamarit, Cecilio ; Camarero, Mariam.
In: Economics Letters.
RePEc:eee:ecolet:v:84:y:2004:i:3:p:413-417.
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Are real exchange rates non-stationary? The Pacific Basin perspective. (2004). Wu, Jyh-lin ; Chen, Show-Lin ; Tsai, Li-Ju.
In: Journal of Asian Economics.
RePEc:eee:asieco:v:15:y:2004:i:2:p:425-438.
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Short Memory and the PPP-puzzle. (2004). El-Gamal, Mahmoud ; Ryu, Deockhyun .
In: Econometric Society 2004 Far Eastern Meetings.
RePEc:ecm:feam04:577.
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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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THE PURCHASING POWER PARITY DEBATE. (2004). Taylor, Alan.
In: Working Papers.
RePEc:cda:wpaper:133.
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Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting. (2004). Brissimis, Sophocles ; Sideris, Dimitris A. ; Voumvaki, Fragiska K..
In: Working Papers.
RePEc:bog:wpaper:15.
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UNEMPLOYMENT, HYSTERESIS AND TRANSITION. (2004). McAdam, Peter ; Leon-Ledesma, Miguel.
In: Scottish Journal of Political Economy.
RePEc:bla:scotjp:v:51:y:2004:i:3:p:377-401.
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CAN AFRICAN COUNTRIES ACHIEVE LONG-RUN REAL EXCHANGE RATE DEPRECIATION THROUGH NOMINAL EXCHANGE RATE DEPRECIATION?. (2004). Holmes, Mark.
In: South African Journal of Economics.
RePEc:bla:sajeco:v:72:y:2004:i:2:p:305-323.
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Third-Country Effects on the Market Shares of U.S. Wheat in Asian Countries. (2004). Jin, Hyun ; Cho, Gue Dae ; Koo, Won W..
In: Journal of Agricultural and Applied Economics.
RePEc:ags:joaaec:43478.
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The Purchasing Power Parity Debate. (2004). Taylor, Alan.
In: Journal of Economic Perspectives.
RePEc:aea:jecper:v:18:y:2004:i:4:p:135-158.
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Three Approaches to the Evaluation of Active Labour Market Policy in East Germany Using Regional Data. (2003). Hagen, Tobias .
In: ZEW Discussion Papers.
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Equity Returns and Inflation: The Puzzlingly Long Lags. (2003). McCarthy, Cornelia ; Lothian, James.
In: International Finance.
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Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions. (2003). Liew, Venus ; Baharumshah, Ahmad Zubaidi ; Sen, Liew Khim.
In: GE, Growth, Math methods.
RePEc:wpa:wuwpge:0308001.
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A re-examination of the Purchasing Power Parity using non-stationary dynamic panel methods : a comparative approach for developing and developed countries. (2003). Rault, Christophe ; Drine, Imed.
In: William Davidson Institute Working Papers Series.
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The Long-Term Behaviour of Exchange Rates, Part III: The Explosion of Purchasing Power Parity. (2003). Lan, Yihui.
In: Economics Discussion / Working Papers.
RePEc:uwa:wpaper:03-07.
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Purchasing power parity in an emerging market economy: a long- span study for Chile. (2003). Duncan, Roberto ; Calderon, Cesar.
In: Estudios de Economia.
RePEc:udc:esteco:v:30:y:2003:i:1:p:103-132.
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Weighted symmetric tests for a unit root: response functions, power, test dependence and test conflict. (2003). Patterson, K. ; Heravi, Saeed.
In: Applied Economics.
RePEc:taf:applec:v:35:y:2003:i:7:p:779-790.
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Parity reversion persistence in real exchange rates: middle income country case. (2003). Achy, Lahcen.
In: Applied Economics.
RePEc:taf:applec:v:35:y:2003:i:5:p:541-553.
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The nonstationarity of the consumption-income ratio: Evidence from more powerful Dickey-Fuller tests. (2003). Cook, Steven.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:10:y:2003:i:7:p:393-395.
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Panel unit root tests of firm size and its growth. (2003). Chen, Jong-Rong ; Lu, Wen-Cheng.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:10:y:2003:i:6:p:343-345.
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Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods. (2003). Schumacher, Christian ; Dreger, Christian.
In: Swiss Journal of Economics and Statistics (SJES).
RePEc:ses:arsjes:2003-i-2.
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Nonlinear Exchange Rate Models: A Selective Overview. (2003). Sarno, Lucio.
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Central bank intervention, the current account, and exchange rates. (2003). Larrain, Maurice .
In: International Advances in Economic Research.
RePEc:kap:iaecre:v:9:y:2003:i:3:p:196-205:10.1007/bf02295443.
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Asymmetric Adjustment and Nonlinear Dynamics in Real Exchange Rates. (2003). Najarian, Serineh ; Leon, Gene L.
In: IMF Working Papers.
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Nonlinear Exchange Rate Models; A Selective Overview. (2003). Sarno, Lucio.
In: IMF Working Papers.
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Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments. (2003). Cheung, Yin-Wong ; Lai, Kon S. ; Bergman, Michael .
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PPP Strikes Back: Aggregation and the Real Exchange Rate. (2003). Rey, Helene ; Ravn, Morten ; mumtaz, haroon ; Imbs, Jean.
In: IEHAS Discussion Papers.
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A re-examination of the unbiasedness forward rate hypothesis using dynamic SUR model. (2003). Ho, Tsung-Wu .
In: The Quarterly Review of Economics and Finance.
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Are state budget stabilization funds only the illusion of savings?: Evidence from stationary panel data. (2003). Wagner, Gary A..
In: The Quarterly Review of Economics and Finance.
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Persistence and stability in city growth. (2003). Sharma, Shalini.
In: Journal of Urban Economics.
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Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums. (2003). Chakraborty, Atreya ; Barkoulas, John ; Baum, Christopher.
In: Journal of Macroeconomics.
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Exploiting information in vintages of time-series data. (2003). Patterson, K. D..
In: International Journal of Forecasting.
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The forward rate unbiasedness hypothesis reexamined: evidence from a new test. (2003). Chakraborty, Atreya ; Barkoulas, John ; Baum, Christopher ; Delcoure, Natalya .
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The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests. (2003). Sekioua, Sofiane Hicham.
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Tax Effects on the Real Exchange Rate.. (2003). Beck, Stacie ; Coskuner, Cagay.
In: Working Papers.
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PPP Strikes Back: Aggregation and the Real Exchange Rate. (2003). Rey, Helene ; Ravn, Morten ; mumtaz, haroon ; Imbs, Jean.
In: CEPR Discussion Papers.
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Purchasing Power Parity in an Emerging Market Economy: A Long-Span Study for Chile.. (2003). Duncan, Roberto ; Calderon, Cesar.
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Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment. (2003). Cheung, Yin-Wong ; Lai, Kon S. ; Bergman, Michael .
In: CESifo Working Paper Series.
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Cointegration Analysis of Audit Pricing Model: A Panel Unit Root Test Approach. (2003). Chou, Winlin ; Lee, Dominica Sukyee.
In: Journal of Business Finance & Accounting.
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Crossâ€sectional Restrictions on the Spot and Forward Term Structures of Interest Rates and Panel Unit Root Tests. (2003). Lekkos, Ilias.
In: Journal of Business Finance & Accounting.
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Cross-sectional Restrictions on the Spot and Forward Term Structures of Interest Rates and Panel Unit Root Tests. (2003). Lekkos, Ilias .
In: Journal of Business Finance & Accounting.
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Are Real GDP Levels Nonstationary? Evidence from Panel Data Tests. (2002). Rapach, David E.
In: Southern Economic Journal.
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A Century Of Purchasing-Power Parity. (2002). Taylor, Alan.
In: The Review of Economics and Statistics.
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Some answers to puzzles in testing unbiasedness in the foreign exchange market. (2002). McNown, Robert ; Wallace, Myles S. ; Barnhart, Scott W..
In: Applied Financial Economics.
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Panel data evidence on inflation convergence in the European Union. (2002). Holmes, Mark.
In: Applied Economics Letters.
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Time series evidence of international output convergence in Mercosur. (2002). Tamarit, Cecilio ; Camarero, Mariam ; Flres, R..
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Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions. (2002). Liew, Venus ; Baharumshah, Ahmad Zubaidi ; Lau, Sie-Hoe.
In: MPRA Paper.
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PPP Strikes Back: Aggregation and the Real Exchange Rate. (2002). Rey, Helene ; Ravn, Morten ; mumtaz, haroon ; Imbs, Jean.
In: NBER Working Papers.
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Searching Stationarity in the Real Exchange Rates: Application of the SUR Estimator. (2002). Ho, Tsung-Wu .
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Quantifying the uncertainty about the half-life of deviations from PPP. (2002). Zha, Tao ; Kilian, Lutz.
In: Journal of Applied Econometrics.
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The Long-Run Validity of Monetary Exchange Rate Model for A High Inflation Country and Misalignment: The Case of Turkey. (2002). Civcir, Ä°rfan.
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Before The Fall Was The Turkish Lira Overvalued?. (2002). Civcir, Ä°rfan.
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A simple test for PPP among traded goods. (2002). van Dijk, Dick ; Franses, Philip Hans ; Franses, Ph. H. B. F., ; van Dijk, D. J. C., .
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External Imbalances in a Monetary Union. Does the Lawson Doctrine Apply to Europe?. (2002). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam ; Josep Lluis Carrion-i-Silvestre, .
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The Hypothesis of a Unit Root in OECD Inflation Revisited. (2002). Usabiaga, Carlos ; Romero-Avila, Diego .
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What do we Really Know About Fiscal Sustainability in the EU? A Panel Data Diagnostic. (2002). Rault, Christophe ; Afonso, Antonio.
In: EcoMod2008.
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Testing the purchasing power parity in panel data. (2002). Chiu, Ru-Lin.
In: International Review of Economics & Finance.
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Testing the monetary model of exchange rate determination: new evidence from a century of data. (2002). Wohar, Mark ; Rapach, David E..
In: Journal of International Economics.
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Real Exchange Rates in the Long and Short Run: A Panel Co-Integration Approach. (2002). Calderon, Cesar.
In: Working Papers Central Bank of Chile.
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Seriesâ€specific Unit Root Tests with Panel Data. (2002). Wallace, Myles ; McNown, Robert ; Breuer, Janice Boucher.
In: Oxford Bulletin of Economics and Statistics.
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The Explosion of Purchasing Power Parity. (2001). Lan, Yihui.
In: Economics Discussion / Working Papers.
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Why is it so difficult to beat the Random Walk Forecast of Exchange Rates?. (2001). Taylor, Mark ; Kilian, Lutz.
In: Tinbergen Institute Discussion Papers.
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Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?. (2001). Taylor, Mark ; Kilian, Lutz.
In: Working Papers.
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Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles.. (2001). Taylor, Mark ; Sarno, Lucio ; Peel, David.
In: International Economic Review.
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New Evidence on Real Exchange Rate Stationarity and Purchasing Power Parity in Less Developed Countries. (2001). Holmes, Mark.
In: Journal of Macroeconomics.
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Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era. (2001). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
In: Journal of International Money and Finance.
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Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates. (2001). Cheung, Yin-Wong ; Lai, Kon S..
In: Journal of International Money and Finance.
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Does PPP hold between Asian and Japanese economies? Evidence using panel unit root and panel cointegration. (2001). Habibullah, Muzafar Shah ; Baharumshah, Ahmad Zubaidi ; Azali, M..
In: Japan and the World Economy.
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Why is it so difficult to beat the random walk forecast of exchange rates?. (2001). Taylor, Mark ; Kilian, Lutz.
In: Working Paper Series.
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Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?. (2001). Taylor, Mark ; Kilian, Lutz.
In: CEPR Discussion Papers.
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Purchasing Power Parity and the Real Exchange Rate. (2001). Taylor, Mark ; Sarno, Lucio.
In: CEPR Discussion Papers.
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Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles. (2001). Taylor, Mark ; Sarno, Lucio ; Peel, David.
In: CEPR Discussion Papers.
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Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis. (2001). Taylor, Mark ; Sarno, Lucio.
In: Studies in Nonlinear Dynamics & Econometrics.
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Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums. (2001). Chakraborty, Atreya ; Barkoulas, John ; Baum, Christopher.
In: Boston College Working Papers in Economics.
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Mean Reversion of Interest Rates in the Eurocurrency Market.. (2001). Wu, Jyh-lin ; Chen, Show-Lin .
In: Oxford Bulletin of Economics and Statistics.
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Systematic sampling and real exchange rates. (2000). Sarno, Lucio.
In: Review of World Economics (Weltwirtschaftliches Archiv).
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A Century of Purchasing-Power Parity. (2000). Taylor, Alan.
In: NBER Working Papers.
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The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity.. (2000). Perron, Benoit ; Moon, Hyungsik.
In: Cahiers de recherche.
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The speed of adjustment to PPP: is there any puzzle?. (2000). Serati, Massimiliano ; Helg, Rodolfo.
In: LIUC Papers in Economics.
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Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices. (2000). Cheung, Yin-Wong ; Lai, Kon S. ; Bergman, Michael .
In: Working Papers.
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Purchasing power parity: three stakes through the heart of the unit root null. (2000). Zakrajsek, Egon ; Higgins, Matthew.
In: Finance and Economics Discussion Series.
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A Re-Examination of Purchasing Power Parity in Japan and Taiwan. (2000). Wu, Jyh-lin ; Chen, Show-Lin .
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:22:y:2000:i:2:p:271-284.
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Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals. (2000). Taylor, Mark ; Peel, David.
In: Journal of International Money and Finance.
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On the purchasing power parity puzzle. (2000). Cheung, Yin-Wong ; Lai, Kon S..
In: Journal of International Economics.
RePEc:eee:inecon:v:52:y:2000:i:2:p:321-330.
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On cross-country differences in the persistence of real exchange rates. (2000). Cheung, Yin-Wong ; Lai, Kon S..
In: Journal of International Economics.
RePEc:eee:inecon:v:50:y:2000:i:2:p:375-397.
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Real exchange rate behavior in the Middle East: a re-examination. (2000). Sarno, Lucio.
In: Economics Letters.
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The Quest for Purchasing Power Parity with a Series-specific Unit Root Test Using Panel Data. (2000). McNown, Robert ; Breuer, Janice ; Wallace, Myles .
In: Working Papers.
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Pitfalls in panel tests of purchasing power parity. (1999). Anker, Peter.
In: Review of World Economics (Weltwirtschaftliches Archiv).
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Purchasing power parity: three stakes through the heart of the unit root null. (1999). Zakrajsek, Egon ; Higgins, Matthew.
In: Staff Reports.
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Quantifying the half-life of deviations from PPP: The role of economic priors. (1999). Zha, Tao ; Kilian, Lutz.
In: FRB Atlanta Working Paper.
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Is the consumption-income ratio stationary? Evidence from panel unit root tests. (1999). Stewart, Chris ; Sarantis, Nicholas .
In: Economics Letters.
RePEc:eee:ecolet:v:64:y:1999:i:3:p:309-314.
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Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors. (1999). Zha, Tao ; Kilian, Lutz.
In: CEPR Discussion Papers.
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On Cross-Country Differences in the Persistence of Real Exchange Rates. (1999). Cheung, Yin-Wong ; Lai, Kon S..
In: CESifo Working Paper Series.
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Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era. (1999). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
In: Boston College Working Papers in Economics.
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Monetary Union and productivity differences in Mercosur countries. (). Tamarit, Cecilio ; Camarero, Mariam ; Renato G. Flores, Jr., .
In: Working Papers on International Economics and Finance.
RePEc:fda:fdadef:03-04.
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The behavior of real exchange rates during the post-Bretton Woods period. (1998). Taylor, Mark ; Sarno, Lucio.
In: Journal of International Economics.
RePEc:eee:inecon:v:46:y:1998:i:2:p:281-312.
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The behavior of real exchange rates during the post-Bretton Woods period. (1998). Taylor, Mark ; Sarno, Lucio. In: Journal of International Economics. RePEc:eee:inecon:v:46:y:1998:i:2:p:281-312. Full description at Econpapers || Download paper

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The behavior of real exchange rates during the post-Bretton Woods period. (1998). Taylor, Mark ; Sarno, Lucio.
In: Journal of International Economics.
RePEc:eee:inecon:v:46:y:1998:i:2:p:281-312.
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