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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
16 references·2 citing·42 second hop
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this work references cited by second hop

References

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  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
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  • n.d.A model of investor sentiment /4,073 cited
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  • 2005Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,453 cited

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  • 2002Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,278 cited
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    • 2015Bootstrap tests for time varying cointegration13 cited
    • 2009The Balassa–Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained13 cited