SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Does Purchasing Power Parity Work?
0 references·16 citing·43 second hop
Does Purchasing Power Parity Work? (1980)Does Purchasing Power Parity Work?Séries codépendantes : application à l’hypothèse de parité du pouvoir d’achat (2009)Séries codépendantes : applic…Capturing asymmetry in real exchange rate with quantile autoregression (2009)Capturing asymmetry in real e…Does the Law of One Price Hold within the EU? A Panel Analysis (2007)Does the Law of One Price Hol…Multivariate unit root tests of the PPP hypothesis (1999)Multivariate unit root tests …Long-Run Exchange Rate Modeling (1995)Long-Run Exchange Rate Modeli…A new approach to testing ex ante purchasing power parity (1994)A new approach to testing ex …The Doctrine of Relative Purchasing Power Parity Re‐examined (1993)The Doctrine of Relative Purc…On the volatility of exchange rates: Tests of monetary and portfolio balance models of exchange rate determination (1989)On the volatility of exchange…INTEREST RATE PARITY: SOME NEW EVIDENCE*0 (1989)INTEREST RATE PARITY: SOME NE…Expectations of Exchange Rates and Differential Inflation Rates: Further Evidence on Purchasing Power Parity in Efficient Markets (1987)Expectations of Exchange Rate…Are deviations from purchasing power parity efficient? Some further answers (1985)Are deviations from purchasin…Trade concentration, openness, and deviations from purchasing power parity (1984)Trade concentration, openness…Purchasing power, interest rate parities and the modified Fisher effect in presence of tax agreements (1984)Purchasing power, interest ra…What does purchasing power parity mean? (1983)What does purchasing power pa…Floating Exchange Rates, Expectations and New Information (1983)Floating Exchange Rates, Expe…Exchange rates and ‘news’: A multi-currency approach (1982)Exchange rates and ‘news’: A …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Mean reversion of industry stock returns in the U.S., 1926–1998 (2004)Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP (2007)Unit Roots and Cointegration in Panels (2015)The Behavior of Stock-Market Prices (1965)Expectations and Exchange Rate Dynamics (1976)Asset Prices in an Exchange Economy (1978)Currency Risk and Country Risk in International Banking (1985)What Interactions between Financial Globalization and Instability?—Growth in Developing Countries (2018)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Exchange Rate Theory and Practice (1984)Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test (1997)Are international real interest rate linkages characterized by asymmetric adjustments? (2005)Are Real Interest Rates of EU Accession Countries Characterized by Non-Linear Convergence? (2009)Foundations of Finance. (1977)Purchasing power parity (1978)Deviations from Purchasing Power Parity in the Long Run (1983)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)On unit roots and real exchange rates: empirical evidence and Monte Carlo Analysis (1990)Cointegration and joint efficiency of international commodity markets (1999)International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsOn the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)Empirical exchange rate models of the seventies (1983)Daily Exchange Rate Variance (1993)Time Series Regression with a Unit Root (1987)Some recent development in a concept of causality (1988)Revisiting purchasing power parity in Latin America: sequential panel selection method (2013)Purchasing Power Parity in Transition Countries: Panel Stationary Test with Smooth and Sharp Breaks (2015)Revisiting purchasing power parity in G6 countries: an application of smooth time-varying cointegration approach (2016)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Inference in dynamic models containing ‘surprise’ variables (1987)Two puzzles in the analysis of foreign exchange market efficiency (1998)A Survey of Announcement Effects on Foreign Exchange Returns (2010)National Power and the Structure of Foreign Trade (1945)National Power and the Structure of Foreign Trade, by Albert O. Hirschman (1946)Exchange Rates and the Current Account. (1980)REAL EXCHANGE RATE VARIABILITY: AN EMPIRICAL ANALYSIS OF THE DEVELOPING COUNTRIES CASE (1987)Statistical analysis of cointegration vectors (1988)Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach (2000)Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey (2005)Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation (2017)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 1982Exchange rates and ‘news’: A multi-currency approach78 cited
  • 1999Multivariate unit root tests of the PPP hypothesis49 cited
  • 1983What does purchasing power parity mean?32 cited
  • 1989INTEREST RATE PARITY: SOME NEW EVIDENCE*032 cited
  • 1987Expectations of Exchange Rates and Differential Inflation Rates: Further Evidence on Purchasing Power Parity in Efficient Markets29 cited
  • 2009Séries codépendantes : application à l’hypothèse de parité du pouvoir d’achat29 cited
  • 1993The Doctrine of Relative Purchasing Power Parity Re‐examined21 cited
  • 1985Are deviations from purchasing power parity efficient? Some further answers21 cited
  • 1984Trade concentration, openness, and deviations from purchasing power parity19 cited
  • 1989On the volatility of exchange rates: Tests of monetary and portfolio balance models of exchange rate determination15 cited
  • 1983Floating Exchange Rates, Expectations and New Information15 cited
  • 2007Does the Law of One Price Hold within the EU? A Panel Analysis14 cited
  • 1984Purchasing power, interest rate parities and the modified Fisher effect in presence of tax agreements12 cited
  • 1995Long-Run Exchange Rate Modeling11 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1994A new approach to testing ex ante purchasing power parity11 cited
  • 2009Capturing asymmetry in real exchange rate with quantile autoregression10 cited