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Co-integration as an empirical test of purchasing power parity

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References

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1991Testing Alternative Hypotheses of Oil Producer Behavior121 cited
1993Purchasing power parity based on effective exchange rate and cointegration: 25 LDCs' experience with its absolute formulation96 cited
1998Do exchange rates follow a random walk process in Middle Eastern countries?74 cited
1999A test of purchasing power parity for emerging economies73 cited
1993Cointegration tests of purchasing power parity: the case of Swiss exchange rates73 cited
1991Saving, investment, and capital mobility among OECD countries

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53 cited

1993Black market exchange rates versus official exchange rates in testing purchasing power parity: an examination of the Iranian rial48 cited

2013PURCHASING POWER PARITY IN AFRICAN COUNTRIES: FURTHER EVIDENCE FROM FOURIER UNIT ROOT TESTS BASED ON LINEAR AND NONLINEAR MODELS44 cited

1996Time‐Series Support for Balassa's Productivity‐Bias Hypothesis: Evidence from Korea44 cited

1994Testing Proportionality, Symmetry and Exclusiveness in Long‐run PPP43 cited

1997Purchasing Power Parity in High-Inflation Countries: A Cointegration Analysis of Integrated Variables with Trend Breaks43 cited

2007Purchasing power parity in OECD countries: Evidence from panel unit root41 cited

1995A fractional cointegration approach to empirical tests of PPP: New evidence and methodological implications from an application to the Taiwan/US dollar relationship38 cited

2017Foreign exchange markets and the purchasing power parity theory32 cited

2006Purchasing Power Parity and real exchange rate behaviour in Africa31 cited

1997Testing long-run purchasing power parity with a Bayesian unit root approach: the experience of Canada in the 1950s29 cited