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Some new stylized facts of floating exchange rates

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References

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1994Mean reversion in real exchange rates98 cited
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NBER Macroeconomics Annual 1987, Volume 2

90 cited

1998The re-emergence of PPP in the 1990s64 cited

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2006Mean reversion and structural breaks in real exchange rates: South African evidence34 cited
2000How Sure are We About Purchasing Power Parity? Panel Evidence with the Null of Stationary Real Exchange Rates33 cited
2001The monetary approach to exchange rates and the behaviour of the Canadian dollar over the long run29 cited
2008U.S. dollar real exchange rates: Nonlinearity revisited27 cited
2000Is there a base currency effect in long-run PPP?25 cited
2004Searching for evidence of long-run PPP from a post-Bretton Woods panel: separating the wheat from the chaff25 cited
2002Purchasing Power Parity-evidence from a new panel test24 cited
2000Short‐run Real Exchange Rate Dynamics19 cited
2001A Fundamental Analysis of Exchange Rates. The Theory of the Exchange Value of Money16 cited
2019Co-Integration Tests and the Long-Run Purchasing Power Parity: A Case Study of India and Pakistan Currencies14 cited
2002The Explosion of Purchasing Power Parity14 cited
2007Purchasing Power Parity Under the Current Float14 cited