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A quantitative reassessment of the purchasing power parity hypothesis: Evidence from Norway and the United Kingdom
16 references·16 citing·29 second hopsampled
A quantitative reassessment of the purchasing power parity hypothesis: Evidence from Norway and the United Kingdom (1987)A quantitative reassessment of the purcha…Real and nominal exchange rates in the long run: An empirical investigation (1990)Real and nominal exchange rat…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Multiple Time Series Regression with Integrated Processes (1986)Multiple Time Series Regressi…EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE* (1986)EXPLORING EQUILIBRIUM RELATIO…The Econometric Analysis of Time Series. (1983)The Econometric Analysis of T…British Economic Growth 1856-1973 (1982)British Economic Growth 1856-…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Purchasing power parity (1978)Purchasing power parityA Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Econometric Analysis for National Economic Planning (1971)Econometric Analysis for Nati…A Treatise on Money (1971)A Treatise on MoneyThe Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsInternational Volatility and …Three Episodes of Financial Fragility in Norway Since the 1890s (2007)Three Episodes of Financial F…The Harrod-Balassa-Samuelson Effect: A Survey of Empirical Evidence (2006)The Harrod-Balassa-Samuelson …Sudden Stops and Currency Drops (2006)Sudden Stops and Currency Dro…Testing the purchasing power parity through I(2) cointegration techniques (2005)Testing the purchasing power …Real Exchange Rates and Fundamentals: Evidence from 15 OECD Countries (2000)Real Exchange Rates and Funda…Long-Run PPP May Not Hold after All (1999)Long-Run PPP May Not Hold aft…Purchasing power parity in the presence of foreign exchange black markets: the case of India (1997)Purchasing power parity in th…Cointegration tests of purchasing power parity: the impact of non-traded goods (1997)Cointegration tests of purcha…The cointegrating relationship between productivity, real exchange rates and purchasing power parity (1996)The cointegrating relationshi…Testing for absolute purchasing power parity (1996)Testing for absolute purchasi…Testing Proportionality, Symmetry and Exclusiveness in Long‐run PPP (1994)Testing Proportionality, Symm…Does the real exchange rate follow a random walk? The Pacific Basin perspective (1994)Does the real exchange rate f…Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration (1992)Parameter constancy, mean squ…Is there trend reversion in purchasing power parity? (1991)Is there trend reversion in p…A long-run view of the European monetary system (1991)A long-run view of the Europe…How to beat the random walk (1990)How to beat the random walkTheoretical Notes on Trade Problems (1964)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)The Quarterly Journal of Economics (2024)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Unit root tests in panel data: asymptotic and finite-sample properties (2002)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Economic Growth in a Cross Section of Countries (1989)The Purchasing Power Parity Puzzle (1996)The Next Generation of the Penn World Table (2015)Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)The use of technical analysis in the foreign exchange market (1992)Facts and Fantasies about Commodity Futures (2006)Purchasing Power Parity in the Long Run (1990)The behavior of real exchange rates during the post-Bretton Woods period (1998)Exchange Rates and Fundamentals (2005)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1971A Treatise on Money1,728 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1983The Econometric Analysis of Time Series.900 cited
  • 1986Multiple Time Series Regression with Integrated Processes837 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited
  • 1971Econometric Analysis for National Economic Planning608 cited
  • 1978Purchasing power parity557 cited
  • 1982British Economic Growth 1856-1973548 cited
  • n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics

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458 cited
  • 1990Real and nominal exchange rates in the long run: An empirical investigation424 cited
  • Cited by

    • 1992Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration150 cited
    • 1991Is there trend reversion in purchasing power parity?93 cited
    • 1994Does the real exchange rate follow a random walk? The Pacific Basin perspective83 cited
    • 1991A long-run view of the European monetary system55 cited
    • 2006The Harrod-Balassa-Samuelson Effect: A Survey of Empirical Evidence53 cited
    • 1990How to beat the random walk51 cited
    • 2007Three Episodes of Financial Fragility in Norway Since the 1890s49 cited
    • 1999Long-Run PPP May Not Hold after All48 cited
    • 1994Testing Proportionality, Symmetry and Exclusiveness in Long‐run PPP43 cited
    • 1996The cointegrating relationship between productivity, real exchange rates and purchasing power parity42 cited
    • 1996Testing for absolute purchasing power parity38 cited
    • 1997Purchasing power parity in the presence of foreign exchange black markets: the case of India34 cited
    • 2006Sudden Stops and Currency Drops34 cited
    • 1997Cointegration tests of purchasing power parity: the impact of non-traded goods30 cited
    • 2000Real Exchange Rates and Fundamentals: Evidence from 15 OECD Countries26 cited
    • 2005Testing the purchasing power parity through I(2) cointegration techniques25 cited