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Collapse of the purchasing power parity in the light of co-integrated variables?
11 references·1 citing·41 second hop
Collapse of the purchasing power parity in the light of co-integrated variables? (1988)Collapse of the purchasing power parity i…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW (1986)ECONOMETRIC MODELLING WITH CO…More about the law of one price (1982)More about the law of one pri…Exchange Rate Dynamics and the Overshooting Hypothesis (La dynamique des taux de change et l'hypothese du surajustement) (La dinamica de los tipos de cambio y la hipotesis del ajuste excesivo) (1982)Exchange Rate Dynamics and th…The Collapse of Purchasing Power Parities during the 1970s (1980)The Collapse of Purchasing Po…Exchange Rate Dynamics and Overshooting Hypothesis (1980)Exchange Rate Dynamics and Ov…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The Relationship Between Absolute and Relative Purchasing Power Parity (1978)The Relationship Between Abso…The Purchasing-Power-Parity Theory of Exchange Rates: A Review Article (Theorie de la parite des pouvoirs d'achat des taux de change: une etude) (La teoria de los tipos de cambio basados en la paridad del poder adquisitivo: Articulo de repaso) (1976)The Purchasing-Power-Parity T…A Treatise on Money (1971)A Treatise on MoneyInternational Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsInternational Volatility and …Purchasing power parity: an analysis based on the evolutionary spectrum (1997)Purchasing power parity: an a…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)Some empirical evidence on commodity arbitrage and the law of one price (1978)A Model of Exchange Rate Dynamics (1982)International Comparisons of Real Product, 1820–1990: An Alternative Data Set (2000)A Monetary History of the United States, 1867-1960 (2017)Time Series Analysis: Forecasting and Control (1977)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)COINTEGRATION AND UNIT ROOTS (1990)Peasants or Bankers? The American Electorate and the U.S. Economy (1992)EXCHANGE RATE PASS‐THROUGH (1995)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)Purchasing power parity (1978)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)The Recent Decline in Agricultural Exports: Is the Exchange Rate the Culprit? (1984)Exchange Rate Volatility and International Prices (1991)Exchange rate policy and price level changes: Casualty tests for Turkey in the post‐liberalisation period (1993)Expectations and Exchange Rate Dynamics (1976)Exchange Rates and the Current Account. (1980)Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency (1985)A Variance-Ratio Test of Random Walks in Foreign Exchange Rates (1991)Economic Dynamics: Phase Diagrams and their Economic Application (1997)The law of one price cannot be rejected: Two tests based on the tradable/nontradable price ratio (1986)A fractional cointegration test of purchasing power parity: the case of selected members of OPEC (1998)Purchasing Power Parity and real exchange rate behaviour in Africa (2006)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)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)Capital mobility and exchange rate overshooting (1984)International Transmission of Fiscal Policies in Major Industrial Countries (Transmission sur le plan international des effets des politiques budgetaires des grands pays industrialises) (Transmision internacional de la politica fiscal de los grandes paises industriales) (1986)The Effectiveness of Capital Controls: Implications for Monetary Autonomy in the Presence of Incomplete Market Separation (1987)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)An empirical examination of long-run purchasing power parity using cointegration techniques (1988)Real and nominal exchange rates in the long run: An empirical investigation (1990)
this work references cited by second hop

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
  • 1971A Treatise on Money1,728 cited
  • 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW631 cited
  • n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited
  • 1976The Purchasing-Power-Parity Theory of Exchange Rates: A Review Article (Theorie de la parite des pouvoirs d'achat des taux de change: une etude) (La teoria de los tipos de cambio basados en la paridad del poder adquisitivo: Articulo de repaso)325 cited
  • 1982Exchange Rate Dynamics and the Overshooting Hypothesis (La dynamique des taux de change et l'hypothese du surajustement) (La dinamica de los tipos de cambio y la hipotesis del ajuste excesivo)166 cited
  • 1980The Collapse of Purchasing Power Parities during the 1970s80 cited
  • 1980Exchange Rate Dynamics and Overshooting Hypothesis68 cited
  • 1978The Relationship Between Absolute and Relative Purchasing Power Parity34 cited
  • 1982More about the law of one price34 cited

Cited by

  • 1997Purchasing power parity: an analysis based on the evolutionary spectrum13 cited

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