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Cointegration and Tests of Purchasing Power Parity

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References

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Cited by

1995Chapter 32 Perspectives on PPP and long-run real exchange rates350 cited
1996Purchasing power parity and unit root tests using panel data342 cited
2002Purchasing Power Parity and the Real Exchange Rate330 cited
1990Purchasing Power Parity in the Long Run: A Cointegration Approach330 cited
1993Long-run purchasing power parity during the recent float316 cited
1995Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets315 cited
1995More on a Stochastic Asset Model for Actuarial Use271 cited
2001Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era

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258 cited

1998Long-run equilibrium real exchange rates and oil prices249 cited

1988Estimation and Inference in Models of Cointegration: A Simulation Study207 cited

1996Testing for non-linearity in daily sterling exchange rates201 cited

1995Haircuts or hysteresis? Sources of movements in real exchange rates196 cited

1992Sources of Fluctuations in Real and Nominal Exchange Rates196 cited

2010A review on singular spectrum analysis for economic and financial time series193 cited

1988Testing for cointegration using principal components methods190 cited

1991Some Further Evidence on the Law of One Price: The Law of One Price Still Holds180 cited