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Empirical determinants of purchasing power parity deviations
14 references·0 citing·43 second hop
Empirical determinants of purchasing power parity deviations (1986)Empirical determinants of purchasing powe…Modeling Deviations from Purchasing Power Parity (PPP) (1984)Modeling Deviations from Purc…Exchange Rate Theory and Practice (1984)Exchange Rate Theory and Prac…A re-examination of purchasing power parity (1984)A re-examination of purchasin…Modeling Deviations from Purchasing Power Parity (PPP) (1983)Modeling Deviations from Purc…International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence (1982)International Interest-Rate a…Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)Flexible Exchange Rates, Pric…A Reexamination of Purchasing Power Parity: A Multicountry and Multiperiod Study (1982)A Reexamination of Purchasing…Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Flexible Exchange Rates, Pric…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Empirical regularities in the…Purchasing power parity under fixed and flexible exchange rates (1978)Purchasing power parity under…Price Behavior in the Light of Balance of Payments Theories (1977)Price Behavior in the Light o…Inflation and Costs of Price Adjustment (1977)Inflation and Costs of Price …Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsInternational Volatility and …Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Domestic Saving and International Capital Movements in the Long Run and the Short Run (1982)Conditional variance and the risk premium in the foreign exchange market (1985)Capital mobility in the world economy: Theory and measurement (1986)Exchange Rate Economics: Where Do We Stand? (1980)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries (1996)Burgernomics: the economics of the Big Mac standard (1997)Increasing evidence of purchasing power parity over the current float (1998)Specification Tests in Econometrics (1978)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection (1988)Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets (1995)Selecting macroeconomic variables as explanatory factors of emerging stock market returns (2001)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)Rules for Ordering Uncertain Prospects (1969)Monopolistic Price Adjustment and Aggregate Output (1982)Staggered prices in a utility-maximizing framework (1983)The Optimality of (S,s) Policies in the Dynamic Inventory Problem (2005)Menu Costs and Phillips Curves (2007)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)How Far Can We Push The "Law of One Price"? (1976)Purchasing Power Parity (1985)Exchange Rate Pass-Through in the 1980s: The Case of U.S. Imports of Manufactures (1989)What Determines Real Exchange Rates? The Long and the Short of It (1999)Purchasing power parity (1978)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)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules (1999)On the Complexities of Complex Economic Dynamics (1999)Perspectives on the recent currency crisis literature (1999)On Jump Processes in the Foreign Exchange and Stock Markets (1988)The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)
this work references cited by second hop

References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1977Inflation and Costs of Price Adjustment758 cited
  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • 1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s500 cited
  • 1984Exchange Rate Theory and Practice498 cited
  • n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited
  • 1982Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s433 cited
  • 1982International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence369 cited
  • 1977Price Behavior in the Light of Balance of Payments Theories250 cited
  • 1982A Reexamination of Purchasing Power Parity: A Multicountry and Multiperiod Study171 cited
  • 1984A re-examination of purchasing power parity164 cited
  • 1978Purchasing power parity under fixed and flexible exchange rates146 cited
  • 1984Modeling Deviations from Purchasing Power Parity (PPP)31 cited
  • 1983Modeling Deviations from Purchasing Power Parity (PPP)25 cited

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