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Purchasing power parity: Granger causality tests for the yen–dollar exchange rate · Study

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ArticlePurchasing power parity: Granger causality tests for the yen–dollar exchange rate

Gunther Schnabl2002

Article2002

Purchasing power parity: Granger causality tests for the yen–dollar exchange rate

Gunther Schnabl · Dirk G. Baur

31 citations·0/0 files stored·Japan and the World Economy

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1964The Purchasing-Power Parity Doctrine: A Reappraisal 1964Theoretical Notes on Trade Problems 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence 1994International Evidence on Tradables and Nontradables Inflation 1990Pricing to market in Japanese manufacturing 2007Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies

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2006China's Exchange Rate and International Adjustment in Wages, Prices and Interest Rates: Japan Deja Vu?2020Why export competitiveness differs within Indian textile industry? Determinants and empirical evidence 2010Cointegration, dynamic structure, and the validity of purchasing power parity in African countries

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1996The cointegrating relationship between productivity, real exchange rates and purchasing power parityarticle · 7 shared references 2002Macroeconomic Managementbook · 7 shared references 1995Chapter 32 Perspectives on PPP and long-run real exchange rateschapter · 6 shared references 2006Real exchange rates and Purchasing Power Parity: mean-reversion in economic thoughtarticle · 6 shared references 1987A quantitative reassessment of the purchasing power parity hypothesis: Evidence from Norway and the United Kingdomarticle · 6 shared references 2004Exchange rate pass-through to domestic prices : the case of Colombiaarticle · 6 shared references

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Year2002

Typearticle

Published2002-12-01

VenueJapan and the World Economy

ISSN-L0922-1425

Languageen

Citations31

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0922-1425(02)00016-6

openalex_workW2011896872

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