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Purchasing power, interest rate parities and the modified Fisher effect in presence of tax agreements
16 references·0 citing·47 second hop
Purchasing power, interest rate parities and the modified Fisher effect in presence of tax agreements (1984)Purchasing power, interest rate parities …Inflationary Expectations, Economic Activity, Taxes, and Interest Rates: Reply (1982)Inflationary Expectations, Ec…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…A Reexamination of Purchasing Power Parity: A Multicountry and Multiperiod Study (1982)A Reexamination of Purchasing…Covered interest arbitrage in the 1970's (1981)Covered interest arbitrage in…Does Purchasing Power Parity Work? (1980)Does Purchasing Power Parity …On some parity conditions encountered frequently in international economics (1979)On some parity conditions enc…Purchasing power parity and exchange rates (1978)Purchasing power parity and e…Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods (1977)Transaction Costs and Interes…Taxation and "Abnormal" International Capital Flows (1977)Taxation and "Abnormal" Inter…Inflation, Income Taxes, and the Rate of Interest: A Theoretical Analysis (1976)Inflation, Income Taxes, and …Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Trade pattern reversals in time-phased Ricardian systems and intertemporal efficiency (1975)Trade pattern reversals in ti…THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES (1975)THE FINANCIAL AND TAX EFFECTS…International capital market equilibrium with investment barriers (1974)International capital market …The Interest Rate Parity Theorem: A Reinterpretation (1973)The Interest Rate Parity Theo…International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsInternational Volatility and …Theoretical Notes on Trade Problems (1964)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Specification Tests in Econometrics (1978)The determination of the real exchange rate (1982)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)Chapter 33 Empirical research on nominal exchange rates (1995)Exchange Rate Economics: Where Do We Stand? (1980)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (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)The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 1 (1958)Inflation and Real Interest (1963)Money and Economic Growth (1965)The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect (1982)Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? (1995)Real Rates, Expected Inflation, and Inflation Risk Premia (1998)The Cost of Transacting (1968)Time series analysis and simultaneous equation econometric models (1974)Asset Markets, Exchange Rates and the Balance of Payments (1984)The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)Capital Market Equilibrium with Restricted Borrowing (1972)The capital asset pricing model: Some empirical tests (1972)An equilibrium model of the international capital market (1974)Integration vs. Segmentation in the Canadian Stock Market (1986)An Equilibrium Model with Restricted Stock Market Participation (1998)Are Financial Assets Priced Locally or Globally? (2002)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)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)Purchasing power parity (1978)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)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)A general proposition on the design of a neutral business tax (1984)Tax Policy and Business Investment**RGH acknowledges financial support from Harvard Business School and the American Enterprise Institute. (2002)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)Capital Controls, Political Risk, and Deviations from Interest-Rate Parity (1980)Price Movements and Price Discovery in Futures and Cash Markets (1983)Capital mobility in the world economy: Theory and measurement (1986)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)
this work references cited by second hop

References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1974International capital market equilibrium with investment barriers551 cited
  • n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited
  • 1975THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES361 cited
  • 1973The Interest Rate Parity Theorem: A Reinterpretation327 cited
  • 1977Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods319 cited
  • 1976Inflation, Income Taxes, and the Rate of Interest: A Theoretical Analysis281 cited
  • 1978Purchasing power parity and exchange rates254 cited
  • 1982A Reexamination of Purchasing Power Parity: A Multicountry and Multiperiod Study171 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
  • 1982Inflationary Expectations, Economic Activity, Taxes, and Interest Rates: Reply148 cited
  • 1975Trade pattern reversals in time-phased Ricardian systems and intertemporal efficiency73 cited
  • 1977Taxation and "Abnormal" International Capital Flows69 cited
  • 1980Does Purchasing Power Parity Work?52 cited

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  • 1981Covered interest arbitrage in the 1970's43 cited
  • 1979On some parity conditions encountered frequently in international economics32 cited
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