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Testing for Purchasing Power Parity: Econometric Issues and an Application to Developing Countries
16 references·16 citing·47 second hopsampled
Testing for Purchasing Power Parity: Econometric Issues and an Application to Developing Countries (1999)Testing for Purchasing Power Parity: Econ…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Long-run PPP may not hold after all (2000)Long-run PPP may not hold aft…Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …Bayes estimation of short-run coefficients in dynamic panel data models (1999)Bayes estimation of short-run…Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era (1997)Understanding the empirical l…Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation (1997)Transactions Costs and Nonlin…Pooled estimation of long-run relationships in dynamic heterogeneous panels (1997)Pooled estimation of long-run…Growth and convergence in a multi-country empirical stochastic Solow model (1997)Growth and convergence in a m…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Real Exchange Rate Behavior: …International Price and Quantity Comparisons: Potentials and Pitfalls (1996)International Price and Quant…A panel project on purchasing power parity: Mean reversion within and between countries (1996)A panel project on purchasing…Testing for Unit Roots in Heterogeneous Panels (1995)Testing for Unit Roots in Het…Exchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Are Devaluations Contractionary? (1985)Are Devaluations Contractiona…Temporal aggregation and purchasing power parity persistence (2011)Temporal aggregation and purc…Does the law of one price hold in China? Testing price convergence using disaggregated data (2009)Does the law of one price hol…Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach (2008)Testing for efficiency in sel…EXCHANGE RATE DETERMINATION IN PAKISTAN: EVIDENCE BASED ON PURCHASING POWER PARITY THEORY (2007)EXCHANGE RATE DETERMINATION I…"Aggregation Bias" DOES Explain the PPP Puzzle (2005)"Aggregation Bias" DOES Expla…Paridade do poder de compra no Brasil: 1968 a 1994 (2003)Paridade do poder de compra n…What does the UK's monetary policy and inflation experience tell us about the transmission mechanism? 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References

  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • 1997Growth and convergence in a multi-country empirical stochastic Solow model619 cited
  • 1995Testing for Unit Roots in Heterogeneous Panels564 cited
  • 2000Long-run PPP may not hold after all299 cited
  • 1985Are Devaluations Contractionary?236 cited
  • 1999Bayes estimation of short-run coefficients in dynamic panel data models220 cited
  • 1997Pooled estimation of long-run relationships in dynamic heterogeneous panels218 cited
  • 1997Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era

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135 cited
  • 1996International Price and Quantity Comparisons: Potentials and Pitfalls99 cited
  • Cited by

    • 2002Monetary Transmission in Diverse Economies35 cited
    • 2009Does the law of one price hold in China? Testing price convergence using disaggregated data34 cited
    • 2002Keynes, Cocoa, and Copper32 cited
    • 2002What does the UK's monetary policy and inflation experience tell us about the transmission mechanism?28 cited
    • 2000Is there a base currency effect in long-run PPP?25 cited
    • 2001The Feldstein-Horioka puzzle is not as bad as you think25 cited
    • 2002Bounds tests of the theory of purchasing power parity24 cited
    • 2005"Aggregation Bias" DOES Explain the PPP Puzzle24 cited
    • 2007EXCHANGE RATE DETERMINATION IN PAKISTAN: EVIDENCE BASED ON PURCHASING POWER PARITY THEORY22 cited
    • 2008Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach21 cited
    • 2011Temporal aggregation and purchasing power parity persistence20 cited
    • 2002Some econometric issues in measuring the monetary transmission mechanism, with an application to developing countries20 cited
    • 2002The transmission mechanism of monetary policy near zero interest rates: the Japanese experience, 1998–200020 cited
    • 2000Short‐run Real Exchange Rate Dynamics19 cited
    • 2002The Explosion of Purchasing Power Parity14 cited
    • 2003Paridade do poder de compra no Brasil: 1968 a 199414 cited