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ArticleReal exchange rates in the short, medium, and long run

Jack Dean Glen1992

Article1992

Real exchange rates in the short, medium, and long run

182 citations·0/0 files stored·Journal of International Economics

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1978Asset Prices in an Exchange Economy 1976Expectations and Exchange Rate Dynamics 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1988Permanent and Temporary Components of Stock Prices 1964Theoretical Notes on Trade Problems 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

Cited by

2000On cross-country differences in the persistence of real exchange rates 2004The Purchasing Power Parity Debate 2006The long-run volatility puzzle of the real exchange rate 1998Parity reversion in real exchange rates during the post-Bretton Woods period 2000Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price 2000

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Details

Year1992

Typearticle

Published1992-08-01

VenueJournal of International Economics

ISSN-L0022-1996

Languageen

Citations182

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0022-1996(92)90054-n

openalex_workW2047720672

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Panel unit root tests of purchasing power parity for price indices

1999What do We Really Know about Real Exchange Rates?

2012THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM*