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

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References

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1978Asset Prices in an Exchange Economy5,057 cited
1976Expectations and Exchange Rate Dynamics4,704 cited
1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
1988Permanent and Temporary Components of Stock Prices3,036 cited
1964Theoretical Notes on Trade Problems2,449 cited
1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
1988Mean reversion in stock prices1,888 cited
1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
1982Interest rates and currency prices in a two-country world1,256 cited
1990Purchasing Power Parity in the Long Run808 cited
1989Testing for Nonlinear Dependence in Daily Foreign Exchange Rates665 cited
1989The size and power of the variance ratio test in finite samples522 cited
1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s500 cited

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1984Exchange Rate Theory and Practice498 cited

Cited by

2000On cross-country differences in the persistence of real exchange rates156 cited
2004The Purchasing Power Parity Debate156 cited
2006The long-run volatility puzzle of the real exchange rate133 cited
1998Parity reversion in real exchange rates during the post-Bretton Woods period114 cited
2000Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price86 cited
2000Panel unit root tests of purchasing power parity for price indices80 cited
1999What do We Really Know about Real Exchange Rates?74 cited
2012THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM*69 cited
2010The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium61 cited
2013MARKET STRUCTURE AND THE PERSISTENCE OF SECTORAL REAL EXCHANGE RATES58 cited
1996International Capital Mobility in History: Purchasing-Power Parity in the Long Run58 cited
1999Beyond the purchasing power parity: testing for cointegration and causality between exchange rates, prices, and interest rates54 cited
2000Evidence of long-run purchasing power parity: analysis of real asian exchange rates in terms of the Japanese yen52 cited
2006Purchasing Power Parity and Markov Regime Switching50 cited
2000Real exchange rate behaviour: evidence from black markets48 cited
1999Long-Run PPP May Not Hold after All48 cited