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The purchasing power parity puzzle is worse than you think · Study

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ArticleThe purchasing power parity puzzle is worse than you think

Christian Joseph Murray2005

Article2005

The purchasing power parity puzzle is worse than you think

Christian Joseph Murray · David H. Papell

68 citations·0/0 files stored·Empirical 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

1977Time Series Analysis: Forecasting and Control 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 1996The Purchasing Power Parity Puzzle 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection 1993Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 1994Approximately Median-Unbiased Estimation of Autoregressive Models

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2016Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses 2010Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 2011Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates 2007Unreal exchange rates: a simulation‐based approach to adjust misleading PPP estimates 2010Testing the Purchasing Power Parity Hypothesis for the New Member and Candidate Countries of the European Union: Evidence from Lagrange Multiplier Unit Root Tests with Structural Breaks

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2011Median-unbiased estimation in DF-GLS regressions and the PPP puzzlearticle · 11 shared references 2003State of the Art Unit Root Tests and the PPP Puzzlepreprint · 10 shared references 2007Unreal exchange rates: a simulation‐based approach to adjust misleading PPP estimatesarticle · 9 shared references 2005More Powerful Unit Root Tests and the PPP Puzzlearticle · 9 shared references 2005Confidence Intervals for Half-Life Deviations From Purchasing Power Parityarticle · 8 shared references 2005Do Panels Help Solve the Purchasing Power Parity Puzzle?article · 8 shared references

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Year2005

Typearticle

Published2005-09-13

VenueEmpirical Economics

ISSN-L0377-7332

Languageen

Citations68

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/s00181-005-0261-9

openalex_workW2064359247

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2004Does "Aggregation Bias" Explain the PPP Puzzle?

2005Do real exchange rates contain a unit root? Evidence from Turkish data

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