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Is there trend reversion in purchasing power parity? · Study

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ArticleIs there trend reversion in purchasing power parity?

Pier Giorgio Ardeni1991

Article1991

Is there trend reversion in purchasing power parity?

Pier Giorgio Ardeni · Diego Lubian

93 citations·0/0 files stored·European Economic Review

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

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Statistical analysis of cointegration vectors 1982Trends and random walks in macroeconmic time series 1983Empirical exchange rate models of the seventies 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES 1988Trends and random walks in macroeconomic time series 1981Some properties of time series data and their use in econometric model specification

Cited by

1994Does the real exchange rate follow a random walk? The Pacific Basin perspective 2005Testing long-run purchasing power parity under exchange rate targeting 1998Re-examine the long-run purchasing power parity hypothesis for a high inflation country: the case of Turkey 1980–93 1999Long-Run PPP May Not Hold after All 1994Testing Proportionality, Symmetry and Exclusiveness in Long‐run PPP 1997

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1999What do We Really Know about Real Exchange Rates?chapter · 16 shared references 1997Real exchange rate behaviorarticle · 14 shared references 1996Time-Series-Based Econometricsbook · 14 shared references 1990Cointegration between exchange rates and relative prices: another viewarticle · 14 shared references 1989A Survey of Some Recent Econometric Methodsarticle · 13 shared references 1994Chapter 46 Unit roots, structural breaks and trendschapter · 12 shared references

Details

Year1991

Typearticle

Published1991-07-01

VenueEuropean Economic Review

ISSN-L0014-2921

Languageen

Citations93

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0014-2921(91)90003-2

openalex_workW2076830389

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Purchasing Power Parity in High-Inflation Countries: A Cointegration Analysis of Integrated Variables with Trend Breaks

2007Purchasing power parity in OECD countries: Evidence from panel unit root

1995A fractional cointegration approach to empirical tests of PPP: New evidence and methodological implications from an application to the Taiwan/US dollar relationship