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Is there trend reversion in purchasing power parity?

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References

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1979Forecasting Economic Time Series

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1,004 cited

1986Forecasting Economic Time Series714 cited

Cited by

1994Does the real exchange rate follow a random walk? The Pacific Basin perspective83 cited
2005Testing long-run purchasing power parity under exchange rate targeting63 cited
1998Re-examine the long-run purchasing power parity hypothesis for a high inflation country: the case of Turkey 1980–9361 cited
1999Long-Run PPP May Not Hold after All48 cited
1994Testing Proportionality, Symmetry and Exclusiveness in Long‐run PPP43 cited
1997Purchasing Power Parity in High-Inflation Countries: A Cointegration Analysis of Integrated Variables with Trend Breaks43 cited
2007Purchasing power parity in OECD countries: Evidence from panel unit root41 cited
1995A fractional cointegration approach to empirical tests of PPP: New evidence and methodological implications from an application to the Taiwan/US dollar relationship38 cited
1996Long-Run PPP May Not Hold After All31 cited
2001Exchange rates, prices and money: A long‐run perspective30 cited
2008Testing for PPP in Australia: evidence from unit root tests against nonlinear trend stationarity alternatives30 cited
2009Purchasing Power Parity in transition economies: evidence from the Commonwealth of Independent States28 cited
1996SOME EVIDENCE ON MEAN REVERSION IN EX ANTE REAL INTEREST RATES27 cited
1997Essays on exchange rates, prices and interest rates26 cited
2008Inflation, exchange rates and PPP in a multivariate panel cointegration model25 cited
1996Maximum likelihood estimation of cointegration in exchange rate models for seven inflationary OECD countries24 cited