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Parity reversion persistence in real exchange rates: middle income country case
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References

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  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
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  • 1964Theoretical Notes on Trade Problems2,449 cited
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  • 1988How Big Is the Random Walk in GNP?1,270 cited
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  • 1990Purchasing Power Parity in the Long Run808 cited
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  • 1996A panel project on purchasing power parity: Mean reversion within and between countries

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  • 2007Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model19 cited
  • 2010Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity16 cited