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An Empirical Test of Purchasing Power Parity Theory for Canadian Dollar-US Dollar Exchange Rates
16 references·0 citing·36 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1964A Monetary History of the United States 1867-19602,215 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 2008A Monetary History of the United States, 1867-19601,181 cited
  • 2004The Purchasing Power Parity Debate1,034 cited
  • 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
  • 1998The behavior of real exchange rates during the post-Bretton Woods period825 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • 1978Purchasing power parity602 cited
  • 1918Abnormal Deviations in International Exchanges582 cited
  • 2001Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price540 cited

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  • 1997Searching for stationarity: Purchasing power parity under the current float526 cited
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