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A panel project on purchasing power parity: Mean reversion within and between countries · Study

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ArticleA panel project on purchasing power parity: Mean reversion within and between countries

Jeffrey A. Frankel1996

OA

Articlegreen1996

A panel project on purchasing power parity: Mean reversion within and between countries

Jeffrey A. Frankel · Andrew Kenan Rose

681 citations·0/0 files stored·Journal of International Economics

No readable copy stored yet — this record is metadata only.

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

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 681 citations exist upstream.

References

1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries 1990Purchasing Power Parity in the Long Run 1994Perspectives on PPP and Long-Run Real Exchange Rates

Cited by

1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data 2005Panel unit root tests under cross‐sectional dependence 2004Nonstationary panels, cointegration in panels and dynamic panels: A survey 2005Capitalism, Democracy, and Welfare 1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited 2005A Parametric approach to the Estimation of Cointegration Vectors in Panel Data 2001Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price 1997Searching for stationarity: Purchasing power parity under the current float

Details

Year1996

Typearticle

Published1996-02-01

VenueJournal of International Economics

ISSN-L0022-1996

Languageen

Citations681

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/0022-1996(95)01396-2

openalex_workW2890554530

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