On cross-country differences in the persistence of real exchange rates
- 1 April 2000
- journal article
- Published by Elsevier in Journal of International Economics
- Vol. 50 (2) , 375-397
- https://doi.org/10.1016/s0022-1996(98)00079-8
Abstract
No abstract availableKeywords
All Related Versions
This publication has 35 references indexed in Scilit:
- PRACTITIONERS CORNER: Lag Order and Critical Values of a Modified Dickey‐Fuller TestOxford Bulletin of Economics and Statistics, 1995
- Lag Order and Critical Values of the Augmented Dickey-Fuller TestJournal of Business & Economic Statistics, 1995
- Taxation and redistribution in an open economyEuropean Economic Review, 1995
- On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown meanJournal of Econometrics, 1994
- A Fractional Cointegration Analysis of Purchasing Power ParityJournal of Business & Economic Statistics, 1993
- Long Memory in Foreign-Exchange RatesJournal of Business & Economic Statistics, 1993
- Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International EvidenceJournal of Business & Economic Statistics, 1992
- Purchasing Power Parity in the Long RunThe Journal of Finance, 1990
- Are Output Fluctuations Transitory?The Quarterly Journal of Economics, 1987
- The Purchasing-Power Parity Doctrine: A ReappraisalJournal of Political Economy, 1964