Increasing evidence of purchasing power parity over the current float
- 19 February 1998
- journal article
- Published by Elsevier in Journal of International Money and Finance
- Vol. 17 (1) , 41-50
- https://doi.org/10.1016/s0261-5606(97)00050-8
Abstract
No abstract availableThis publication has 19 references indexed in Scilit:
- Searching for stationarity: Purchasing power parity under the current floatJournal of International Economics, 1997
- Mean reversion in real exchange rates: evidence and implications for forecastingJournal of International Money and Finance, 1996
- Purchasing power parity and unit root tests using panel dataJournal of International Money and Finance, 1996
- Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two CenturiesJournal of Political Economy, 1996
- A panel project on purchasing power parity: Mean reversion within and between countriesJournal of International Economics, 1996
- Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data TestJournal of Money, Credit and Banking, 1996
- Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation LagJournal of the American Statistical Association, 1995
- Purchasing Power Parity in the Long RunThe Journal of Finance, 1990
- Testing the random walk hypothesis: Power versus frequency of observationEconomics Letters, 1985
- A re-examination of purchasing power parity: A multi-country and multi-period studyJournal of International Economics, 1984