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Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures. (2006). Yamagata, Takashi ; Smith, Ronald ; Pesaran, Mohammad ; Hvozdyk, Lyudmyla.
In: Cambridge Working Papers in Economics.
RePEc:cam:camdae:0634.

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  1. On the Applicability of the Sieve Bootstrap in Time Series Panels. (2014). Smeekes, Stephan ; Urbain, Jean-Pierre.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:76:y:2014:i:1:p:139-151.

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  2. On the applicability of the sieve bootstrap in time series panels. (2011). Smeekes, Stephan.
    In: Research Memorandum.
    RePEc:unm:umamet:2011055.

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  3. Pairwise Tests of Purchasing Power Parity. (2009). Yamagata, Takashi ; Smith, Ronald ; Pesaran, Mohammad ; Hvozdyk, Lyudmyla.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:28:y:2009:i:6:p:495-521.

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  4. Interest rate transmission in the UK: a comparative analysis across financial firms and products. (2009). Fuertes, Ana-Maria ; Heffernan, Shelagh A..
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:1:p:45-63.

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  5. Price level convergence, purchasing power parity and multiple structural breaks: An application to US cities. (2008). Carrion-i-Silvestre, Josep ; Basher, Syed.
    In: Working Papers.
    RePEc:xrp:wpaper:xreap2008-08.

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References

References cited by this document

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  4. Dees, S., di Mauro, F., Pesaran, M.H., Smith, L.V., 2006. Exploring the international linkages of the Euro area: A global VAR analysis. mimeo Cambridge, forthcoming Journal of Applied Econometrics.

  5. Econometrica 64, 813--836. Garratt, A., Lee, K., Pesaran, M.H., Shin, Y., 2006. Global and National Macroeconometric Modelling: A long-run structural approach. forthcoming Oxford University Press.

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  10. Novy, D., 2005. Is the iceberg melting less quickly? International trade costs after World War II. Mimeo, Cambridge.

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