1. Does purchasing power parity hold sometimes? Regime switching in real exchange rates. (2013). Lee, Hwa-taek ; Yoon, Gawon.
   In: Applied Economics.
   RePEc:taf:applec:45:y:2013:i:16:p:2279-2294.

   Full description at Econpapers || Download paper

2. Persistence in Turkish Real Exchange Rates: Panel Approaches. (2009). ERLAT, Haluk .
   In: FIW Working Paper series.
   RePEc:wsr:wpaper:y:2009:i:029.

   Full description at Econpapers || Download paper

3. The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks. (2008). Narayan, Paresh.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:18:y:2008:i:2:p:137-146.

   Full description at Econpapers || Download paper

4. Testing seasonal mean-reversion in the real exchange rates: An application of nonlinear IV estimator. (2008). Ho, Tsung-Wu.
   In: Economics Letters.
   RePEc:eee:ecolet:v:99:y:2008:i:2:p:314-316.

   Full description at Econpapers || Download paper

5. Are Nominal Exchange Rates and Price Levels Co‐Integrated? New Evidence from Threshold Autoregressive and Momentum‐Threshold Autoregressive Models. (2007). Narayan, Paresh.
   In: The Economic Record.
   RePEc:bla:ecorec:v:83:y:2007:i:260:p:74-85.

   Full description at Econpapers || Download paper

6. Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India. (2006). Narayan, Paresh.
   In: Applied Economics.
   RePEc:taf:applec:v:38:y:2006:i:1:p:63-70.

   Full description at Econpapers || Download paper

7. The Validity of Purchasing Power Parity Hypothesis for Eleven Middle Eastern Countries. (2005). Narayan, Paresh ; Prasad, Biman Chand.
   In: Review of Middle East Economics and Finance.
   RePEc:bpj:rmeecf:v:3:y:2005:i:2:n:3.

   Full description at Econpapers || Download paper

8. PPP: a Disaggregated View. (2004). Fischer, Christoph.
   In: Discussion Paper Series 1: Economic Studies.
   RePEc:zbw:bubdp1:1820.

   Full description at Econpapers || Download paper

9. A re-examination of the unbiasedness forward rate hypothesis using dynamic SUR model. (2003). Ho, Tsung-Wu.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:43:y:2003:i:3:p:542-559.

   Full description at Econpapers || Download paper

1. Abuaf, N. and P. Jorion (1990) “Purchasing Power Parity in the Long Run.” Journal of Finance 45:157–174.

2. Adler, N.S. and B. Lehmann (1983) “Deviations from Purchasing Power Parity in the Long Run.” Journal of Finance 38:1471–1487.

3. Balassa, B. (1964) “The Purchasing Power Parity Doctrine: A Reappraisal.” Journal of Political Economy 72:584–596.
   Paper not yet in RePEc: Add citation now
   
4. Balassa, Breuer, J.B., R. McNown, and M. Wallace (2000) “PPP and SUR.” Working paper, Economics Department, University of South Carolina.
   Paper not yet in RePEc: Add citation now
   
5. Breitung, J. (2000) “The Local Power of Some Unit Root Tests for Panel Data.” In Baltagi B. (ed.), Advances in Economics 15:161–178.
   Paper not yet in RePEc: Add citation now
   
6. Chiang, M.-H. and C. Kao (2001) Nonstationary Panel Time Series Using NPT 1.2-A User Guide. Center for Policy Research, Syracuse University.
   Paper not yet in RePEc: Add citation now
   

7. Corbae, D. and S. Ouliaris (1988) “Cointegration and Tests of Purchasing Power Parity.” Review of Economics and Statistics 70:508–511.

8. Enders, W. (1988) “ARIMA and Cointegration Tests of Purchasing Power Parity Tests.” Review of Economics and Statistics 70:504–508.
   Paper not yet in RePEc: Add citation now
   

9. Engel, C. (2000) “Long-Run PPP May Not Hold After All.” Journal of International Economics 57:243–273.

10. Flôres, R., P. Jorion, and P.-Y. Preumont (1999) “Multivariate Unit Root Tests of the PPP Hypothesis.” Journal of Empirical Finance 6:335–353.

11. Hadri, K. (2000) “Testing for Stationarity in Heterogeneous Panel Data.” Econometrics Journal 3:148–161.

12. Huizinga, J. (1987) “An Empirical Investigation of the Long-Run Behavior of Real Exchange Rates.” Carnegie-Rochester Conference Series of Public Policy 27:149–214.

13. Im, K.S., M.H. Pesaran, and Y. Shin (1997) “Testing for Unit Roots in Heterogeneous Panels.” Working paper, University of Cambridge.
    Paper not yet in RePEc: Add citation now
    

14. Kao, C. (1999) “Spurious Regression and Residual-Based Tests for Cointegration in Panel Data.” Journal of Econometrics 90:1–44.

15. Kuo, B.-S. and A. Mikkola (1999) “Re-Examining Long-Run Purchasing Power Parity.” Journal of International Money and Finance 18:251–266.

16. Levin, A., C.F. Lin, and C.S. Chu (2002) “Unit-Root Test in Panel Data: Asymptotic and Finite Sample Properties.” Journal of Econometrics, forthcoming.

17. Lothian, J.R. and M.P. Taylor (1996) “Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries. Journal of Political Economy 104:488–509.

18. MacDonald, R. (1996) “Panel Unit Root Tests and Real Exchange Rates.” Economics Letters 50:7–11.

19. MacKinnon, J.C. (1991) “Critical Values for Cointegration Tests.” In R.F. Engle and C.W.J. Granger (eds.), Long-Run Economic Relationships: Readings in Cointegration. Oxford: Oxford University Press, Chapter 13.

20. OConnell, P. (1998) “The Overvaluation of Purchasing Power Parity.” Journal of International Economics 44:1–19.

21. Oh, K.-Y. (1996) “Purchasing Power Parity and Unit Root Tests using Panel Data.” Journal of International Money and Finance 15:405–418.

22. Papell, D. and H. Theodoridis (2002) “The Choice of Numeraire Currency in Panel Tests of Purchasing Power Parity.” Journal of Money, Credit, and Banking. Forthcoming.

23. Pedroni, P. (1996) “Fully Modified OLS for Heterogeneous Cointegrated Panels and the Case of Purchasing Power Parity.” Working paper No. 96-020, Department of Economics, Indiana University.
    Paper not yet in RePEc: Add citation now
    

24. Quah, D. (1994) “Exploiting Cross-Section Variations for Unit Root Inference in Dynamic Data.” Economic Letters 44:9–19.

25. Sarno, L. and M.P. Taylor (1998) “Real Exchange Rates Under the Recent Float: Unequivocal Evidence of Mean Reversion.” Economics Letters 60:131–137.

26. Taylor, M.P. and L. Sarno (1998) “The Behavior of Real Exchange Rates During the Post-Bretton Woods Period.” Journal of International Economics 46:281–312.

1. Real Exchange Rate Adjustment In European Transition Countries. (2006). Maican, Florin ; Sweeney, Richard J..
   In: Working Papers in Economics.
   RePEc:hhs:gunwpe:0202.

   Full description at Econpapers || Download paper

2. Inflation convergence and divergence within the European Monetary Union. (2006). Venditti, Fabrizio ; Harvey, Andrew ; Forni, Lorenzo ; Busetti, Fabio.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:2006574.

   Full description at Econpapers || Download paper

3. ASSESSING THE MEAN REVERSION BEHAVIOR OF FISCAL POLICY: THE CASE OF ASIAN COUNTRIES. (2005). Lau, Evan ; Baharumshah, Ahmad Zubaidi.
   In: Macroeconomics.
   RePEc:wpa:wuwpma:0504002.

   Full description at Econpapers || Download paper

4. Purchasing power parity: an empirical study of three EMU countries. (2005). Portugal Duarte, António.
   In: International Trade.
   RePEc:wpa:wuwpit:0505005.

   Full description at Econpapers || Download paper

5. Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence. (2005). Piacentino, Davide ; Fazio, Giorgio ; Byrne, Joseph.
   In: ERSA conference papers.
   RePEc:wiw:wiwrsa:ersa05p591.

   Full description at Econpapers || Download paper

6. Price Index Convergence Among Provinces and Cities of Canada: 1978 - 2001. (2005). Ralhan, Mukesh ; Dayanandan, Ajit.
   In: Econometrics Working Papers.
   RePEc:vic:vicewp:0504.

   Full description at Econpapers || Download paper

7. On PPP, Unit Roots and Panels. (2005). Wagner, Martin.
   In: Economics Series.
   RePEc:ihs:ihsesp:176.

   Full description at Econpapers || Download paper

8. Real Exhange Rate Stationarity in Managed Floats: Evidence From India. (2004). Kohli, Renu.
   In: International Finance.
   RePEc:wpa:wuwpif:0405014.

   Full description at Econpapers || Download paper

9. Real Exchange Rate Stationarity in Managed Floats: Evidence from India. (2004). Kohli, Renu.
   In: International Finance.
   RePEc:wpa:wuwpif:0405011.

   Full description at Econpapers || Download paper

10. The Power of the Objective Bayesian Unit-Root Test. (2004). Ahking, Francis.
    In: Working papers.
    RePEc:uct:uconnp:2004-14.

    Full description at Econpapers || Download paper

11. The Long-Run Volatility Puzzle of the Real Exchange Rate. (2004). Rigobon, Roberto ; Panizza, Ugo ; Hausmann, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10751.

    Full description at Econpapers || Download paper

12. Testing for Long Run Relative PPP in Europe. (2004). Snaith, Stuart ; Coakley, Jerry.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:34.

    Full description at Econpapers || Download paper

13. Monetary union and productivity differences in mercosur countries. (2004). Tamarit, Cecilio ; Flôres Junior, Renato ; Camarero, Mariam ; Renato Galv, .
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:542.

    Full description at Econpapers || Download paper

14. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:90.

    Full description at Econpapers || Download paper

15. Nonlinear Modelling of Purchasing Power Parity in Indonesia. (2004). Silvapulle, Param ; Kim, Jae ; Lestari, Titi Kanti.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:316.

    Full description at Econpapers || Download paper

16. State of the Art Unit Root Tests and the PPP Puzzle. (2003). Papell, David ; Murray, Chris ; Lopez, Claude.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0310009.

    Full description at Econpapers || Download paper

17. Evidence on the Purchasing Power Parity in Panel of Cities. (2003). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion-i-Silvestre, Josep ; Josep Ll Carrion, .
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa03p273.

    Full description at Econpapers || Download paper

18. PPP Strikes Back: Aggregation and the Real Exchange Rate. (2003). Rey, Helene ; Ravn, Morten ; mumtaz, haroon ; Imbs, Jean.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3715.

    Full description at Econpapers || Download paper

19. Is the Bayesian Approach Necessarily Better than the Classical Approach in Unit-Root Test?. (2002). Ahking, Francis.
    In: Working papers.
    RePEc:uct:uconnp:2002-18.

    Full description at Econpapers || Download paper

20. Time series evidence of international output convergence in Mercosur. (2002). Tamarit, Cecilio ; Camarero, Mariam ; Flres, R..
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:87.

    Full description at Econpapers || Download paper

21. PPP Strikes Back: Aggregation and the Real Exchange Rate. (2002). Rey, Helene ; Ravn, Morten ; mumtaz, haroon ; Imbs, Jean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9372.

    Full description at Econpapers || Download paper

22. Quantifying the uncertainty about the half-life of deviations from PPP. (2002). Zha, Tao ; Kilian, Lutz.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:2:p:107-125.

    Full description at Econpapers || Download paper

23. Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model. (2002). Nessen, Marianne ; Lyhagen, Johan ; Jacobson, Tor ; Larsson, Rolf.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0145.

    Full description at Econpapers || Download paper

24. The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests. (2002). Uppal, Raman ; Apte, Prakesh ; Sercu, Piet.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3343.

    Full description at Econpapers || Download paper

25. Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model. (2002). Nessen, Marianne ; Lyhagen, Johan ; Jacobson, Tor ; Larsson, Rolf.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:d4-2.

    Full description at Econpapers || Download paper

26. Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model. (2001). Frydman, Roman ; Goldberg, Michael D..
    In: Working Papers.
    RePEc:onb:oenbwp:50.

    Full description at Econpapers || Download paper

27. Real Exchange Rates in the Long Run: Evidence from Historical Data. (2001). Trecroci, Carmine ; spinelli, Franco ; Muscatelli, Vito.
    In: Working Papers.
    RePEc:gla:glaewp:2001_6.

    Full description at Econpapers || Download paper

28. The Cost of Capital in International Financial Markets: Local or Global. (2001). van Dijk, Mathijs ; Kool, Clemens ; Schotman, Peter ; Kool, Clemens J. M., ; Koedijk, Kees.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3062.

    Full description at Econpapers || Download paper

29. Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?. (2001). Taylor, Mark ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3024.

    Full description at Econpapers || Download paper

30. Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis. (2001). Taylor, Mark ; Sarno, Lucio.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:5:y:2001:i:3:n:1.

    Full description at Econpapers || Download paper

31. A Century of Purchasing-Power Parity. (2000). Taylor, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8012.

    Full description at Econpapers || Download paper

32. Real exchange rate behaviour: evidence from black markets. (2000). Luintel, Kul.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:2:p:161-185.

    Full description at Econpapers || Download paper

33. International bond markets and the introduction of the Euro. (2000). Kool, Clemens ; Clemens J. M. Kool, .
    In: Review.
    RePEc:fip:fedlrv:y:2000:i:sep:p:41-56:n:v.82no.5.

    Full description at Econpapers || Download paper

34. New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results. (2000). Groen, Jan.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0269.

    Full description at Econpapers || Download paper

35. The Purchasing Power Parity Persistence Paradigm. (2000). Papell, David ; Murray, Chris.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0017.

    Full description at Econpapers || Download paper

36. Price Level Convergence Among United States Cities: Lessons for the European Central Bank. (1999). Sonora, Robert ; Mark, Nelson ; Cecchetti, Stephen.
    In: Working Papers.
    RePEc:osu:osuewp:99-01.

    Full description at Econpapers || Download paper

37. Quantifying the half-life of deviations from PPP: The role of economic priors. (1999). Zha, Tao ; Kilian, Lutz.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:99-21.

    Full description at Econpapers || Download paper

38. Fundamentals of the Real Dollar-Pound Rate: 1871-1994. (1998). Mark, Nelson.
    In: Working Papers.
    RePEc:osu:osuewp:98-14.

    Full description at Econpapers || Download paper

39. Price Level Convergence Among United States Cities: Lessons for the European Central Bank. (1998). Sonora, Robert ; Mark, Nelson ; Cecchetti, Stephen.
    In: Working Papers.
    RePEc:onb:oenbwp:32.

    Full description at Econpapers || Download paper

40. The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis. (1998). Papell, David.
    In: Working Papers.
    RePEc:onb:oenbwp:30.

    Full description at Econpapers || Download paper

41. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0050.

    Full description at Econpapers || Download paper

42. The Bigger They Are, The Harder They Fall: How Price Differences Across U.S. Cities Are Arbitraged. (1997). Wei, Shang-Jin ; Paul G. J. O'connell, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6089.

    Full description at Econpapers || Download paper

43. Intra-National, Intra-Continental, and Intra-Planetary PPP. (1997). Rogers, John ; Engel, Charles ; Hendrickson, Michael K..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6069.

    Full description at Econpapers || Download paper

44. Excess Capital Flows and the Burden of Inflation in Open Economies. (1997). Hines, James ; Desai, Mihir A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6064.

    Full description at Econpapers || Download paper

45. Intra-national, intra-continental, and intra-planetary PPP. (1997). Rogers, John ; Engel, Charles ; Hendrickson, Michael K..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:589.

    Full description at Econpapers || Download paper

46. International Capital Mobility in History: Purchasing-Power Parity in the Long Run. (1996). Taylor, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5742.

    Full description at Econpapers || Download paper

47. Convergence to the Law of One Price Without Trade Barriers or Currency Fluctuations. (1996). Wei, Shang-Jin ; Parsley, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5654.

    Full description at Econpapers || Download paper

48. Long-Run PPP May Not Hold After All. (1996). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5646.

    Full description at Econpapers || Download paper

49. Real Disturbances, Relative Prices, and Purchasing Power Parity. (1995). Dibooglu, Selahattin.
    In: International Finance.
    RePEc:wpa:wuwpif:9502002.

    Full description at Econpapers || Download paper

50. A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries. (1995). Rose, Andrew ; Frankel, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5006.

    Full description at Econpapers || Download paper

Report date: 2025-10-01 08:50:09 || Missing content? Let us know