Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis?
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- Ventosa-Santaulària, Daniel & Wallace, Frederick & Gómez-Zaldívar, Manuel, 2012. "Is the real effective exchange rate biased against the PPP hypothesis?," MPRA Paper 42488, University Library of Munich, Germany.
References listed on IDEAS
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Cited by:
- Weber, Christoph S., 2019.
"The effect of central bank transparency on exchange rate volatility,"
Journal of International Money and Finance, Elsevier, vol. 95(C), pages 165-181.
- Christoph S. Weber, 2017. "The Effect of Central Bank Transparency on Exchange Rate Volatility," Working Papers 174, Bavarian Graduate Program in Economics (BGPE).
- Curran, Michael & Velic, Adnan, 2019.
"Real exchange rate persistence and country characteristics: A global analysis,"
Journal of International Money and Finance, Elsevier, vol. 97(C), pages 35-56.
- Michael Patrick Curran & Adnan Velic, 2016. "Real Exchange Rate Persistence and Country Characteristics," Villanova School of Business Department of Economics and Statistics Working Paper Series 31, Villanova School of Business Department of Economics and Statistics.
- Michael Curran & Adnan Velic, 2017. "Real Exchange Rate Persistence and Country Characteristics," Trinity Economics Papers tep0917, Trinity College Dublin, Department of Economics.
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More about this item
Keywords
PPP; Real Effective Exchange Rates; Real Exchange Rates; Stationarity; Unit Root; Cointegration;All these keywords.
JEL classification:
- F3 - International Economics - - International Finance
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
Statistics
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