New panel unit root tests of PPP
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Coakley, Jerry & Kulasi, Farida, 1997. "Cointegration of long span saving and investment," Economics Letters, Elsevier, vol. 54(1), pages 1-6, January.
- Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June.
- Wu, Yangru, 1996. "Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(1), pages 54-63, February.
- Lee, Kevin & Pesaran, M Hashem & Smith, Ron, 1997.
"Growth and Convergence in Multi-country Empirical Stochastic Solow Model,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(4), pages 357-392, July-Aug..
- Kevin Lee & M. Hashem Pesaran & Ron Smith, "undated". "Growth and Convergence in a Multi-County empirical Stochastic Solow Model," Discussion Papers in Economics 96/14, Division of Economics, School of Business, University of Leicester.
- Kevin Lee & Hashem Pesaran & Ron Smith, 1996. "Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model," Working Papers 9637, Economic Research Forum, revised 12 May 1996.
- Froot, Kenneth A. & Rogoff, Kenneth, 1995.
"Perspectives on PPP and long-run real exchange rates,"
Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 32, pages 1647-1688,
Elsevier.
- Ken Froot & Kenneth Rogoff, "undated". "Perspectives on PPP and Long-Run Real Exchange Rates," Working Paper 32027, Harvard University OpenScholar.
- Kenneth A. Froot & Kenneth Rogoff, 1994. "Perspectives on PPP and Long-Run Real Exchange Rates," NBER Working Papers 4952, National Bureau of Economic Research, Inc.
- G. M. Grossman & K. Rogoff (ed.), 1995. "Handbook of International Economics," Handbook of International Economics, Elsevier, edition 1, volume 3, number 3.
- MacDonald, Ronald, 1996. "Panel unit root tests and real exchange rates," Economics Letters, Elsevier, vol. 50(1), pages 7-11, January.
- Oh, Keun-Yeob, 1996. "Purchasing power parity and unit root tests using panel data," Journal of International Money and Finance, Elsevier, vol. 15(3), pages 405-418, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Mkenda, Beatrice Kalinda, 2001. "An Empirical Test of Purchasing Power Parity in Selected African Countries - a Panel Data Approach," Working Papers in Economics 39, University of Gothenburg, Department of Economics.
- Guglielmo Maria Caporale & Mario Cerrato, 2006.
"Panel data tests of PPP: a critical overview,"
Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 73-91.
- Caporale, Guglielmo Maria & Cerrato, Mario, 2004. "Panel Data Tests of PPP. A Critical Overview," Economics Series 159, Institute for Advanced Studies.
- Guglielmo Maria Caporale & Mario Cerrato, 2004. "Panel Data Tests Of Ppp: A Critical Overview," Economics and Finance Discussion Papers 04-18, Economics and Finance Section, School of Social Sciences, Brunel University.
- Guglielmo Maria Caporale & Mario Cerrato, 2004. "Panel Data Tests Of Ppp: A Critical Overview," Public Policy Discussion Papers 04-18, Economics and Finance Section, School of Social Sciences, Brunel University.
- Chortareas, Georgios & Kapetanios, George, 2009.
"Getting PPP right: Identifying mean-reverting real exchange rates in panels,"
Journal of Banking & Finance, Elsevier, vol. 33(2), pages 390-404, February.
- Georgios Chortareas & George Kapetanios, 2004. "Getting PPP Right: Identifying Mean Reverting Real Exchange Rates in Panels," Money Macro and Finance (MMF) Research Group Conference 2004 32, Money Macro and Finance Research Group.
- Georgios Chortareas & George Kapetanios, 2008. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 629, Queen Mary University of London, School of Economics and Finance.
- Georgios Chortareas & George Kapetanios, 2004. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 517, Queen Mary University of London, School of Economics and Finance.
- Georgios Chortareas & George Kapetanios, 2004.
"The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(1), pages 113-131, February.
- Georgios Chortareas & George Kapetanios, 2003. "The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests," Working Papers 484, Queen Mary University of London, School of Economics and Finance.
- Georgios Chortareas & George Kapetanios, 2006. "The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests," Bank of England working papers 311, Bank of England.
- Ozgur Aslan & Levent Korap, 2009.
"Are real exchange rates mean reverting? Evidence from a panel of OECD countries,"
Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 23-27.
- Levent, Korap, 2009. "Are real exchange rates mean reverting? Evidence from a panel of OECD countries," MPRA Paper 19527, University Library of Munich, Germany.
- Chortareas, Georgios & Kapetanios, George, 2009.
"Getting PPP right: Identifying mean-reverting real exchange rates in panels,"
Journal of Banking & Finance, Elsevier, vol. 33(2), pages 390-404, February.
- Georgios Chortareas & George Kapetanios, 2004. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 517, Queen Mary University of London, School of Economics and Finance.
- Georgios Chortareas & George Kapetanios, 2008. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 629, Queen Mary University of London, School of Economics and Finance.
- Georgios Chortareas & George Kapetanios, 2008. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 629, Queen Mary University of London, School of Economics and Finance.
- Georgios Chortareas & George Kapetanios, 2004. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 517, Queen Mary University of London, School of Economics and Finance.
- Georgios Chortareas & George Kapetanios, 2004. "Getting PPP Right: Identifying Mean Reverting Real Exchange Rates in Panels," Money Macro and Finance (MMF) Research Group Conference 2004 32, Money Macro and Finance Research Group.
- Cheung, Yin-Wong & Lai, Kon S. & Bergman, Michael, 2004.
"Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments,"
Journal of International Economics, Elsevier, vol. 64(1), pages 135-150, October.
- Yin-wong Cheung & Kon S. Lai & Michael Bergman, 2003. "Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments," Working Papers 102003, Hong Kong Institute for Monetary Research.
- Yin-Wong Cheung & Kon S. Lai & Michael Bergman, 2003. "Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment," CESifo Working Paper Series 924, CESifo.
- Rapach, David E. & Wohar, Mark E., 2004. "Testing the monetary model of exchange rate determination: a closer look at panels," Journal of International Money and Finance, Elsevier, vol. 23(6), pages 867-895, October.
- Matthew Higgins & Egon Zakrajšek, 1999.
"Purchasing power parity: three stakes through the heart of the unit root null,"
Staff Reports
80, Federal Reserve Bank of New York.
- Matthew Higgins & Egon Zakrajšek, 2000. "Purchasing power parity: three stakes through the heart of the unit root null," Finance and Economics Discussion Series 2000-22, Board of Governors of the Federal Reserve System (U.S.).
- Obstfeld, Maurice & Taylor, Alan M., 1997.
"Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited,"
Journal of the Japanese and International Economies, Elsevier, vol. 11(4), pages 441-479, December.
- Maurice Obstfeld and Alan M. Taylor., 1997. "Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited," Center for International and Development Economics Research (CIDER) Working Papers C97-088, University of California at Berkeley.
- Obstfeld, Maurice & Taylor, Alan M., 1997. "Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited," CEPR Discussion Papers 1672, C.E.P.R. Discussion Papers.
- Maurice Obstfeld & Alan M. Taylor, 1997. "Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited," NBER Working Papers 6053, National Bureau of Economic Research, Inc.
- Obstfeld, Maurice & Taylor, Alan M., 1997. "Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited," Center for International and Development Economics Research (CIDER) Working Papers 233607, University of California-Berkeley, Department of Economics.
- Martin Wagner, 2008.
"On PPP, unit roots and panels,"
Empirical Economics, Springer, vol. 35(2), pages 229-249, September.
- Wagner, Martin, 2005. "On PPP, Unit Roots and Panels," Economics Series 176, Institute for Advanced Studies.
- Terra, Cristina & Valladares, Frederico, 2010.
"Real exchange rate misalignments,"
International Review of Economics & Finance, Elsevier, vol. 19(1), pages 119-144, January.
- Terra, Maria Cristina T. & Valladares, Frederico Estrella Carneiro, 2003. "Real exchange rate misalignments," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 493, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Cristina Terra & Frederico Valladares, 2009. "Real Exchange Rate Misalignments," THEMA Working Papers 2009-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Frederico Valladares & Cristina Terra, 2004. "Real Exchange Rate Misalignments," Econometric Society 2004 Latin American Meetings 191, Econometric Society.
- Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006.
"The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp135, IIIS.
- Ekaterini Panopoulou & Dimitrios Malliaropulos & Theologos Pantelidis & Nikitas Pittis, 2006. "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," Economics Department Working Paper Series n1640306, Department of Economics, National University of Ireland - Maynooth.
- Gadea, Maria-Dolores & Montanes, Antonio & Reyes, Marcelo, 2004. "The European Union currencies and the US dollar: from post-Bretton-Woods to the Euro," Journal of International Money and Finance, Elsevier, vol. 23(7-8), pages 1109-1136.
- Papell, David H. & Theodoridis, Hristos, 1998. "Increasing evidence of purchasing power parity over the current float," Journal of International Money and Finance, Elsevier, vol. 17(1), pages 41-50, February.
- Ahmad Zubaidi Baharumshah & Raj Aggarwal & Chan Tze Haw, 2007.
"East Asian Real Exchange Rates and PPP: New Evidence from Panel-data Tests,"
Global Economic Review, Taylor & Francis Journals, vol. 36(2), pages 103-119.
- Baharumshah, Ahmad Zubaidi & Aggarwal, Raj & Chan, Tze-Haw, 2005. "East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests," MPRA Paper 2023, University Library of Munich, Germany, revised 2007.
- Papell, David H., 2002.
"The great appreciation, the great depreciation, and the purchasing power parity hypothesis,"
Journal of International Economics, Elsevier, vol. 57(1), pages 51-82, June.
- David Papell, 1998. "The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis," Working Papers 30, Oesterreichische Nationalbank (Austrian Central Bank).
- Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey, 2005.
"PPP Strikes Back: Aggregation And the Real Exchange Rate,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 120(1), pages 1-43.
- Jean Imbs & Haroon Mumtaz & Morton O. Ravn & Helene Rey, 2002. "PPP Strikes Back: Aggregation and the Real Exchange Rate," NBER Working Papers 9372, National Bureau of Economic Research, Inc.
- Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Helene Rey, 2005. "PPP Strikes Back: Aggregation and the Real Exchange Rate," Post-Print hal-00612581, HAL.
- Mr. Haroon Mumtaz & Mr. Jean Imbs & Mr. Morten O. Ravn & Ms. Helene Rey, 2003. "PPP Strikes Back: Aggregation and the Real Exchange Rate," IMF Working Papers 2003/068, International Monetary Fund.
- Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Helene Rey, 2003. "PPP Strikes Back: Aggregation and the Real Exchange Rate," CERS-IE WORKING PAPERS 0307, Institute of Economics, Centre for Economic and Regional Studies.
- Ravn, Morten & Rey, Hélène & Imbs, Jean & Mumtaz, Haroon, 2003. "PPP Strikes Back: Aggregation and the Real Exchange Rate," CEPR Discussion Papers 3715, C.E.P.R. Discussion Papers.
- Taylor, Mark P. & Sarno, Lucio, 1998.
"The behavior of real exchange rates during the post-Bretton Woods period,"
Journal of International Economics, Elsevier, vol. 46(2), pages 281-312, December.
- Sarno, Lucio & Taylor, Mark P, 1997. "The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period," CEPR Discussion Papers 1730, C.E.P.R. Discussion Papers.
- Rod Tyers & Ying Zhang, 2014.
"Real exchange rate determination and the China puzzle,"
Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 28(2), pages 1-32, November.
- Rod Tyers & Ying Zhang, 2014. "Real Exchange Rate Determination and the China Puzzle," Economics Discussion / Working Papers 14-19, The University of Western Australia, Department of Economics.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:57:y:1997:i:1:p:17-22. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ecolet .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.