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The Roles of Nominal Exchange Rate and Relative Price Adjustments in PPP Reversion

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  • DEOKWOO NAM

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  • Deokwoo Nam, 2011. "The Roles of Nominal Exchange Rate and Relative Price Adjustments in PPP Reversion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 775-785, June.
  • Handle: RePEc:mcb:jmoncb:v:43:y:2011:i:4:p:775-785
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    Cited by:

    1. Peter Sephton & Janelle Mann, 2013. "Threshold Cointegration: Model Selection with an Application," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(2), pages 54-77.
    2. Zied Ftiti & Slim Chaouachi, 2018. "What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(3), pages 681-707, September.
    3. Beckmann, Joscha, 2013. "Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 176-190.
    4. Engel, Charles, 2019. "Real exchange rate convergence: The roles of price stickiness and monetary policy," Journal of Monetary Economics, Elsevier, vol. 103(C), pages 21-32.
    5. Alsayed, Hamad & McGroarty, Frank, 2012. "Arbitrage and the Law of One Price in the market for American depository receipts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1258-1276.
    6. Hai Long Vo & Duc Hong Vo, 2023. "The purchasing power parity and exchange‐rate economics half a century on," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 446-479, April.
    7. Slim Chaouachi & Zied Ftiti & Frederic Teulon, 2014. "Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks," Working Papers 2014-147, Department of Research, Ipag Business School.
    8. repec:ipg:wpaper:2014-390 is not listed on IDEAS
    9. Adnan Velic, 2024. "Current Account Imbalances, Real Exchange Rates, and Nominal Exchange Rate Variability," Open Economies Review, Springer, vol. 35(3), pages 497-545, July.

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