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Ibrahim Chowdhury
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Ibrahim Chowdhury & Andreas Schabert, 2007.
"Federal Reserve Policy viewed through a Money Supply Lens,"
Working Papers
2007-02, Swiss National Bank.
- Chowdhury, Ibrahim & Schabert, Andreas, 2008. "Federal reserve policy viewed through a money supply lens," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 825-834, May.
- Ibrahim Chowdhury & Andreas Schabert, 2008. "Federal Reserve Policy viewed through a Money Supply Loss," Tinbergen Institute Discussion Papers 08-023/2, Tinbergen Institute.
Cited by:
- Bayer, Christian, 2016.
"Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
145961, Verein für Socialpolitik / German Economic Association.
- Bayer, Christian & Tjaden, Volker & Pham-Do, Lien & Lütticke, Ralph, 2015. "Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk," CEPR Discussion Papers 10849, C.E.P.R. Discussion Papers.
- Christian Bayer & Ralph Luetticke & Lien Pham‐Dao & Volker Tjaden, 2019. "Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk," Econometrica, Econometric Society, vol. 87(1), pages 255-290, January.
- Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2017.
"Liquidity traps and large-scale financial crises,"
Post-Print
halshs-01675562, HAL.
- Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2018. "Liquidity Traps and Large-Scale Financial Crises," "Marco Fanno" Working Papers 0221, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2018. "Liquidity Traps and Large-Scale Financial Crises," CESifo Working Paper Series 7096, CESifo.
- Caggiano, Giovanni & Castelnuovo, Efrem & Damette, Olivier & Parent, Antoine & Pellegrino, Giovanni, 2017. "Liquidity traps and large-scale financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 99-114.
- Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2016. "Liquidity Traps and Large-Scale Financial Crises," Melbourne Institute Working Paper Series wp2016n32, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Qureshi, Irfan, 2018. "Money Aggregates and Determinacy : A Reinterpretation of Monetary Policy During the Great Inflation," The Warwick Economics Research Paper Series (TWERPS) 1156, University of Warwick, Department of Economics.
- Katrin Woelfel & Christoph S. Weber, 2014.
"Searching for the FED's Reaction Function,"
Working Papers
154, Bavarian Graduate Program in Economics (BGPE).
- Katrin Wölfel & Christoph S. Weber, 2017. "Searching for the Fed’s reaction function," Empirical Economics, Springer, vol. 52(1), pages 191-227, February.
- Ceri Davies & Max Gillman & Michal Kejak, 2012.
"Deriving the Taylor Principle when the Central Bank Supplies Money,"
CEU Working Papers
2012_13, Department of Economics, Central European University, revised 23 Jul 2012.
- Ceri Davies & Max Gillman & Michal Kejak, 2012. "Deriving the Taylor Principle when the Central Bank Supplies Money," CERS-IE WORKING PAPERS 1225, Institute of Economics, Centre for Economic and Regional Studies.
- Davies, Ceri & Gillman, Max & Kejak, Michal, 2012. "Deriving the Taylor Principle when the Central Bank Supplies Money," Cardiff Economics Working Papers E2012/20, Cardiff University, Cardiff Business School, Economics Section.
- Thomas J. Sargent & Paolo Surico, 2011. "Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals," American Economic Review, American Economic Association, vol. 101(1), pages 109-128, February.
- Cecilia Maigua & Gekara Mouni, 2016. "Influence of Interest Rates Determinants on the Performance of Commercial Banks in Kenya," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 6(2), pages 121-133, April.
- McNown, Robert & Seip, Knut Lehre, 2011. "Periods and structural breaks in US economic history 1959-2007," Journal of Policy Modeling, Elsevier, vol. 33(2), pages 169-182, March.
- Woon Gyu Choi & Yi Wen, 2010.
"Dissecting Taylor Rules in a Structural VAR,"
IMF Working Papers
2010/020, International Monetary Fund.
- Woon Gyu Choi & Yi Wen, 2010. "Dissecting Taylor rules in a structural VAR," Working Papers 2010-005, Federal Reserve Bank of St. Louis.
- Schabert, Andreas, 2009. "Money supply, macroeconomic stability, and the implementation of interest rate targets," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 333-344, June.
- Carrera, César, 2012. "Políticas de Encajes y Modelos Económicos," Working Papers 2012-006, Banco Central de Reserva del Perú.
- Gozluklu, Arie & Morin, Annaïg, 2019. "Stock vs. Bond yields and demographic fluctuations," Journal of Banking & Finance, Elsevier, vol. 109(C).
- Ibrahim Chowdhury, 2004.
"Purchasing Power Parity and the Real Exchange Rate in Bangladesh: A Nonlinear Analysis,"
Working Paper Series in Economics
14, University of Cologne, Department of Economics.
Cited by:
- Venus Khim-Sen Liew & Hock-Ann Lee & Kian-Ping Lim & Huay-Huay Lee, 2008.
"Linearity and Stationarity of South Asian Real Exchange Rates,"
The IUP Journal of Applied Economics, IUP Publications, vol. 0(5), pages 48-58, September.
- Liew, Venus Khim-Sen & Lee, Hock-Ann & Lim, Kian-Ping & Lee, Huay-Huay, 2006. "Linearity and stationarity of South Asian real exchange rates," MPRA Paper 517, University Library of Munich, Germany.
- Islam, Sirajul, 2013. "Testing the Existence of Purchasing Power Parity in Bilateral Trade between Bangladesh and India," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 36(1), pages 121-132, March.
- Venus Khim-Sen Liew & Hock-Ann Lee & Kian-Ping Lim & Huay-Huay Lee, 2008.
"Linearity and Stationarity of South Asian Real Exchange Rates,"
The IUP Journal of Applied Economics, IUP Publications, vol. 0(5), pages 48-58, September.
- Taylor, Mark & Sarno, Lucio & Chowdhury, Ibrahim, 2002.
"Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study,"
CEPR Discussion Papers
3377, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Taylor, Mark P. & Chowdhury, Ibrahim, 2004. "Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study," Journal of International Money and Finance, Elsevier, vol. 23(1), pages 1-25, February.
Cited by:
- Nikolaou, Kleopatra, 2008. "The behaviour of the real exchange rate: Evidence from regression quantiles," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 664-679, May.
- Mohsen Bahmani-Oskooee & Ali M. Kutan & Su Zhou, 2009. "A century of PPP: supportive results from nonlinear unit root tests," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 11(1), pages 19-27.
- David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2015.
"Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies,"
Tinbergen Institute Discussion Papers
15-125/III, Tinbergen Institute.
- Allen, D.E. & McAleer, M.J. & Peiris, S. & Singh, A.K., 2015. "Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies," Econometric Institute Research Papers EI2015-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2016. "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Risks, MDPI, vol. 4(1), pages 1-14, March.
- Chi-Wei Su & Tsangyao Chang & Yu-Shao Liu, 2012. "Revisiting purchasing power parity for African countries: with nonlinear panel unit-root tests," Applied Economics, Taylor & Francis Journals, vol. 44(25), pages 3263-3273, September.
- Luciana Juvenal & Mark P. Taylor, 2007. "The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics," Money Macro and Finance (MMF) Research Group Conference 2006 80, Money Macro and Finance Research Group.
- Parsley, David & Wei, Shang-Jin, 2008.
"In search of a euro effect: Big lessons from a Big Mac Meal?,"
Journal of International Money and Finance, Elsevier, vol. 27(2), pages 260-276, March.
- Parsley, David & Wei, Shang-jin, 2007. "In Search of a Euro Effect: Big Lessons from a Big Mac Meal?," MPRA Paper 6041, University Library of Munich, Germany.
- Nikolaos Giannellis & Athanasios Papadopoulos, 2007.
"Estimating the Equilibrium Effective Exchange Rate for Potential EMU Members,"
Open Economies Review, Springer, vol. 18(3), pages 307-326, July.
- Nikolaos Giannellis & Athanasios Papadopoulos, 2007. "Estimating the Equilibrium Effective Exchange Rate for Potential EMU members," Working Papers 0719, University of Crete, Department of Economics.
- Matteo Pelagatti & Emilio Colombo, 2012. "Unpuzzling the Purchasing Power Parity Puzzle," Working Papers 221, University of Milano-Bicocca, Department of Economics, revised Mar 2012.
- Kim, Hyeongwoo & Ryu, Deockhyun, 2015.
"A nonparametric study of real exchange rate persistence over a century,"
International Review of Economics & Finance, Elsevier, vol. 37(C), pages 406-418.
- Hyeongwoo Kim & Deockhyun Ryu, 2013. "A Nonparametric Study of Real Exchange Rate Persistence over a Century," Auburn Economics Working Paper Series auwp2013-08, Department of Economics, Auburn University.
- Hyeongwoo Kim & Deockhyun Ryu, 2014. "A Nonparametric Study of Real Exchange Rate Persistence over a Century," Auburn Economics Working Paper Series auwp2014-15, Department of Economics, Auburn University.
- Juan Manuel Julio-Roman, 2015.
"On the Stylized Facts of Nominal Exchange Rates in Brazil, Chile, Colombia, Mexico and Peru,"
Borradores de Economia
890, Banco de la Republica de Colombia.
- Juan Manuel Julio-Roman, 2015. "On the Stylized Facts of Nominal Exchange Rates in Brazil, Chile, Colombia, Mexico and Peru," Borradores de Economia 13015, Banco de la Republica.
- Cuestas, Juan C. & Gil-Alana, Luís A., 2009.
"Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes,"
Economic Modelling, Elsevier, vol. 26(6), pages 1184-1192, November.
- Luis A. Gil-Alana & Juan C. Cuesta, 2009. "Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change," Faculty Working Papers 07/09, School of Economics and Business Administration, University of Navarra.
- Juan Carlos Cuestas & Luís A. Gil-Alana, 2009. "Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes," NBS Discussion Papers in Economics 2009/3, Economics, Nottingham Business School, Nottingham Trent University.
- Lucio Sarno & Mark P. Taylor, 2002.
"Purchasing Power Parity and the Real Exchange Rate,"
IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 1-5.
- Taylor, Mark & Sarno, Lucio, 2001. "Purchasing Power Parity and the Real Exchange Rate," CEPR Discussion Papers 2913, C.E.P.R. Discussion Papers.
- Franses, Ph.H.B.F. & van Dijk, D.J.C., 2002.
"A simple test for PPP among traded goods,"
Econometric Institute Research Papers
EI 2002-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Philip Hans Franses & Dick van Dijk, 2006. "A simple test for PPP among traded goods," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 19-27.
- Stephen Norman, 2016. "Attractor misspecification and threshold estimation bias," Economics Bulletin, AccessEcon, vol. 36(4), pages 1911-1921.
- Mohsen Bahmani-Oskooee & Tsangyao Chang & Kuei-Chiu Lee, 2014. "Purchasing Power Parity in the BRICS and the MIST Countries: Sequential Panel Selection Method," Review of Economics & Finance, Better Advances Press, Canada, vol. 4, pages 1-12, Feburary.
- Nikolaos Giannellis & Athanasios Papadopoulos, 2006.
"Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-Based Approach,"
Working Papers
0717, University of Crete, Department of Economics.
- Giannellis, Nikolaos & Papadopoulos, Athanasios P., 2009. "Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach," Economic Modelling, Elsevier, vol. 26(1), pages 155-166, January.
- Sekioua, Sofiane H., 2006. "Nonlinear adjustment in the forward premium: evidence from a threshold unit root test," International Review of Economics & Finance, Elsevier, vol. 15(2), pages 164-183.
- Alan M. Taylor & Mark P. Taylor, 2004.
"The Purchasing Power Parity Debate,"
NBER Working Papers
10607, National Bureau of Economic Research, Inc.
- Alan M. Taylor & Mark P. Taylor, 2004. "The Purchasing Power Parity Debate," Journal of Economic Perspectives, American Economic Association, vol. 18(4), pages 135-158, Fall.
- Taylor, Mark & Taylor, Alan M., 2004. "The Purchasing Power Parity Debate," CEPR Discussion Papers 4495, C.E.P.R. Discussion Papers.
- Alan M. Taylor & Mark Taylor, 2004. "The Purchasing Power Parity Debate," Working Papers 133, University of California, Davis, Department of Economics.
- Jiang, Chun & Li, Xiao-Lin & Chang, Hsu-Ling & Su, Chi-Wei, 2013. "Uncovered interest parity and risk premium convergence in Central and Eastern European countries," Economic Modelling, Elsevier, vol. 33(C), pages 204-208.
- Baharumshah & Siew-Voon Soon & Wohar, 2015. "Parity reversion in the Asian real exchange rates: new evidence from the local-persistent model," Applied Economics, Taylor & Francis Journals, vol. 47(59), pages 6395-6408, December.
- Erik Alencar de Figueiredo & André de Mattos Marques, 2013. "Testing absolute PPP hypothesis for twenty countries through the skeleton from a SETAR model- some new evidence," Série Textos para Discussão (Working Papers) 16, Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba.
- Juvenal Luciana & Taylor Mark P., 2008.
"Threshold Adjustment of Deviations from the Law of One Price,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(3), pages 1-46, September.
- Luciana Juvenal & Mark P. Taylor, 2008. "Threshold adjustment in deviations from the law of one price," Working Papers 2008-027, Federal Reserve Bank of St. Louis.
- Paresh Kumar Narayan, 2005. "New evidence on purchasing power parity from 17 OECD countries," Applied Economics, Taylor & Francis Journals, vol. 37(9), pages 1063-1071.
- Ahmad Jafari Samimi & Saeed Karimi Petanlar & Jalal Montazeri Shoorekchali, 2017. "Testing Fiscal Reaction Function in Iran:AnApplication of Nonlinear Dickey-Fuller (NDF) Test," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 21(3), pages 567-581, Summer.
- Ahmad, Ahmad Hassan & Aworinde, Olalekan Bashir, 2016. "The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 144-159.
- Phillips, Llad & Pippenger, John, 2005. "Some Pitfalls in Testing the Law of One Price in Commodity Markets," University of California at Santa Barbara, Economics Working Paper Series qt92b16177, Department of Economics, UC Santa Barbara.
- Hsing, Yu, 2009. "Analysis of the Behavior of the New Zealand Dollar Exchange Rate: Comparison of Four Major Models," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 5(1-2), pages 1-10, March.
- Goldman Elena & Tsurumi Hiroki, 2005. "Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(2), pages 1-38, June.
- Qin, Duo, 2007.
"Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from five OECD countries,"
Economics Discussion Papers
2007-29, Kiel Institute for the World Economy (IfW Kiel).
- Duo Qin, 2006. "Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries," Working Papers 575, Queen Mary University of London, School of Economics and Finance.
- Qin, Duo, 2008. "Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-26.
- Shang-Jin Wei & Jiandong Ju, 2008.
"Current Account Adjustment: Some New Theory and Evidence,"
2008 Meeting Papers
851, Society for Economic Dynamics.
- Jiandong Ju & Shang-Jin Wei, 2007. "Current Account Adjustment: Some New Theory and Evidence," NBER Working Papers 13388, National Bureau of Economic Research, Inc.
- DavidC. Parsley & Shang-Jin Wei, 2007.
"A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates,"
Economic Journal, Royal Economic Society, vol. 117(523), pages 1336-1356, October.
- Wei, Shang-Jin & Parsley, David, 2004. "A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates," CEPR Discussion Papers 4486, C.E.P.R. Discussion Papers.
- David C. Parsley & Shang-Jin Wei, 2003. "A Prism into the PPP Puzzles: The Micro-foundations of Big Mac Real Exchange Rates," NBER Working Papers 10074, National Bureau of Economic Research, Inc.
- Kleopatra Nikolaou, 2007. "The behaviour of the real exchange rate: Evidence from regression quantiles," Money Macro and Finance (MMF) Research Group Conference 2006 46, Money Macro and Finance Research Group.
- Matthieu Bussiere, 2013.
"Exchange Rate Pass-through to Trade Prices: The Role of Nonlinearities and Asymmetries,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 731-758, October.
- Bussière, Matthieu, 2007. "Exchange rate pass-through to trade prices: the role of non-linearities and asymmetries," Working Paper Series 822, European Central Bank.
- Fischer, Christoph, 2004.
"PPP: a Disaggregated View,"
Discussion Paper Series 1: Economic Studies
2004,07, Deutsche Bundesbank.
- Christoph Fischer, 2006. "PPP: a disaggregated view," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 93-108.
- Jyh‐Lin Wu & Pei‐Fen Chen & Ching‐Nun Lee, 2009. "Purchasing Power Parity, Productivity Differentials And Non‐Linearity," Manchester School, University of Manchester, vol. 77(3), pages 271-287, June.
- Christian Rohe, 2016. "On shock symmetry in South America: New evidence from intra-Brazilian real exchange rates," CQE Working Papers 5316, Center for Quantitative Economics (CQE), University of Muenster.
- Chi-Keung Lau, 2010. "Convergence Across the United States: Evidence from Panel ESTAR Unit Root Test," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 52-64, February.
- Kim, Hyeongwoo & Kim, Jintae, 2018.
"London calling: Nonlinear mean reversion across national stock markets,"
The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 265-277.
- Hyeongwoo Kim & Jintae Kim, 2018. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2018-01, Department of Economics, Auburn University.
- Hyeongwoo Kim & Jintae Kim, 2014. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2014-13, Department of Economics, Auburn University.
- Hyeongwoo Kim & Jintae Kim, 2017. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2017-05, Department of Economics, Auburn University.
- Mohsen Bahmani‐Oskooee & Ali M. Kutan & Su Zhou, 2008. "Do Real Exchange Rates Follow a Nonlinear Mean Reverting Process in Developing Countries?," Southern Economic Journal, John Wiley & Sons, vol. 74(4), pages 1049-1062, April.
- Yamin Ahmad & Stuart Glosser, 2007.
"Searching for Nonlinearities in Real Exchange Rates?,"
Working Papers
09-01, UW-Whitewater, Department of Economics, revised Jan 2009.
- Yamin Ahmad & Stuart Glosser, 2011. "Searching for nonlinearities in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 43(15), pages 1829-1845.
- Olalekan Bashir Aworinde, 2014. "Are Bilateral Real Exchange Rates Stationary? Empirical Evidence from Nigeria," Economics Bulletin, AccessEcon, vol. 34(1), pages 271-286.
- M. Dolores Gadea & Laura Mayoral, 2009. "Aggregation is not the solution: the PPP puzzle strikes back," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 875-894.
- Pippenger, John, 2007. "Strictly Speaking, the Law of One Price Works in Commodity Markets," University of California at Santa Barbara, Economics Working Paper Series qt1sf2d60x, Department of Economics, UC Santa Barbara.
- Gawon Yoon, 2010. "Nonlinearity in real exchange rates: an approach with disaggregated data and a new linearity test," Applied Economics Letters, Taylor & Francis Journals, vol. 17(11), pages 1125-1132.
- Martin Baumgärtner & Jens Klose, 2019.
"Forecasting exchange rates with commodity prices—a global country analysis,"
The World Economy, Wiley Blackwell, vol. 42(9), pages 2546-2565, September.
- Martin Baumgaertner & Jens Klose, 2018. "Forecasting Exchange Rates with Commodity Prices - A Global Country Analysis," MAGKS Papers on Economics 201812, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Mohsen Bahmani-Oskooee & Ali Kutan & Su Zhou, 2009. "Towards solving the PPP puzzle: evidence from 113 countries," Applied Economics, Taylor & Francis Journals, vol. 41(24), pages 3057-3066.
- James MacGee & Chris Hajzler, 2012.
"Retail Price Differences across U.S. and Canadian Cities during the Interwar Period,"
2012 Meeting Papers
1126, Society for Economic Dynamics.
- Chris Hajzler & James MacGee, 2015. "Retail Price Differences Across U.S. and Canadian Cities During the Interwar Period," University of Western Ontario, Economic Policy Research Institute Working Papers 20153, University of Western Ontario, Economic Policy Research Institute.
- Qin, Duo & Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Quising, Pilipinas F., 2007. "Measuring Regional Market Integration in Developing Asia: a Dynamic Factor Error Correction Model (DF-ECM) Approach," Working Papers on Regional Economic Integration 8, Asian Development Bank.
- Myers, Robert J., 2013. "Evaluating the effectiveness of inter-regional trade and storage in Malawi’s private sector maize markets," Food Policy, Elsevier, vol. 41(C), pages 75-84.
- Hsing, Y, 2009. "Functional Forms and PPP: The Case of Canada, the EU, Japan, and the U.K," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
- Fangli Yan & Sau Leung Yip, 2021. "Nonlinear adjustment of exchange rate and exchange rate policy: Lessons from Singapore," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 171-184, January.
- G. Dufrenot & E. Grimaud & E. Latil & V. Mignon, 2003. "Real exchange rate misalignment in Hungary: a fractionally integrated threshold model," THEMA Working Papers 2003-07, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Beckmann, Joscha, 2011.
"Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices,"
Ruhr Economic Papers
272, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- 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.
- Vinh Q. T. Dang & Yu (Alan) Yang, 2017. "Assessing Market Integration in ASEAN with Retail Price Data," Pacific Economic Review, Wiley Blackwell, vol. 22(4), pages 510-532, October.
- Mr. Gene L. Leon & Serineh Najarian, 2003. "Time-Varying Thresholds: An Application to Purchasing Power Parity," IMF Working Papers 2003/181, International Monetary Fund.
- Miguel Carvalho & Paulo Júlio, 2012.
"Digging out the PPP hypothesis: an integrated empirical coverage,"
Empirical Economics, Springer, vol. 42(3), pages 713-744, June.
- Miguel de Carvalho & Paulo Júlio, 2010. "Digging Out the PPP Hypothesis: an Integrated Empirical Coverage," GEE Papers 0024, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Sep 2010.
- Beckmann, Joscha & Czudaj, Robert, 2013.
"Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?,"
Energy Economics, Elsevier, vol. 40(C), pages 665-678.
- Beckmann, Joscha & Czudaj, Robert, 2013. "Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?," Ruhr Economic Papers 431, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ming Chien Lo & James Morley, 2013.
"Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle,"
Discussion Papers
2013-05, School of Economics, The University of New South Wales.
- Lo, Ming Chien & Morley, James, 2015. "Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 285-302.
- Marina Glushenkova & Andros Kourtellos & Marios Zachariadis, 2016.
"Barriers to price convergence,"
University of Cyprus Working Papers in Economics
02-2016, University of Cyprus Department of Economics.
- Marina Glushenkova & Andros Kourtellos & Marios Zachariadis, 2018. "Barriers to price convergence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 1081-1097, November.
- Mohsen Bahmani-Oskooee & Abera Gelan, 2006. "Testing the PPP in the non-linear STAR Framework: Evidence from Africa," Economics Bulletin, AccessEcon, vol. 6(17), pages 1-15.
- Elliott Robert J. & Siu Tak Kuen & Lau John W., 2018. "A hidden Markov regime-switching smooth transition model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(4), pages 1-21, September.
- Rodolphe Blavy & Luciana Juvenal, 2008.
"Mexico's integration into NAFTA markets: a view from sectoral real exchange rates,"
Working Papers
2008-046, Federal Reserve Bank of St. Louis.
- Rodolphe Blavy & Luciana Juvenal, 2009. "Mexico's integration into NAFTA markets: a view from sectoral real exchange rates," Review, Federal Reserve Bank of St. Louis, vol. 91(Sep), pages 441-464.
- Alam, Mohammad Jahangir & Begum, Ismat Ara, 2012. "World and Bangladesh Rice Market Integration: An Application of Threshold Cointegration and Threshold Vector Error Correction Model (TVECM)," 86th Annual Conference, April 16-18, 2012, Warwick University, Coventry, UK 135119, Agricultural Economics Society.
- Mario Cerrato & Hyunsok Kim & Ronald Macdonald, 2010.
"Three-Regime Asymmetric STAR Modeling and Exchange Rate Reversion,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1447-1467, October.
- Mario Cerrato & Hyunsok Kim & Ronald Macdonald, 2010. "Three‐Regime Asymmetric STAR Modeling and Exchange Rate Reversion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1447-1467, October.
- Ching-Chuan Tsong, 2010. "Are Real Exchange Rates Mean Reverting in Developing Economies in Asia? A Covariate Stationarity Approach," International Economic Journal, Taylor & Francis Journals, vol. 24(3), pages 397-412.
- Bahmani-Oskooee, Mohsen & Tankui, Altin, 2008. "The black market exchange rate vs. the official rate in testing PPP: Which rate fosters the adjustment process?," Economics Letters, Elsevier, vol. 99(1), pages 40-43, April.
- Mr. Guy M Meredith, 2003. "Medium-Term Exchange Rate Forecasting: What Can We Expect?," IMF Working Papers 2003/021, International Monetary Fund.
- Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008.
"Does the law of one price hold in international financial markets? Evidence from tick data,"
Working Paper
2008/19, Norges Bank.
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Computing in Economics and Finance 2006
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Articles
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"Asymmetry dynamics in real exchange rates: New results on East Asian currencies,"
International Review of Economics & Finance, Elsevier, vol. 19(4), pages 648-661, October.
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- Ibrahim Chowdhury & Mathias Hoffmann & Andreas Schabert, 2004. "Inflation Dynamics And The Cost Channel Of Monetary Transmission," Royal Economic Society Annual Conference 2004 80, Royal Economic Society.
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Applied Financial Economics, Taylor & Francis Journals, vol. 14(10), pages 697-705.
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"Real Shock or Nominal Shock? Exchange Rate Movements in Cambodia and Lao PDR,"
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LEO Working Papers / DR LEO
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"Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America,"
CESifo Working Paper Series
2228, CESifo.