Purchasing power parity over two centuries: trends and nonlinearity

Citations

Cited by:

1. Mohsen Bahmani-Oskooee & Tsangyao Chang & Kuei-Chiu Lee, 2016. "Panel asymmetric nonlinear unit root test and PPP in Africa," Applied Economics Letters, Taylor & Francis Journals, vol. 23(8), pages 554-558, May.
2. Ivan Paya & David A. Peel, 2004. "Nonlinear Ppp Under The Gold Standard," Working Papers. Serie AD 2004-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
3. 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.
   • 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.
4. repec:lan:wpaper:2623 is not listed on IDEAS
5. Mohsen Bahmani-Oskooee & Tsangyao Chang & Tsung-Hsien Chen & Han-Wen Tzeng, 2017. "Revisiting purchasing power parity in Eastern European countries: quantile unit root tests," Empirical Economics, Springer, vol. 52(2), pages 463-483, March.
6. repec:bla:econom:v:72:y:2005:i:3:p:413-430 is not listed on IDEAS
7. 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.
8. Soubarna Pal, 2011. "Productivity Differential and Bilateral Real Exchange Rate between India and US," Journal of Quantitative Economics, The Indian Econometric Society, vol. 9(1), pages 146-155.
9. 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.
10. Mohsen Bahmani-Oskooee & Tsangyao Chang & Shu-Ching Cheng & Tsung-Pao Wu, 2015. "Revisiting purchasing power parity in major oil-exporting countries," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 8(1-2), pages 108-116, July.
11. Ming-Yuan Leon Li, 2007. "Purchasing power parity under high and low volatility regimes," Applied Economics Letters, Taylor & Francis Journals, vol. 14(8), pages 581-589.
12. Tastan Huseyin, 2005. "Do real exchange rates contain a unit root? Evidence from Turkish data," Applied Economics, Taylor & Francis Journals, vol. 37(17), pages 2037-2053.
13. repec:lan:wpaper:2481 is not listed on IDEAS
14. Banu Kurtaran, 2015. "Re-examining the PPP Hypothesis via Nonlinearity and Smooth Breaks," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), vol. 2(1), pages 1-21.
15. Yau, Hwey-Yun & Nieh, Chien-Chung, 2006. "Interrelationships among stock prices of Taiwan and Japan and NTD/Yen exchange rate," Journal of Asian Economics, Elsevier, vol. 17(3), pages 535-552, June.
16. Mohsen Bahmani-Oskooee & Tsangyao Chang & Tsungpao Wu, 2014. "Revisiting purchasing power parity in African countries: panel stationary test with sharp and smooth breaks," Applied Financial Economics, Taylor & Francis Journals, vol. 24(22), pages 1429-1438, November.
17. Tolga Omay & Furkan Emirmahmutoglu & Mubariz Hasanov, 2018. "Structural break, nonlinearity and asymmetry: a re-examination of PPP proposition," Applied Economics, Taylor & Francis Journals, vol. 50(12), pages 1289-1308, March.
    • Omay, Tolga & Hasanov, Mubariz & Emirmahmutoglu, Furkan, 2014. "Structural Break, Nonlinearity, and Asymmetry: A re-examination of PPP proposition," MPRA Paper 62335, University Library of Munich, Germany.
18. Jean-Francois Villeneuve & Jagdish Handa, 2006. "Purchasing Power Parity as a long-term memory process: evidence from Canada," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 109-117.
19. Mohsen Bahmani-Oskooee & Tsangyao Chang & Tsung-Pao Wu, 2015. "Purchasing Power Parity in Transition Countries: Panel Stationary Test with Smooth and Sharp Breaks," IJFS, MDPI, vol. 3(2), pages 1-9, May.
20. repec:kap:iaecre:v:14:y:2008:i:1:p:11-24 is not listed on IDEAS
21. Wan, Jer-Yuh & Kao, Chung-Wei, 2009. "Price discovery in Taiwan's foreign exchange market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 77-93, February.
22. repec:lan:wpaper:2402 is not listed on IDEAS
23. Katja Funke & Isabell Koske, 2008. "Does the Law of One Price Hold within the EU? A Panel Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(1), pages 11-24, February.
24. Wu, Jyh-Lin & Hu, Yu-Hau, 2009. "New evidence on nominal exchange rate predictability," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 1045-1063, October.
25. Mohsen Bahmani-Oskooee & Omid Ranjbar, 2016. "Quantile unit root test and PPP: evidence from 23 OECD countries," Applied Economics, Taylor & Francis Journals, vol. 48(31), pages 2899-2911, July.
26. Ivan Paya & David A. Peel, 2005. "A New Analysis Of The Determinants Of The Real Dollar-Sterling Exchange Rate: 1871-1994," Working Papers. Serie AD 2005-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    • I Paya & D Peel, 2005. "A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994," Working Papers 565953, Lancaster University Management School, Economics Department.
27. Daiki Maki, 2006. "Variance ratio tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity," Applied Financial Economics, Taylor & Francis Journals, vol. 16(8), pages 607-615.
28. Mohsen Bahmani Oskooee & Magda Kandil, 2007. "Real and nominal effective exchange rates in MENA countries: 1970-2004," Applied Economics, Taylor & Francis Journals, vol. 39(19), pages 2489-2501.
29. repec:lan:wpaper:2400 is not listed on IDEAS