-
1
-
-
84977737410
-
Purchasing Power Parity in the Long Run
-
Abuaf, N., and Jorion, R (1990), “Purchasing Power Parity in the Long Run,” Journal of Finance, 45, 157-174.
-
(1990)
Journal of Finance
, vol.45
, pp. 157-174
-
-
Abuaf, N.1
Jorion, R.2
-
2
-
-
84944835541
-
Deviations From Purchasing Power Parity in the Long Run
-
Adler, M., and Lehmann, B. (1983), “Deviations From Purchasing Power Parity in the Long Run,” Journal of Finance, 38, 1471-1487.
-
(1983)
Journal of Finance
, vol.38
, pp. 1471-1487
-
-
Adler, M.1
Lehmann, B.2
-
3
-
-
0000783711
-
Shrinkage Estimation of Price and Promotional Elasticities: Seemingly Unrelated Equations
-
Blattberg, R. C., and George, E. I. (1991), “Shrinkage Estimation of Price and Promotional Elasticities: Seemingly Unrelated Equations,” Journal of the American Statistical Association, 86, 304-315.
-
(1991)
Journal of the American Statistical Association
, vol.86
, pp. 304-315
-
-
Blattberg, R.C.1
George, E.I.2
-
4
-
-
0001728763
-
Long-run Purchasing Power Parity During the Recent Float
-
Cheung, Y.-W., and Lai, K. S. (1993), “Long-run Purchasing Power Parity During the Recent Float,” Journal of International Economics, 34, 181-192.
-
(1993)
Journal of International Economics
, vol.34
, pp. 181-192
-
-
Cheung, Y.-W.1
Lai, K.S.2
-
5
-
-
0000042132
-
Bayesian Regression With Autoregressive Errors
-
Chib, S. (1993), “Bayesian Regression With Autoregressive Errors,” Journal of Econometrics, 58, 275-294.
-
(1993)
Journal of Econometrics
, vol.58
, pp. 275-294
-
-
Chib, S.1
-
7
-
-
0030268938
-
Testing for Absolute Purchasing Power Parity
-
Crownover, C., Pippenger, J., and Steigerwald, D. G. (1996), “Testing for Absolute Purchasing Power Parity,” Journal of International Money and Finance, 15, 783-796.
-
(1996)
Journal of International Money and Finance
, vol.15
, pp. 783-796
-
-
Crownover, C.1
Pippenger, J.2
Steigerwald, D.G.3
-
8
-
-
0001239257
-
Purchasing Power Parity in the Long Run: A Test of the Dollar/Pound Exchange Rate (1890-1978)
-
Edison, H. J. (1987), “Purchasing Power Parity in the Long Run: A Test of the Dollar/Pound Exchange Rate (1890-1978),” Journal of Money, Credit and Banking, 19, 376-387.
-
(1987)
Journal of Money, Credit and Banking
, vol.19
, pp. 376-387
-
-
Edison, H.J.1
-
9
-
-
0031070989
-
Understanding the Empirical Literature on Purchasing Power Parity: The Post-Bretton Woods Era
-
Edison, H. J., Gagnon, J. E., and Melick, M. R. (1997), “Understanding the Empirical Literature on Purchasing Power Parity: The Post-Bretton Woods Era,” Journal of International Money and Finance, 16, 1-17.
-
(1997)
Journal of International Money and Finance
, vol.16
, pp. 1-17
-
-
Edison, H.J.1
Gagnon, J.E.2
Melick, M.R.3
-
10
-
-
0000793682
-
Zen and the Art of Modern Macroeconomics: A Commentary
-
W. S. Haraf and T. A. Willett, Washington, DC: AEI
-
Frankel, J. A. (1990), “Zen and the Art of Modern Macroeconomics: A Commentary,” in Monetary Policy for a Volatile Global Economy, eds. W. S. Haraf and T. A. Willett, Washington, DC: AEI, pp. 117-123.
-
(1990)
Monetary Policy for a Volatile Global Economy
, pp. 117-123
-
-
Frankel, J.A.1
-
11
-
-
0030462091
-
A Panel Project on PPP: Mean Reversion Within and Between Countries
-
Frankel, J. A., and Rose, A. K. (1996), “A Panel Project on PPP: Mean Reversion Within and Between Countries,” Journal of International Economics, 40, 209-224.
-
(1996)
Journal of International Economics
, vol.40
, pp. 209-224
-
-
Frankel, J.A.1
Rose, A.K.2
-
12
-
-
49149135061
-
The Collapse of Purchasing Power Parity During the 1970s,”
-
Frenkel, J. A. (1981), “The Collapse of Purchasing Power Parity During the 1970’s,” European Economic Review, 16, 145-165.
-
(1981)
European Economic Review
, vol.16
, pp. 145-165
-
-
Frenkel, J.A.1
-
13
-
-
77957239083
-
Perspectives on PPP and Long-run Real Exchange Rates
-
G. Grossman and K. Rogoff, Amsterdam: Elsevier
-
Froot, K. A., and Rogoff, K. (1995), “Perspectives on PPP and Long-run Real Exchange Rates,” in Handbook of International Economics (Vol. 3), eds. G. Grossman and K. Rogoff, Amsterdam: Elsevier, pp. 1647-1688.
-
(1995)
Handbook of International Economics
, vol.3
, pp. 1647-1688
-
-
Froot, K.A.1
Rogoff, K.2
-
14
-
-
84865262077
-
Illustration of Bayesian Inference in Normal Data Models Using Gibbs Sampling
-
Gelfand, A. E., Hills, S. E., Racine-Poon, A., and Smith, A. F. M. (1990), “Illustration of Bayesian Inference in Normal Data Models Using Gibbs Sampling,” Journal of the American Statistical Association, 85, 972-985.
-
(1990)
Journal of the American Statistical Association
, vol.85
, pp. 972-985
-
-
Gelfand, A.E.1
Hills, S.E.2
Racine-Poon, A.3
Smith, A.F.M.4
-
15
-
-
84950453304
-
Sampling-based Approaches to Calculating Marginal Densities
-
Gelfand, A. E., and Smith, A. F. M. (1990), “Sampling-based Approaches to Calculating Marginal Densities,” Journal of the American Statistical Association, 85, 398-409.
-
(1990)
Journal of the American Statistical Association
, vol.85
, pp. 398-409
-
-
Gelfand, A.E.1
Smith, A.F.M.2
-
16
-
-
0003452470
-
Bayesian Comparison of Econometric Models
-
Federal Reserve Bank of Minneapolis
-
Geweke, J. F. (1994), “Bayesian Comparison of Econometric Models,” Working Paper 532, Federal Reserve Bank of Minneapolis.
-
(1994)
Working Paper 532
-
-
Geweke, J.F.1
-
17
-
-
33749587436
-
A Re-examination of Purchasing Power Parity: A Multi-period and Multi-country Study
-
Hakkio, C. S. (1984), “A Re-examination of Purchasing Power Parity: A Multi-period and Multi-country Study,” Journal of International Economics, 17, 265-277.
-
(1984)
Journal of International Economics
, vol.17
, pp. 265-277
-
-
Hakkio, C.S.1
-
18
-
-
44949274931
-
Cointegration: How Short Is the Long Run?
-
Hakkio, C. S., and Rush, M. (1991), “Cointegration: How Short Is the Long Run?” Journal of International Money and Finance, 10, 571-581.
-
(1991)
Journal of International Money and Finance
, vol.10
, pp. 571-581
-
-
Hakkio, C.S.1
Rush, M.2
-
19
-
-
44049117018
-
Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK
-
Johansen, S., and Juselius, K. (1992), “Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK,” Journal of Econometrics, 53, 211-244.
-
(1992)
Journal of Econometrics
, vol.53
, pp. 211-244
-
-
Johansen, S.1
Juselius, K.2
-
20
-
-
0000907890
-
Purchasing Power Parity in the Long Run: A Cointegration Approach
-
Kim, Y. (1990), “Purchasing Power Parity in the Long Run: A Cointegration Approach,” Journal of Money, Credit and Banking, 22, 491-503.
-
(1990)
Journal of Money, Credit and Banking
, vol.22
, pp. 491-503
-
-
Kim, Y.1
-
21
-
-
38149146103
-
An Objective Bayesian Analysis of Common Stochastic Trends in International Stock Prices and Exchange Rates
-
Koop, G. (1994), “An Objective Bayesian Analysis of Common Stochastic Trends in International Stock Prices and Exchange Rates,” Journal of Empirical Finance, 1, 343-364.
-
(1994)
Journal of Empirical Finance
, vol.1
, pp. 343-364
-
-
Koop, G.1
-
22
-
-
0038995122
-
Testing Symmetry and Proportionality in PPP: A Panel Data Approach
-
University of British Columbia, Faculty of Commerce
-
Li, K. (1997), “Testing Symmetry and Proportionality in PPP: A Panel Data Approach,” working paper, University of British Columbia, Faculty of Commerce (available at http://finance.commerce.ubc.ca/research/ abstracts/ubcfin97-ll.html)
-
(1997)
Working Paper
-
-
Li, K.1
-
23
-
-
85011123262
-
Bayes Estimates for the Linear Model
-
(with discussion), Ser. B
-
Lindley, D. V., and Smith, A. F. M. (1972), “Bayes Estimates for the Linear Model” (with discussion), Journal of the Royal Statistical Society, Ser. B, 34, 1-41.
-
(1972)
Journal of the Royal Statistical Society
, vol.34
, pp. 1-41
-
-
Lindley, D.V.1
Smith, A.2
-
24
-
-
0031068989
-
Multi-country Evidence on the Behavior of Purchasing Power Parity Under the Current Float
-
Lothian, J. R. (1997), “Multi-country Evidence on the Behavior of Purchasing Power Parity Under the Current Float,” Journal of International Money and Finance, 16, 19-35.
-
(1997)
Journal of International Money and Finance
, vol.16
, pp. 19-35
-
-
Lothian, J.R.1
-
25
-
-
0002098664
-
Testing Proportionality, Symmetry and Exclusiveness in Long-run PPP
-
Moosa, I. A. (1994), “Testing Proportionality, Symmetry and Exclusiveness in Long-run PPP,” Journal of Economic Studies, 21, 3-21.
-
(1994)
Journal of Economic Studies
, vol.21
, pp. 3-21
-
-
Moosa, I.A.1
-
26
-
-
0042273578
-
Nominal Exchange Rate Regimes and the Behavior of the Real Exchange Rate: Evidence and Implications
-
(Carnegie-Rochester Conference Series on Public Policy 25), eds. K. Brunner and A. H. Meltzer, New York: American Elsevier
-
Mussa, M. (1986), “Nominal Exchange Rate Regimes and the Behavior of the Real Exchange Rate: Evidence and Implications,” in Real Business Cycles, Real Exchange Rates and Actual Policies (Carnegie-Rochester Conference Series on Public Policy 25), eds. K. Brunner and A. H. Meltzer, New York: American Elsevier, pp. 117-214.
-
(1986)
Real Business Cycles, Real Exchange Rates and Actual Policies
, pp. 117-214
-
-
Mussa, M.1
-
28
-
-
0030163302
-
Purchasing Power Parity and Unit Root Tests Using Panel Data
-
Oh, K.-Y. (1996), “Purchasing Power Parity and Unit Root Tests Using Panel Data,” Journal of International Money and Finance, 15, 405-418.
-
(1996)
Journal of International Money and Finance
, vol.15
, pp. 405-418
-
-
Oh, K.-Y.1
-
29
-
-
84959818799
-
Statistical Inference in Instrumental Variables Regressions With 7(1) Processes
-
Phillips, P. C. B., and Hansen, B. (1990), “Statistical Inference in Instrumental Variables Regressions With 7(1) Processes,” Review of Economic Studies, 57, 99-125.
-
(1990)
Review of Economic Studies
, vol.57
, pp. 99-125
-
-
Phillips, P.C.B.1
Hansen, B.2
-
31
-
-
0000786475
-
The Purchasing Power Parity Puzzle
-
Rogoff, K. (1996), “The Purchasing Power Parity Puzzle,” Journal of Economic Literature, 34, 647-668.
-
(1996)
Journal of Economic Literature
, vol.34
, pp. 647-668
-
-
Rogoff, K.1
-
32
-
-
84993915037
-
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity
-
Sercu, P., Uppal, R., and van Hulle, C. (1995), “The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity,” Journal of Finance, 50, 1309-1319.
-
(1995)
Journal of Finance
, vol.50
, pp. 1309-1319
-
-
Sercu, P.1
Uppal, R.2
Van Hulle, C.3
-
33
-
-
45549119048
-
Bayesian Scepticism on Unit Root Econometrics
-
Sims, C. A. (1988), “Bayesian Scepticism on Unit Root Econometrics,” Journal of Economic Dynamics and Control, 12, 463-474.
-
(1988)
Journal of Economic Dynamics and Control
, vol.12
, pp. 463-474
-
-
Sims, C.A.1
-
34
-
-
0030534750
-
Are Real Exchange Rates Nonstationary? Evidence From a Panel-data Test
-
Wu, Y. (1996), “Are Real Exchange Rates Nonstationary? Evidence From a Panel-data Test,” Journal of Money, Credit and Banking, 28, 54-63.
-
(1996)
Journal of Money, Credit and Banking
, vol.28
, pp. 54-63
-
-
Wu, Y.1
|