The purchasing power parity persistence paradigm

Journal of International Economics

Volumn 56, Issue 1, 2002, Pages 1-19

  Murray, Christian J ^a   Papell, David H ^a  

^a UNIVERSITY OF HOUSTON   (United States)

Author keywords

Confidence intervals; Exchange rate persistence; Half lives; PPP

Indexed keywords

PURCHASING POWER PARITY; REAL EXCHANGE RATE;

EID: 0036132038     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-1996(01)00107-6     Document Type: Article

References (28)

1. Purchasing power parity in the long run
2. Exactly median-unbiased estimation of first order autoregressive/unit root models
3. Approximately median-unbiased estimation of autoregressive models
4. Best median-unbiased estimation in linear regression with bounded asymmetric loss functions
5. Bootstrapping unstable first-order autoregressive processes
6. Mean reversion in real exchange rates
7. On the purchasing power parity puzzle
8. Real exchange rates under the gold standard
9. International capital mobility and crowding out in the US economy: Imperfect integration of financial markets or of goods markets
10. A panel project on purchasing power parity: Mean reversion within and between countries
11. Real exchange rates in the short, medium, and long run
12. Testing for a unit root in time series with pretest data-based model selection
13. The grid bootstrap and the autoregressive model
14. Quasi purchasing power parity
15. Bootstrapping autoregressive processes with possible unit roots
16. Small-sample confidence intervals for impulse response functions
17. Finite-sample properties of percentile and percentile-t bootstrap confidence intervals for impulse responses
18. Real exchange rate behavior: The recent float from the perspective of the past two centuries
19. Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag
20. Searching for stationarity: Purchasing power parity under the current float
21. The purchasing power parity puzzle
22. The bias of autoregressive coefficient estimators
23. A fixed point characterization for bias of autoregressive estimators
24. Confidence intervals for the largest autoregressive root in US macroeconomic time series
25. Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
26. Are real exchange rates nonstationary? Evidence from a panel-data test