메뉴 건너뛰기




Volumn 17, Issue 2, 2002, Pages 107-125

Quantifying the uncertainty about the half-life of deviations from PPP

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0036250881     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.621     Document Type: Article
Times cited : (53)

References (39)
  • 1
    • 84977737410 scopus 로고
    • Purchasing power parity in the long-run
    • Abuaf N, Jorion P. 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, P.2
  • 2
    • 0142045255 scopus 로고    scopus 로고
    • Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for the PPP debate
    • forthcoming
    • Caner M, Kilian L. 2000. Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate. Journal of International Money and Finance (forthcoming).
    • (2000) Journal of International Money and Finance
    • Caner, M.1    Kilian, L.2
  • 3
    • 0000658379 scopus 로고    scopus 로고
    • Parity reversion in real exchange rates during the post-Bretton Woods period
    • Cheung Y-W, Lai KS. 1998. Parity reversion in real exchange rates during the post-Bretton Woods period. Journal of International Money and Finance 17: 597-614.
    • (1998) Journal of International Money and Finance , vol.17 , pp. 597-614
    • Cheung, Y.-W.1    Lai, K.S.2
  • 4
    • 0033998054 scopus 로고    scopus 로고
    • On cross-country differences in the persistence of real exchange rates
    • Cheung Y-W, Lai KS. 2000a. On cross-country differences in the persistence of real exchange rates. Journal of International Economics 50: 375-397.
    • (2000) Journal of International Economics , vol.50 , pp. 375-397
    • Cheung, Y.-W.1    Lai, K.S.2
  • 7
    • 32344446687 scopus 로고
    • Understanding the Metropolis-Hastings algorithm
    • Chib S, Greenberg E. 1995. Understanding the Metropolis-Hastings algorithm. American Statistician 49: 327-335.
    • (1995) American Statistician , vol.49 , pp. 327-335
    • Chib, S.1    Greenberg, E.2
  • 9
    • 0031070989 scopus 로고    scopus 로고
    • Understanding the empirical literature on purchasing power parity: The post-Bretton Woods era
    • Edison H, Gagnon J, Melick W. 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.1    Gagnon, J.2    Melick, W.3
  • 10
    • 0002214578 scopus 로고
    • International capital mobility and crowding out in the U.S. economy: Imperfect integration of financial markets or of goods Markets?
    • Hafer R (ed.). Lexington Books: Lexington
    • Frankel J. 1986. International capital mobility and crowding out in the U.S. economy: imperfect integration of financial markets or of goods Markets? In How Open is the U.S. Economy? Hafer R (ed.). Lexington Books: Lexington.
    • (1986) How Open is the U.S. Economy?
    • Frankel, J.1
  • 11
    • 0000131597 scopus 로고
    • Using survey data to test standard propositions regarding exchange rate expectations
    • Frankel JA, Froot KA. 1987. Using survey data to test standard propositions regarding exchange rate expectations. American Economic Review 77: 133-153.
    • (1987) American Economic Review , vol.77 , pp. 133-153
    • Frankel, J.A.1    Froot, K.A.2
  • 12
    • 77957239083 scopus 로고
    • Perspectives on PPP and long-run real exchange rates
    • Grossman G, Rogoff K (eds). Elsevier Science: Amsterdam
    • Froot KA, Rogoff K. 1995. Perspectives on PPP and long-run real exchange rates. In Handbook of International Economics (Vol. III), Grossman G, Rogoff K (eds). Elsevier Science: Amsterdam: 1647-1688.
    • (1995) Handbook of International Economics , vol.3 , pp. 1647-1688
    • Froot, K.A.1    Rogoff, K.2
  • 13
    • 0037936076 scopus 로고
    • Monte Carlo simulation and numerical integration
    • Amman H, Kendrich D, Rust J (eds). North-Holland: Amsterdam
    • Geweke J. 1995. Monte Carlo simulation and numerical integration. In Handbook of Computational Economics, Amman H, Kendrich D, Rust J (eds). North-Holland: Amsterdam.
    • (1995) Handbook of Computational Economics
    • Geweke, J.1
  • 14
    • 0001403586 scopus 로고    scopus 로고
    • Posterior simulators in econometrics
    • Kreps DM, Wallis KF (eds). Econometric Society Monographs Seventh World Congress, Cambridge University Press: New York
    • Geweke J. 1997. Posterior simulators in econometrics. In Advances in Economics and Econometrics: Theory and Applications, Kreps DM, Wallis KF (eds). Econometric Society Monographs Seventh World Congress Vol. III, Cambridge University Press: New York; 128-165.
    • (1997) Advances in Economics and Econometrics: Theory and Applications , vol.3 , pp. 128-165
    • Geweke, J.1
  • 15
    • 0142045254 scopus 로고    scopus 로고
    • Simulation methods for model criticism and robustness analysis
    • Forthcoming in, Berger JO, Bernardo JM, David AP, Smith AFM (eds). Oxford University Press: Oxford
    • Geweke J. 1999. Simulation methods for model criticism and robustness analysis. Forthcoming in Bayesian Statistics 6, Berger JO, Bernardo JM, David AP, Smith AFM (eds). Oxford University Press: Oxford.
    • (1999) Bayesian Statistics , vol.6
    • Geweke, J.1
  • 17
    • 84952504842 scopus 로고
    • Forecasting with Bayesian vector autoregressions - Five years of experience
    • Litterman RB. 1986. Forecasting with Bayesian vector autoregressions - five years of experience. Journal of Business and Economic Statistics 4: 25-38.
    • (1986) Journal of Business and Economic Statistics , vol.4 , pp. 25-38
    • Litterman, R.B.1
  • 18
    • 0030480824 scopus 로고    scopus 로고
    • Real exchange rate behavior: The recent float from the perspective of the past two centuries
    • Lothian JR, Taylor MP. 1996. Real exchange rate behavior: the recent float from the perspective of the past two centuries. Journal of Political Economy 104: 488-510.
    • (1996) Journal of Political Economy , vol.104 , pp. 488-510
    • Lothian, J.R.1    Taylor, M.P.2
  • 23
    • 0010130401 scopus 로고    scopus 로고
    • Searching for stationarity: Purchasing power parity under the current float
    • Papell D. 1997. Searching for stationarity: purchasing power parity under the current float. Journal of International Economics 43: 313-332.
    • (1997) Journal of International Economics , vol.43 , pp. 313-332
    • Papell, D.1
  • 25
    • 0039336252 scopus 로고    scopus 로고
    • Convergence to the law of one price without trade barriers or currency fluctuations
    • Parsley DC, Wei S-J. 1996. Convergence to the law of one price without trade barriers or currency fluctuations. Quarterly Journal of Economics 111: 1211-1236.
    • (1996) Quarterly Journal of Economics , vol.111 , pp. 1211-1236
    • Parsley, D.C.1    Wei, S.-J.2
  • 27
    • 0001079409 scopus 로고
    • Traded goods consumption smoothing and the random walk behavior of the real exchange rate
    • Rogoff K. 1992. Traded goods consumption smoothing and the random walk behavior of the real exchange rate. Bank of Japan Monetary and Economic Studies 10: 1-29.
    • (1992) Bank of Japan Monetary and Economic Studies , vol.10 , pp. 1-29
    • Rogoff, K.1
  • 28
    • 0000786475 scopus 로고    scopus 로고
    • 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
  • 29
    • 0001168073 scopus 로고
    • A Bayesian analysis of the unit root in real exchange rates
    • Schotman P, van Dijk HK. 1991. A Bayesian analysis of the unit root in real exchange rates. Journal of Econometrics 49: 195-238.
    • (1991) Journal of Econometrics , vol.49 , pp. 195-238
    • Schotman, P.1    Van Dijk, H.K.2
  • 30
    • 0010314639 scopus 로고    scopus 로고
    • Using a likelihood perspective to sharpen economic discourse: Three examples
    • Sims CA. 2000. Using a likelihood perspective to sharpen economic discourse: three examples. Journal of Econometrics 95: 443-462.
    • (2000) Journal of Econometrics , vol.95 , pp. 443-462
    • Sims, C.A.1
  • 31
    • 0347466670 scopus 로고    scopus 로고
    • Bayesian methods for dynamic multivariate models
    • Sims CA, Zha T. 1998. Bayesian methods for dynamic multivariate models. International Economic Review 39: 949-986.
    • (1998) International Economic Review , vol.39 , pp. 949-986
    • Sims, C.A.1    Zha, T.2
  • 33
    • 0032462524 scopus 로고    scopus 로고
    • The behavior of real exchange rates during the post-Bretton Woods period
    • Taylor MP, Sarno L. 1998. The behavior of real exchange rates during the post-Bretton Woods period. Journal of International Economics 46: 281-312.
    • (1998) Journal of International Economics , vol.46 , pp. 281-312
    • Taylor, M.P.1    Sarno, L.2
  • 34
    • 0000576595 scopus 로고
    • Markov chains for exploring posterior distributions
    • Tierney L. 1994. Markov chains for exploring posterior distributions. Annals of Statistics 22: 1701-62.
    • (1994) Annals of Statistics , vol.22 , pp. 1701-1762
    • Tierney, L.1
  • 36
    • 0003261391 scopus 로고
    • Purchasing power disparity during the floating rate period: Exchange rate volatility, trade barriers, and other culprits
    • Wei S-J, Parsley DC. 1995. Purchasing power disparity during the floating rate period: exchange rate volatility, trade barriers, and other culprits. NBER Working Paper No. 5032.
    • (1995) NBER Working Paper No. 5032 , vol.5032
    • Wei, S.-J.1    Parsley, D.C.2
  • 37
    • 0142077134 scopus 로고    scopus 로고
    • Purchasing power parity under the current float: New evidence from panel data unit root tests
    • forthcoming
    • Wu S, Wu JL. 1998. Purchasing power parity under the current float: new evidence from panel data unit root tests. Journal of Money, Credit and Banking (forthcoming).
    • (1998) Journal of Money, Credit and Banking
    • Wu, S.1    Wu, J.L.2
  • 38
    • 0030534750 scopus 로고    scopus 로고
    • 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


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.