메뉴 건너뛰기




Volumn 44, Issue 1, 1998, Pages 1-19

The overvaluation of purchasing power parity

Author keywords

Mean reversion; Purchasing power parity; Real exchange rate

Indexed keywords


EID: 0348246070     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-1996(97)00017-2     Document Type: Article
Times cited : (748)

References (17)
  • 1
    • 84977737410 scopus 로고
    • Purchasing power parity in the long run
    • Abauf, 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
    • Abauf, N.1    Jorion, P.2
  • 2
    • 85033910856 scopus 로고    scopus 로고
    • Intra-national, intra-continental and intra-planetary PPP, unpublished
    • Engel, C., Hendrickson, M., Rogers, J.H., 1996. Intra-national, intra-continental and intra-planetary PPP, unpublished.
    • (1996)
    • Engel, C.1    Hendrickson, M.2    Rogers, J.H.3
  • 3
    • 0002214578 scopus 로고
    • International capital mobility and crowding out in the U.S. economy: Imperfect integration of financial markets or goods markets?
    • Hafer, R., (Ed.), Lexington Books, Lexington, MA
    • Frankel, J., 1986. International capital mobility and crowding out in the U.S. economy: Imperfect integration of financial markets or goods markets? In: Hafer, R., (Ed.), How open is the U.S. economy? Lexington Books, Lexington, MA.
    • (1986) How Open Is the U.S. Economy?
    • Frankel, J.1
  • 4
    • 0030462091 scopus 로고    scopus 로고
    • A panel project on purchasing power parity: Mean reversion within and between countries
    • Frankel, J., Rose, A., 1996. A panel project on purchasing power parity: Mean reversion within and between countries. Journal of International Economics 40, 209-225.
    • (1996) Journal of International Economics , vol.40 , pp. 209-225
    • Frankel, J.1    Rose, A.2
  • 5
    • 49149135061 scopus 로고
    • The collapse of purchasing power parity during the 1970s
    • Frenkel, J., 1981. The collapse of purchasing power parity during the 1970s. European Economic Review 16, 145-165.
    • (1981) European Economic Review , vol.16 , pp. 145-165
    • Frenkel, J.1
  • 7
    • 33749587436 scopus 로고
    • A reexamination of purchasing power parity
    • Hakkio, C., 1984. A reexamination of purchasing power parity. Journal of International Economics 17, 265-277.
    • (1984) Journal of International Economics , vol.17 , pp. 265-277
    • Hakkio, C.1
  • 9
    • 0030210342 scopus 로고    scopus 로고
    • Mean reversion in real exchange rates: Evidence and implications for forecasting
    • forthcoming
    • Jorion, P., Sweeney, R., 1996. Mean reversion in real exchange rates: Evidence and implications for forecasting, Journal of International Money and Finance, forthcoming.
    • (1996) Journal of International Money and Finance
    • Jorion, P.1    Sweeney, R.2
  • 10
    • 0006860103 scopus 로고
    • Real exchange rate behavior: The recent float from the perspective of the past two centuries
    • forthcoming
    • Lothian, J., Taylor, M., 1994. Real exchange rate behavior: The recent float from the perspective of the past two centuries, Journal of Political Economy, forthcoming.
    • (1994) Journal of Political Economy
    • Lothian, J.1    Taylor, M.2
  • 13
    • 0030163302 scopus 로고    scopus 로고
    • 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
  • 14
    • 0000657538 scopus 로고    scopus 로고
    • Searching for stationarity: Purchasing power parity under the current float
    • forthcoming
    • Papell, D.H., 1996. Searching for stationarity: Purchasing power parity under the current float, Journal of International Economics, forthcoming.
    • (1996) Journal of International Economics
    • Papell, D.H.1
  • 15
    • 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
  • 17
    • 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.