-
1
-
-
84977737410
-
Purchasing power parity in the long run
-
Abuaf, Niso, and Philippe Jorion (1990). "Purchasing Power Parity in the Long Run." The Journal of Finance 45, 157-174.
-
(1990)
The Journal of Finance
, vol.45
, pp. 157-174
-
-
Abuaf, N.1
Jorion, P.2
-
2
-
-
84982677739
-
The Balassa-Samuelson model: A general equilibrium appraisal
-
Asea, Patrick K., and Enrique G. Mendoza (1994). "The Balassa-Samuelson Model: A General Equilibrium Appraisal." Review of International Economics 2, 244-267.
-
(1994)
Review of International Economics
, vol.2
, pp. 244-267
-
-
Asea, P.K.1
Mendoza, E.G.2
-
3
-
-
0001399205
-
The purchasing parity power doctrine: A reappraisal
-
Balassa, Bela (1964). "The Purchasing Parity Power Doctrine: a Reappraisal." The Journal of Political Economy 72, 584-596.
-
(1964)
The Journal of Political Economy
, vol.72
, pp. 584-596
-
-
Balassa, B.1
-
4
-
-
0001397560
-
Pitfalls and opportunities: What macroeconomists should know about unit roots
-
Campbell, John, and Pierre Perron (1991). "Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots." NBER Macroeconomics Annual 141-201.
-
(1991)
NBER Macroeconomics Annual
, pp. 141-201
-
-
Campbell, J.1
Perron, P.2
-
5
-
-
0033067796
-
Relative labor productivity and the real exchange rate in the long run: Evidence for a panel of OECD countries
-
Canzoneri, Matthew B., Robert E. Cumby, and Behzad, Diba (1999). "Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries." Journal of International Economics 47, 245-266.
-
(1999)
Journal of International Economics
, vol.47
, pp. 245-266
-
-
Canzoneri, M.B.1
Cumby, R.E.2
Behzad, D.3
-
6
-
-
0000832141
-
Abnormal deviations in international exchanges
-
Cassel, Gustav (1918). "Abnormal Deviations in International Exchanges." The Economic Journal 28, 413-415.
-
(1918)
The Economic Journal
, vol.28
, pp. 413-415
-
-
Cassel, G.1
-
7
-
-
0009329580
-
Real exchange rates and purchasing power parity
-
Cambridge, MA: Basil Blackwell
-
Dornbusch, Rudiger, and Timothy Vogelsang (1991). "Real Exchange Rates and Purchasing Power Parity." Trade Theory and Economic Reform: North, South and East, Essays in Honnor of Beta Balassa. Cambridge, MA: Basil Blackwell.
-
(1991)
Trade Theory and Economic Reform: North, South and East, Essays in Honnor of Beta Balassa
-
-
Dornbusch, R.1
Vogelsang, T.2
-
8
-
-
0030356207
-
Efficient tests for an autoregressive unit root
-
Elliott, Graham, Thomas J. Rothenberg, and James H. Stock (1996). "Efficient Tests for an Autoregressive Unit Root." Econometrica 64, 813-836.
-
(1996)
Econometrica
, vol.64
, pp. 813-836
-
-
Elliott, G.1
Rothenberg, T.J.2
Stock, J.H.3
-
9
-
-
0242282278
-
Terms-of-trade effects, interdependence and cross-country differences in price levels
-
University of California Santa Cruz
-
Fitzgerald, Doireann (2003). "Terms-of-Trade Effects, Interdependence and Cross-Country Differences in Price Levels." Working Paper, University of California Santa Cruz.
-
(2003)
Working Paper
-
-
Fitzgerald, D.1
-
11
-
-
18144430623
-
State of the art unit root tests and purchasing power parity
-
Lopez, Claude, Christian J. Murray, and David H. Papell (2005). "State of the Art Unit Root Tests and Purchasing Power Parity." Journal of Money, Credit, and Banking 37, 361-369.
-
(2005)
Journal of Money, Credit, and Banking
, vol.37
, pp. 361-369
-
-
Lopez, C.1
Murray, C.J.2
Papell, D.H.3
-
12
-
-
0030480824
-
Real exchange rate behavior: The recent float from the perspective of the past two centuries
-
Lothian, James R., and Mark P. Taylor (1996). "Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries." Journal of Political Economy 104, 488-509.
-
(1996)
Journal of Political Economy
, vol.104
, pp. 488-509
-
-
Lothian, J.R.1
Taylor, M.P.2
-
15
-
-
21844518679
-
Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag
-
Ng, Serena, and Pierre Perron (1995). "Unit Root Tests in ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag." Journal of the American Statistical Association 90, 268-281.
-
(1995)
Journal of the American Statistical Association
, vol.90
, pp. 268-281
-
-
Ng, S.1
Perron, P.2
-
16
-
-
0000387132
-
Lag length selection and the construction of unit root tests with good size and power
-
Ng, Serena, and Pierre Perron (2001). "Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power." Econometrica 69, 1519-1554.
-
(2001)
Econometrica
, vol.69
, pp. 1519-1554
-
-
Ng, S.1
Perron, P.2
-
18
-
-
0036272619
-
The great appreciation, the great depreciation and the purchasing power parity hypothesis
-
Papell, David H. (2002) "The Great Appreciation, the Great Depreciation and the Purchasing Power Parity Hypothesis." Journal of International Economics 57, 51-82.
-
(2002)
Journal of International Economics
, vol.57
, pp. 51-82
-
-
Papell, D.H.1
-
19
-
-
0001561726
-
Further evidence on breaking trend functions in macroeconomic variables
-
Perron, Pierre (1997). "Further Evidence on Breaking Trend Functions in Macroeconomic Variables." Journal of Econometrics 80, 355-385.
-
(1997)
Journal of Econometrics
, vol.80
, pp. 355-385
-
-
Perron, P.1
-
20
-
-
33646790699
-
Nonstationarity and level shifts with an application to purchasing power parity
-
Perron, Pierre, and Timothy J. Voselgang (1992). "Nonstationarity and Level Shifts with an Application to Purchasing Power Parity." Journal of Business and Economic Statistics 10, 301-320.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 301-320
-
-
Perron, P.1
Voselgang, T.J.2
-
21
-
-
0000786475
-
The purchasing power parity puzzle
-
Rogofif, Kenneth (1996). "The Purchasing Power Parity Puzzle." Journal of Economic Literature 34, 647-668.
-
(1996)
Journal of Economic Literature
, vol.34
, pp. 647-668
-
-
Rogofif, K.1
-
23
-
-
0036005230
-
A century of purchasing-power parity
-
Taylor, Alan (2002). "A Century of Purchasing-Power Parity." Review of Economics and Statistics 84, 139-150.
-
(2002)
Review of Economics and Statistics
, vol.84
, pp. 139-150
-
-
Taylor, A.1
-
24
-
-
85081443238
-
Sources of nonmonotonic power when testing for a shift in the trend of a dynamic time series
-
Cornell University
-
Vogelsang, Timothy J. (1997). "Sources of Nonmonotonic Power When Testing for a Shift in the Trend of a Dynamic Time Series." Center for Analytic Economics, Working Paper No. 97-4, Cornell University.
-
(1997)
Center for Analytic Economics, Working Paper No. 97-4
, vol.97
, Issue.4
-
-
Vogelsang, T.J.1
-
25
-
-
0009368151
-
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
-
Vogelsang, Timothy J. (1999). "Sources of Nonmonotonic Power When Testing for a Shift in Mean of a Dynamic Time Series." Journal of Econometrics 88, 283-299.
-
(1999)
Journal of Econometrics
, vol.88
, pp. 283-299
-
-
Vogelsang, T.J.1
-
26
-
-
0347569984
-
Additional tests for a unit root allowing for a break in the trend function at an unknown time
-
Vogelsang, Timothy J., and Pierre Perron (1998). "Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time." International Economic Review 39, 1073-1100.
-
(1998)
International Economic Review
, vol.39
, pp. 1073-1100
-
-
Vogelsang, T.J.1
Perron, P.2
-
27
-
-
38249038434
-
A note on the power of least squares tests for a unit root
-
West, Kenneth (1987). "A Note on the Power of Least Squares Tests for a Unit Root." Economics Letters 24, 249-252.
-
(1987)
Economics Letters
, vol.24
, pp. 249-252
-
-
West, K.1
|