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~isPartOf:"CESifo Working Paper Series"
~isPartOf:"German economic review"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of international money and finance"
~person:"Ahlfeldt, Gabriel M."
~person:"Cheung, Yin-Wong"
~person:"D'Agostino, Antonella"
~person:"Leung, Charles Ka Yui"
~person:"Pesaran, M. Hashem"
~subject:"Balassa-Samuelson-Effekt"
~subject:"Breitbandkommunikation"
~subject:"Broadband communications"
~subject:"Consumer price index"
~subject:"Elasticity"
~subject:"World"
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Balassa-Samuelson-Effekt
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Ahlfeldt, Gabriel M.
Cheung, Yin-Wong
D'Agostino, Antonella
Leung, Charles Ka Yui
Pesaran, M. Hashem
Kilian, Lutz
7
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3
Arezki, Rabah
3
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CESifo Working Paper Series
German economic review
Journal of economic dynamics & control
Journal of international money and finance
CESifo working papers
14
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6
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3
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ECONIS (ZBW)
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1
Deviations from the Law of One
Price
in Japan
Cheung, Yin-Wong
-
2013
One
Price
(LOP) deviations. Individual tradable products, compared with nontradables, are more likely to have different … deviation series are found to display considerable persistence and there is limited evidence that tradability enhances
price
…
Persistent link: https://www.econbiz.de/10012753617
Saved in:
2
Speed 2.0 - Evaluating Access to Universal Digital Highways
Ahlfeldt, Gabriel M.
-
2015
This paper shows that having access to a fast Internet connection is an important determinant of capitalization effects in property markets. Our empirical strategy combines a boundary discontinuity design with controls for time-invariant effects and arbitrary macro-economic shocks at a very...
Persistent link: https://www.econbiz.de/10013028792
Saved in:
3
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash
Pesaran, Bahram
-
2013
Modelling of conditional volatilities and correlations across asset returns is an integral part of portfolio decision making and risk management. Over the past three decades there has been a trend towards increased asset return correlations across markets, a trend which has been accentuated...
Persistent link: https://www.econbiz.de/10013094817
Saved in:
4
Dissecting the PPP Puzzle : The Unconventional Roles of Nominal Exchange Rate and
Price
Adjustments
Cheung, Yin-Wong
;
Lai, Kon S.
;
Bergman, U. Michael
-
2021
The conventional view, as expounded by sticky-
price
models, is that
price
adjustment determines the PPP reversion rate …. This study examines the mechanism by which PPP deviations are corrected. Nominal exchange rate adjustment, not
price
…
Persistent link: https://www.econbiz.de/10013319983
Saved in:
5
Aggregation in Large Dynamic Panels
Pesaran, M. Hashem
-
2015
concludes with an empirical application to consumer
price
inflation in Germany, France and Italy, and re-examines the extent to …
Persistent link: https://www.econbiz.de/10013038262
Saved in:
6
Commodity
price
effects on currencies
Wang, Wenhao
;
Cheung, Yin-Wong
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014248769
Saved in:
7
Oil Prices and the Global Economy : Is it Different this Time Around?
Mohaddes, Kamiar
-
2016
raising production. Taking demand and supply adjustments to oil
price
changes as a whole, we conclude that oil markets …
Persistent link: https://www.econbiz.de/10012985449
Saved in:
8
Country-Specific Oil Supply Shocks and the Global Economy : A Counterfactual Analysis
Mohaddes, Kamiar
-
2015
This paper investigates the global macroeconomic consequences of country-specific oil-supply shocks. Our contribution is both theoretical and empirical. On the theoretical side, we develop a model for the global oil market and integrate this within a compact quarterly model of the global economy...
Persistent link: https://www.econbiz.de/10013021694
Saved in:
9
Tall Building and Land Values : Height and Construction Cost Elasticities in Chicago, 1870-2010
Ahlfeldt, Gabriel M.
-
2018
set on tall buildings with a unique panel of land prices covering 140 years. We provide novel estimates of the land
price
… tall buildings. In line with improvements in construction technology, the land
price
elasticity of height increased … substantially over time, rationalizing a trend to ever taller buildings. The land
price
elasticity of height is larger for …
Persistent link: https://www.econbiz.de/10012930684
Saved in:
10
The Penn Effect within a Country - Evidence from Japan
Cheung, Yin-Wong
-
2014
– the positive relationship between
price
and income levels. Comparable with the evidence from international data, the Penn … of productivity and economic density to explain the positive
price
-income relationship, and find that the empirical …
Persistent link: https://www.econbiz.de/10013065291
Saved in:
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