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Computation of standard errors for Geary-Khamis parities and international prices : a stochastic approach

Prasada Rao, D. S. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 109-115

Persistent link: https://www.econbiz.de/10001120240

Speed of reversion to PPP with structural breaks for Brazilian cities

Bastos, Felipe de Sousa; Arruda, Elano Ferreira; … - In: International journal of economics and finance 10 (2018) 4, pp. 15-24

Persistent link: https://www.econbiz.de/10011859911

Speed of reversion of deviations of the Purchasing Power Parity for Brazilian cities

Bastos, Felipe de Sousa; Ferreira, Roberto Tatiwa; … - In: Revista brasileira de economia : RBE ; publicação de … 72 (2018) 1, pp. 26-40

Persistent link: https://www.econbiz.de/10012156463

PPP strikes back : aggregation and the real exchange rate

Imbs, Jean; Mumtaz, Haroon; Ravn, Morten O.; Rey, Hélène - 2003

We show the importance of a dynamic aggregation bias in accounting for the PPP puzzle. We prove that established time …

Persistent link: https://www.econbiz.de/10011560521

PPP: a Disaggregated View

Fischer, Christoph - 2004

By disaggregating price indices, it becomes apparent that the real exchange rate consists of the real exchange rate for a single good and a weighted sum of relative prices between goods. When applying a battery of panel unit root tests to this sum and its components, it is found that both the...

Persistent link: https://www.econbiz.de/10010295634

A taxonomy of multilateral methods for making international comparisons

Hill, Robert J. - 1995

Persistent link: https://www.econbiz.de/10000561700

Aggregation and the PPP puzzle in a sticky-price model

Carvalho, Carlos Viana de (contributor); … - 2008

approaches found in the empirical literature on aggregation and the real exchange rate. In particular, we reconcile the …]). -- Heterogeneity ; aggregation ; price stickiness ; real exchange rates ; PPP puzzle …

Persistent link: https://www.econbiz.de/10003781792

Pairwise tests of purchasing power parity using aggregate and disaggregate price measures

Pesaran, M. Hashem; Smith, Ron; Yamagata, Takashi; … - 2006

Persistent link: https://www.econbiz.de/10003328162

Aggregation is not the solution : the PPP puzzle strikes back

Gadea, María Dolores; Mayoral, Laura - In: Journal of applied econometrics 24 (2009) 6, pp. 875-894

Persistent link: https://www.econbiz.de/10003886924

Three essays on monetary economics

Chen, Shiu-sheng - 2004

Persistent link: https://www.econbiz.de/10003386775

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