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An assessment of purchasing power parity in the long-run : evidence from India and its four Major Trading partners

Kaur, Manjinder; Kulaar, Navpreet - In: Eurasian journal of business and economics : EJBE 17 (2024) 33, pp. 81-96

Persistent link: https://www.econbiz.de/10014636705

A re-examination of the link between real exchange rates and real interest rate differentials

Hoffmann, Mathias; MacDonald, Ronald - 2003

first clarify the logic of applying cointegration methods to the RERI and propose an alternative way of testing the …

Persistent link: https://www.econbiz.de/10011506475

Multilateral versus bilateral testing for long run purchasing power parity : a cointegration analysis for the Greek drachma

Sideris, Dimitrios - 1997

Persistent link: https://www.econbiz.de/10000659050

Real exchange rates and real interest rates once again : a multivariate panel cointegration analysis

Chakrabarti, Avik - In: Applied economics 38 (2006) 11, pp. 1217-1221

Persistent link: https://www.econbiz.de/10003340417

A revisit on dissecting the PPP puzzle : evidence from a nonlinear approach

Wu, Jyh-lin; Chen, Pei-fen - In: Economic modelling 25 (2008) 4, pp. 684-695

Persistent link: https://www.econbiz.de/10003791250

A re-examination of the link between real exchange rates and real interest rate differentials

Hoffmann, Mathias (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003564640

Three essays on nonlinear nonstationary econometrics and applied macroeconomics

Bae, Youngsoo - 2006

Persistent link: https://www.econbiz.de/10003965066

Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices

Beckmann, Joscha - 2011

close scrutiny. Using monthly data from 1973:01 to 2009:12 from the USA, UK, Germany, France and Japan, this paper as a … ; cointegration ; nonlinear vector error correction …

Persistent link: https://www.econbiz.de/10009580305

The roles of nominal exchange rate and relative price adjustments in PPP reversion

Deokwoo Nam - In: Journal of money, credit and banking : JMCB 43 (2011) 4, pp. 775-785

Persistent link: https://www.econbiz.de/10009238040

Fractional cointegration and real exchange rates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000

This paper uses fractional integration and cointegration in order to model the DM/dollar and the yen/dollar real …. -- fractional integration ; fractional cointegration ; real exchange rates …

Persistent link: https://www.econbiz.de/10009611542

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