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PPP and the real exchange rate-real interest rate differential puzzle revisited : evidence from non-stationary panel data
Chortareas, Georgios E.; Driver, Rebecca L. - 2001
Persistent link: https://www.econbiz.de/10001588305
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Getting PPP right : identifying mean-reverting real exchange rates in panels
Chortareas, Georgios E. (contributor);  … - 2008
Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time series properties of real exchange rates in panel frameworks. One weakness of such tests, however, is that they fail to inform the researcher as to which cross-section units are stationary. As a...
Persistent link: https://www.econbiz.de/10003740322
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Getting PPP right : identifying mean-reverting real exchange rates in panels
Chortareas, Georgios E.; Kapetanios, George - In: Journal of banking & finance 33 (2009) 2, pp. 390-404
Persistent link: https://www.econbiz.de/10003803121
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Financial development and economic activity in advanced and developing open economies : evidence from panel cointegration
Chortareas, Georgios E.; Magkonis, Georgios; Moschos, … - In: Review of development economics 19 (2015) 1, pp. 163-177
Persistent link: https://www.econbiz.de/10011296354
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Getting PPP right : identifying mean-reverting real exchange rates in panels
Chortareas, Georgios E. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153120
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Resuscitating real interest rate parity : new evidence from panels
Chortareas, Georgios E.; Kapetanios, George; Magkonis, … - In: The European journal of finance 24 (2018) 14, pp. 1176-1189
Persistent link: https://www.econbiz.de/10012258881
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PPP and the Real Exchange Rate - Real Interest Rate Differential Puzzle Revisited : Evidence from Non-Stationary Panel Data
Chortareas, Georgios E.; Driver, Rebecca L. - 2005
This paper examines the evidence for two of the relationships that underpin (explicitly or implicitly) much of international macroeconomics. The first is purchasing power parity (PPP), or the hypothesis that there exists a constant long-run equilibrium real exchange rate. The second establishes...
Persistent link: https://www.econbiz.de/10014128562
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Getting PPP Right : Identifying Mean-Reverting Real Exchange Rates in Panels
Chortareas, Georgios E.; Kapetanios, George - 2005
Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time series properties of real exchange rates in panel frameworks. One weakness of such tests, however, is that they fail to inform the researcher as to which cross-section units are stationary. As a...
Persistent link: https://www.econbiz.de/10014070521
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Getting PPP right: Identifying mean-reverting real exchange rates in panels
Chortareas, Georgios; Kapetanios, George - 2008
Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time series properties of real exchange rates in panel frameworks. One weakness of such tests, however, is that they fail to inform the researcher as to which cross-section units are stationary. As a...
Persistent link: https://www.econbiz.de/10010280777
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Getting PPP right: Identifying mean-reverting real exchange rates in panels
Chortareas, Georgios; Kapetanios, George - 2004
Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time series properties of real exchange rates in panel frameworks. One weakness of such tests, however, is that they fail to inform the researcher as to which cross-section units are stationary. As a...
Persistent link: https://www.econbiz.de/10010284185