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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

European exchange rate regimes and purchasing power parity : an empirical study on eleven eurozone countries

Huang, Chao-hsi; Yang, Chih-Yuan - In: International review of economics & finance : IREF 35 (2015), pp. 100-109

Persistent link: https://www.econbiz.de/10011333716

Purchasing power parity between the UK and Germany : the euro era

Canarella, Giorgio; Miller, Stephen M.; Pollard, Stephen K. - In: Open economies review 25 (2014) 4, pp. 677-699

Persistent link: https://www.econbiz.de/10010411925

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

Purchasing power parity and structural instability in the US/UK exchange rate

Karoglou, Michail; Morley, Bruce - In: Journal of international financial markets, … 22 (2012) 4, pp. 958-972

Persistent link: https://www.econbiz.de/10009582495

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

Uncover latent PPP by dynamic factor error correction model (DF-ECM) approach : evidence from five OECD countries

Qin, Duo (contributor) - 2008

This study explores a new modelling approach that bridges the gap between multilateral country-level data and the bilateral-model based, goods-market specific purchasing power parity (PPP) hypothesis. Under this approach, PPP is embedded in latent common factors, extractable from a large set of...

Persistent link: https://www.econbiz.de/10003656066

Uncover latent PPP by dynamic factor error correction model (DF-ECM) approach : evidence from five OECD countries

Qin, Duo (contributor) - 2007

This study explores a new modelling approach to bridge the gap between the bilateral setting of one 'domestic' economy facing one 'foreign' entity in theory and multilateral country data in reality. Under the approach, purchasing power parity (PPP) is embedded in latent disequilibrium factors,...

Persistent link: https://www.econbiz.de/10003629813

Determinanten des realen Wechselkurses : eine theoretische und empirische Analyse

Fischer, Christoph - 2002

Zentrales Anliegen des Autors ist es, die mittel- bis langfristige Entwicklung des realen Außenwertes der DM im letzten Vierteljahrhundert zu erklären. Nach einer kurzen Übersicht über Theorien zur Wechselkursbestimmung aus der Literatur werden die Elemente des hier gewählten theoretischen...

Persistent link: https://www.econbiz.de/10011402138