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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

Is foreign direct investment productive in the Latin America case? : a panel cointegration analysis, 1980 - 2001

Ramírez, Miguel D. - 2007

Persistent link: https://www.econbiz.de/10009766005

Panel data tests of PPP : a critical overview

Caporale, Guglielmo Maria; Cerrato, Mario - 2004

This paper reviews panel unit root and cointegration tests in the context of PPP. It highlights various drawbacks of … necessarily outperform OLS. Finally, cointegration between different groups in the panel could also be a source of size … the PPP puzzle. -- Purchasing Power Parity (PPP) ; panel unit root and cointegration tests ; cross-sectional dependence …

Persistent link: https://www.econbiz.de/10009728980

VECM estimations of the PPP reversion rate revisited : the conventional role of relative price adjustment restored

Kim, Hyeongwoo - In: Journal of macroeconomics 34 (2012) 1, pp. 223-238

Persistent link: https://www.econbiz.de/10009624449

Nonlinear adjustment to purchasing power parity for ASEAN countries

Chang, Tsangyao; Lee, Chia-hao; Liu, Wen-chi - In: Japan and the world economy : international journal of … 24 (2012) 4, pp. 325-331

Persistent link: https://www.econbiz.de/10009704618

Dynamics, structural breaks and the determinants of the real exchange rate of Australia

Chowdhury, Khorshed - 2011

Persistent link: https://www.econbiz.de/10009413001

The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency

Gil-Alaña, Luis A.; Jiang, Liang - In: International journal of finance & economics : IJFE 18 (2013) 1, pp. 82-92

Persistent link: https://www.econbiz.de/10009721889

Estimating the determinants of Nigeria's realexchange rate dynamics

Atanda, Mustapha Saidi; Ogbeide, Frank Iyekoretin - In: Asian African journal of economics and econometrics 12 (2012) 2, pp. 305-324

Persistent link: https://www.econbiz.de/10009722985

Cointegration tests of purchasing power parity

Wallace, Frederick H. - In: Review of world economics 149 (2013) 4, pp. 779-802

Persistent link: https://www.econbiz.de/10010238506

Testing purchasing power parity for Japan and the US : a structural-break approach

Dimitriou, Dimitrios; Simos, Theodore - In: Japan and the world economy : international journal of … 28 (2013), pp. 53-59

Persistent link: https://www.econbiz.de/10010240928

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