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Symmetry, proportionality and the purchasing power parity : evidence from panel cointegration tests

Cerrato, Mario; Sarantis, Nicholas - In: International review of economics & finance : IREF 17 (2008) 1, pp. 56-65

Persistent link: https://www.econbiz.de/10003749785

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

Panel cointegration and the monetary exchange rate model

Basher, Syed Abul; Westerlund, Joakim - In: Economic modelling 26 (2009) 2, pp. 506-513

Persistent link: https://www.econbiz.de/10003839843

Purchasing power parity for developing and developed countries : what can we learn from non-stationary panel data models?

Drine, Imed (contributor); Rault, Christophe (contributor) - 2008

Persistent link: https://www.econbiz.de/10003662794

Fitting a distribution to survey data for the half-life of deviations from PPP

Fisher, Mark - 2015

This note presents a nonparametric Bayesian approach to fitting a distribution to the survey data provided in Kilian and Zha (2002) regarding the prior for the half-life of deviations from purchasing power parity (PPP). A point mass at infinity is included. The unknown density is represented as...

Persistent link: https://www.econbiz.de/10011403123