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Time to equilibrium in exchange rates: G-10 and Eastern European economies. (2012). Ariff, Mohamed ; Ho, Catherine S. F., .
In: Global Finance Journal.
RePEc:eee:glofin:v:23:y:2012:i:2:p:94-107.

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  1. .

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  2. Sustainable Development and Currency Exchange Rate Behavior. (2018). Ariff, Mohamed ; Zarei, Alireza.
    In: Asian Economic Papers.
    RePEc:tpr:asiaec:v:17:y:2018:i:3:p:148-173.

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  3. Exchange Rate Behavior of Canada, Japan, the United Kingdom and the United States. (2016). ZAREI, ALIREZA ; Ariff, Mohamed.
    In: Open Economies Review.
    RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-015-9372-x.

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  4. Does purchasing power parity hold sometimes? Regime switching in real exchange rates. (2013). Yoon, Gawon ; Lee, Hwa-Taek.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:16:p:2279-2294.

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References

References cited by this document

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Cocites

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  1. Inflation convergence and divergence within the European Monetary Union. (2006). Venditti, Fabrizio ; Harvey, Andrew ; Forni, Lorenzo ; Busetti, Fabio.
    In: Working Paper Series.
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  2. ASSESSING THE MEAN REVERSION BEHAVIOR OF FISCAL POLICY: THE CASE OF ASIAN COUNTRIES. (2005). Lau, Evan ; Baharumshah, Ahmad Zubaidi.
    In: Macroeconomics.
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  3. Purchasing power parity: an empirical study of three EMU countries. (2005). Portugal Duarte, António.
    In: International Trade.
    RePEc:wpa:wuwpit:0505005.

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  4. Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence. (2005). Piacentino, Davide ; Fazio, Giorgio ; Byrne, Joseph.
    In: ERSA conference papers.
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  5. Price Index Convergence Among Provinces and Cities of Canada: 1978 - 2001. (2005). Ralhan, Mukesh ; Dayanandan, Ajit.
    In: Econometrics Working Papers.
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  6. On PPP, Unit Roots and Panels. (2005). Wagner, Martin.
    In: Economics Series.
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  7. Real Exhange Rate Stationarity in Managed Floats: Evidence From India. (2004). Kohli, Renu.
    In: International Finance.
    RePEc:wpa:wuwpif:0405014.

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  8. Real Exchange Rate Stationarity in Managed Floats: Evidence from India. (2004). Kohli, Renu.
    In: International Finance.
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  9. The Power of the Objective Bayesian Unit-Root Test. (2004). Ahking, Francis.
    In: Working papers.
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  10. The Long-Run Volatility Puzzle of the Real Exchange Rate. (2004). Rigobon, Roberto ; Panizza, Ugo ; Hausmann, Ricardo.
    In: NBER Working Papers.
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  11. Testing for Long Run Relative PPP in Europe. (2004). Snaith, Stuart ; Coakley, Jerry.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:34.

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  12. Monetary union and productivity differences in mercosur countries. (2004). Tamarit, Cecilio ; Flôres Junior, Renato ; Camarero, Mariam ; Renato Galv, .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:542.

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  13. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:90.

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  14. Nonlinear Modelling of Purchasing Power Parity in Indonesia. (2004). Silvapulle, Param ; Kim, Jae ; Lestari, Titi Kanti.
    In: Econometric Society 2004 Australasian Meetings.
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  15. State of the Art Unit Root Tests and the PPP Puzzle. (2003). Papell, David ; Murray, Chris ; Lopez, Claude.
    In: Macroeconomics.
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  16. Evidence on the Purchasing Power Parity in Panel of Cities. (2003). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion-i-Silvestre, Josep ; Josep Ll Carrion, .
    In: ERSA conference papers.
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  17. PPP Strikes Back: Aggregation and the Real Exchange Rate. (2003). Rey, Helene ; Ravn, Morten ; mumtaz, haroon ; Imbs, Jean.
    In: CEPR Discussion Papers.
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  18. Is the Bayesian Approach Necessarily Better than the Classical Approach in Unit-Root Test?. (2002). Ahking, Francis.
    In: Working papers.
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  19. Time series evidence of international output convergence in Mercosur. (2002). Tamarit, Cecilio ; Camarero, Mariam ; Flres, R..
    In: Computing in Economics and Finance 2002.
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  20. PPP Strikes Back: Aggregation and the Real Exchange Rate. (2002). Rey, Helene ; Ravn, Morten ; mumtaz, haroon ; Imbs, Jean.
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  21. Quantifying the uncertainty about the half-life of deviations from PPP. (2002). Zha, Tao ; Kilian, Lutz.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:2:p:107-125.

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  22. Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model. (2002). Nessen, Marianne ; Lyhagen, Johan ; Jacobson, Tor ; Larsson, Rolf.
    In: Working Paper Series.
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  23. The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests. (2002). Uppal, Raman ; Sercu, Piet ; Apte, Prakesh.
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  24. Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model. (2002). Nessen, Marianne ; Lyhagen, Johan ; Jacobson, Tor ; Larsson, Rolf.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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  25. Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model. (2001). Goldberg, Michael D. ; Frydman, Roman .
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  26. Real Exchange Rates in the Long Run: Evidence from Historical Data. (2001). Trecroci, Carmine ; spinelli, Franco ; Muscatelli, Vito.
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  27. Why is it so difficult to beat the random walk forecast of exchange rates?. (2001). Taylor, Mark ; Kilian, Lutz.
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  28. The Cost of Capital in International Financial Markets: Local or Global. (2001). van Dijk, Mathijs ; Kool, Clemens ; Koedijk, Kees ; Schotman, Peter ; Kool, Clemens J. M., .
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  29. Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?. (2001). Taylor, Mark ; Kilian, Lutz.
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  30. Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis. (2001). Taylor, Mark ; Sarno, Lucio.
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  31. A Century of Purchasing-Power Parity. (2000). Taylor, Alan.
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  37. Quantifying the half-life of deviations from PPP: The role of economic priors. (1999). Zha, Tao ; Kilian, Lutz.
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  40. The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis. (1998). Papell, David.
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  41. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
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  42. The Bigger They Are, The Harder They Fall: How Price Differences Across U.S. Cities Are Arbitraged. (1997). Wei, Shang-Jin ; Paul G. J. O'Connell, .
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  43. Intra-National, Intra-Continental, and Intra-Planetary PPP. (1997). Rogers, John ; Engel, Charles ; Hendrickson, Michael K..
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  46. International Capital Mobility in History: Purchasing-Power Parity in the Long Run. (1996). Taylor, Alan.
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  47. Convergence to the Law of One Price Without Trade Barriers or Currency Fluctuations. (1996). Wei, Shang-Jin ; Parsley, David.
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  48. Long-Run PPP May Not Hold After All. (1996). Engel, Charles.
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  50. A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries. (1995). Rose, Andrew ; Frankel, Jeffrey.
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