Results from unit root tests applied to the bilateral China - US real exchange rate do not support purchasing power parity between the two countries. However, tests of the real equivalent exchange rate for the Chinese yuan versus a traded-weighted basket of currencies support purchasing power parity. Due to severe non-normality, critical values for tests of the real equivalent exchange rate are obtained from the wild bootstrap
We test for Purchasing Power Parity (PPP) in the G7 area for the post-Bretton Woods period. Unlike p...
National Audit Office In this article we show that mean-adjusting panel and univariate time series u...
This study investigates the validity of purchasing power parity (PPP) Newly Industrialized Countries...
This article applies the threshold autoregressive model proposed by Caner and Hansen (2001) to exami...
This study applies a number of both univariate and panel unit root tests for time series data to co...
Given nominal exchange rates and price data on N + 1 countries indexed by i = 0...
This paper aims to assess whether the purchasing power parity (PPP) holds by examining the dynamic l...
Since the publication of Taylor’s (2002) results supporting Purchasing Power Parity (PPP) theory usi...
[[abstract]]Motivated by the argument that central bank intervention leads to non-linear exchange ra...
Empirical research on the validity of the purchasing power parity (PPP) condition is generally based...
This paper investigates the validity of purchasing power parity (PPP) for 25 OECD countries by using...
Abstract: We examine the evidence for Purchasing Power Parity using post Bretton Woods exchange rate...
WOS: 000317906100011In this study, we examine the validity of purchasing power parity by applying un...
This paper examines exchange rate regimes from the viewpoint of the validity of purchasing power par...
Our principal purpose here is to assess the extent to which both the official and black market excha...
We test for Purchasing Power Parity (PPP) in the G7 area for the post-Bretton Woods period. Unlike p...
National Audit Office In this article we show that mean-adjusting panel and univariate time series u...
This study investigates the validity of purchasing power parity (PPP) Newly Industrialized Countries...
This article applies the threshold autoregressive model proposed by Caner and Hansen (2001) to exami...
This study applies a number of both univariate and panel unit root tests for time series data to co...
Given nominal exchange rates and price data on N + 1 countries indexed by i = 0...
This paper aims to assess whether the purchasing power parity (PPP) holds by examining the dynamic l...
Since the publication of Taylor’s (2002) results supporting Purchasing Power Parity (PPP) theory usi...
[[abstract]]Motivated by the argument that central bank intervention leads to non-linear exchange ra...
Empirical research on the validity of the purchasing power parity (PPP) condition is generally based...
This paper investigates the validity of purchasing power parity (PPP) for 25 OECD countries by using...
Abstract: We examine the evidence for Purchasing Power Parity using post Bretton Woods exchange rate...
WOS: 000317906100011In this study, we examine the validity of purchasing power parity by applying un...
This paper examines exchange rate regimes from the viewpoint of the validity of purchasing power par...
Our principal purpose here is to assess the extent to which both the official and black market excha...
We test for Purchasing Power Parity (PPP) in the G7 area for the post-Bretton Woods period. Unlike p...
National Audit Office In this article we show that mean-adjusting panel and univariate time series u...
This study investigates the validity of purchasing power parity (PPP) Newly Industrialized Countries...