Search Results - subject:"pairwise approach"

Long-run analysis on convergence of Japanese local price levels : a pairwise approach

Ikeno, Hidehiro - In: Economic modelling 42 (2014), pp. 390-397

Persistent link: https://www.econbiz.de/10010478080

Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures

Pesaran, M. Hashem; Smith, Ron P.; Yamagata, Takashi; … - CESifo - 2006

applying a pairwise approach to the disaggregated data set recently analysed by Imbs, Mumtaz, Ravan and Rey (2005, QJE). We …

Persistent link: https://www.econbiz.de/10005094274

Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures

Pesaran, M.H.; Smith, R.P; Yamagata. T.; Hvozdyk, L. - Faculty of Economics, University of Cambridge - 2006

effects, cross-section dependence, and aggregation. We test for PPP applying a pairwise approach to the disaggregated data set …

Persistent link: https://www.econbiz.de/10005647420

INFLATION DIFFERENTIALS IN THE GCC: DOES THE OIL CYCLE MATTER?

MOHADDES, KAMIAR; WILLIAMS, ORAL H. - In: Middle East Development Journal (MEDJ) 05 (2013) 02, pp. 1350012-1

This paper uses a pairwise approach to investigate the main factors that have been driving inflation differentials in …

Persistent link: https://www.econbiz.de/10010660942

Pairwise Tests of Purchasing Power Parity

Pesaran, M. Hashem; Smith, Ron; Yamagata, Takashi; … - In: Econometric Reviews 28 (2009) 6, pp. 495-521

Given nominal exchange rates and price data on N + 1 countries indexed by i = 0,1,2,…, N, the standard procedure for testing purchasing power parity (PPP) is to apply unit root or stationarity tests to N real exchange rates all measured relative to a base country, 0, often taken to be the...

Persistent link: https://www.econbiz.de/10004967063