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Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.; Peel, David; Sarno, Lucio - In: International economic review 42 (2001) 4, pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
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Real exchange rate with nonlinear threshold effect
Chang, Tsangyao; Chang, Hsu-Ling; Su, Chi-Wei - In: Economic research 26 (2013) 2, pp. 167-176
Persistent link: https://www.econbiz.de/10009762462
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Can we explain the long-term real equilibrium exchange rate through purchasing power parity ? : an empirical investigation (1965 - 1995)
Feridun, Mete - In: Ekonomický časopis : časopis pre ekonomickú … 53 (2005) 3, pp. 273-282
Persistent link: https://www.econbiz.de/10003219899
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Real and nominal exchange rate variability
Marston, Richard C. - In: Empirica : journal of european economics 16 (1989) 2, pp. 147-160
Persistent link: https://www.econbiz.de/10001100577
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Pass-through of exchange rates and purchasing power parity
Feenstra, Robert C. - In: Journal of international economics 43 (1997) 1, pp. 237-261
Persistent link: https://www.econbiz.de/10001228975
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Predictable components in exchange rates
Cochran, Steven J. - In: The quarterly review of economics and finance : journal … 35 (1995) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001178499
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Using a VECM to test exogeneity and forecastability in the PPP condition
Norrbin, Stefan C. - In: Applied financial economics 7 (1997) 1, pp. 87-95
Persistent link: https://www.econbiz.de/10001219233
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Structural breaks in the real exchange rate adjustment mechanism
Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134
We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....
Persistent link: https://www.econbiz.de/10003825837
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Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices
Beckmann, Joscha - In: The North American journal of economics and finance : a … 24 (2013), pp. 176-190
Persistent link: https://www.econbiz.de/10009739659
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The roles of nominal exchange rate and relative price adjustments in PPP reversion
Deokwoo Nam - In: Journal of money, credit and banking : JMCB 43 (2011) 4, pp. 775-785
Persistent link: https://www.econbiz.de/10009238040