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Inflation targeting and real exchange rates : a bias correction approach

Kim, Jaebeom - In: Economics letters 125 (2014) 2, pp. 253-256

Persistent link: https://www.econbiz.de/10010505325

Reconsidering RIP under inflation targeting : an empirical investigation

Ding, Hui; Kim, Jaebeom - In: Financial markets : recent developments, emerging …, (pp. 91-103). 2014

Persistent link: https://www.econbiz.de/10010341851

Inflation-targeting and real interest rate parity : a bias correction approach

Ding, Hui; Kim, Jaebeom - In: Economic modelling 60 (2017), pp. 132-137

Persistent link: https://www.econbiz.de/10011734184

Does inflation targeting matter for PPP? : an empirical investigation

Ding, Hui; Kim, Jaebeom - In: Applied economics letters 19 (2012) 16/18, pp. 1777-1780

Persistent link: https://www.econbiz.de/10009684891

Inflation targeting and real exchange rates: A bias correction approach

Kim, Jaebeom - In: Economics Letters 125 (2014) 2, pp. 253-256

This paper examines whether inflation targeting (IT) influences purchasing power parity (PPP) by a bias correction approach under cross-sectional dependence. The recursive mean adjustment (RMA) method proposed by So and Shin (1999) and Shin and So (2001) is employed to correct a downward bias...

Persistent link: https://www.econbiz.de/10011076557