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Further evidence on PPP adjustment speeds : the case of effective real exchange rates and the EMS

Paya, Ivan; Venetis, Ioannis A.; Peel, David - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 421-437

Persistent link: https://www.econbiz.de/10001776806

Smooth transition models and arbitrage consistency

Peel, David; Venetis, Ioannis A. - In: Economica 72 (2005), pp. 413-430

Persistent link: https://www.econbiz.de/10003015359

Further Evidence on PPP Adjustment Speeds : The Case of Effective Real Exchange Rates and the EMS

Paya, Ivan; Venetis, Ioannis A.; Peel, David - 2003

Two different approaches intend to resolve the 'puzzling' slow convergence to purchasing power parity (PPP) reported in the literature [see Rogoff (1996), Journal of Economic Literature, Vol. 34.] On the one hand, there are models that consider a non-linear adjustment of real exchange rate to...

Persistent link: https://www.econbiz.de/10014076338

Smooth transition models and arbitrage consistency

Peel, David (contributor); Venetis, Ioannis A. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003140835

Exchange rates, transactions bands and Cassel's doctrine of PPP

Michael, Panos; Nobay, A. Robert; Peel, David - 1994

Persistent link: https://www.econbiz.de/10000925640

Exchange rates, transactions bands and Cassel's doctrine of ppp

Michael, Panos; Nobay, A. Robert; Peel, David - 1994

Persistent link: https://www.econbiz.de/10000907408

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

Purchasing power parity yet again : evidence from spatially separated commodity markets

Michael, Panos - In: Journal of international money and finance 13 (1994) 6, pp. 637-657

Persistent link: https://www.econbiz.de/10001173884

Transactions costs and nonlinear adjustment in real exchange rates : an empirical investigation

Michael, Panos - In: Journal of political economy 105 (1997) 4, pp. 862-879

Persistent link: https://www.econbiz.de/10001225251

Purchasing power parity over two centuries : trends and nonlinearity

Peel, David; Venetis, I. A. - In: Applied economics 35 (2003) 5, pp. 609-617

Persistent link: https://www.econbiz.de/10001752572

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