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ISBN 9264007520
eBook
Open Economies Review, ISSN 0923-7992, 11/2015, Volume 26, Issue 5, pp. 869 - 891
Journal Article
Journal of International Economics, ISSN 0022-1996, 05/2014, Volume 93, Issue 1, p. 194
  In this paper, we seek to contribute to the PPP literature by presenting evidence of a link between trade intensity and exchange rate dynamics. We first... 
Studies | International trade | Foreign exchange rates | Volatility | Regression analysis | Purchasing power parity
Journal Article
Applied Economics, ISSN 0003-6846, 07/2015, Volume 47, Issue 40, p. 4323
  This study revisits Purchasing Power Parity theory (PPP) in the 34 OECD countries during January 1994-August 2013. We use a new panel stationary test with... 
Studies | Economic models | Foreign exchange rates | Industrialized nations | Manycountries | Purchasing power parity
Journal Article
The Review of Economics and Statistics, ISSN 0034-6535, 7/2013, Volume 95, Issue 3, pp. 798 - 812
This paper reconciles the persistence of aggregate real exchange rates with the faster adjustment of international relative prices in microeconomic data. Error... 
LAW | BIAS | PPP PUZZLE | SOCIAL SCIENCES, MATHEMATICAL METHODS | REAL EXCHANGE-RATES | ECONOMICS | DYNAMIC PANEL ESTIMATION | STICKY PRICES | CROSS-SECTION DEPENDENCE | AGGREGATION | Prices and rates | Macroeconomics | Analysis | Purchasing power parity | Foreign exchange | Pricing
Journal Article
1999, Research reports / the Vienna Institute for International Economic Studies (WIIW), Volume no. 262, December 1999, 62-93
Book
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 05/2019, Volume 521, pp. 41 - 47
This study revisits purchasing power parity (PPP) for China and the United Kingdom (UK) by applying a time-varying cointegration model. When traditional linear... 
A time-invariant cointegration model | Purchasing power parity | Foreign exchange | A time-varying cointegration model | STATISTICAL-INFERENCE | PHYSICS, MULTIDISCIPLINARY | REGRESSIONS
Journal Article
Journal of Retailing and Consumer Services, ISSN 0969-6989, 01/2020, Volume 52, p. 101951
Global mall managers and retailers need to recognize and address variations among groups of shoppers, particularly how they vary between countries, to optimize... 
Cross-cultural | Mall shoppers | Hofstede's cultural dimensions | Purchasing power parity
Journal Article
Latin American Economic Review, ISSN 2198-3526, 12/2017, Volume 26, Issue 1, pp. 1 - 18
A new approach to cointegration developed by Enders et al. (Cointegration tests using instrumental variables with an example of the U.K. demand for money.... 
Economics | C22 | F30 | Educational Policy and Politics | Real exchange rate | Development Economics | Cointegration | Political Economy/Economic Policy | Environmental Economics | Labor Economics | Purchasing power parity | Regional/Spatial Science | TESTS | PUZZLE | UNIT-ROOT TEST | ECONOMICS | STRUCTURAL BREAKS | Economic models | Foreign exchange rates | Cointegration analysis
Journal Article
Academy of Strategic Management Journal, ISSN 1544-1458, 07/2019, Volume 18, Issue 2, pp. 1 - 8
This paper has investigated the effect of inflation, CPI and GDP on real exchange rate. The main purpose of this paper is to find out that how much selected... 
Economic models | Inflation | Consumer Price Index | Purchasing power parity
Journal Article
Journal of Applied Econometrics, ISSN 0883-7252, 09/2015, Volume 30, Issue 6, p. 904
  Empirical research on the validity of the purchasing power parity (PPP) condition is generally based on real exchange rates built using the consumer price... 
Studies | Hypothesis testing | Foreign exchange rates | Consumer Price Index | Purchasing power parity
Journal Article
AIP Conference Proceedings, ISSN 0094-243X, 07/2019, Volume 2116, Issue 1
The aim of this paper is to provide evidence concerning the validity of the purchasing power parity (PPP) in the euro area. By applying unit root tests we find... 
Economic models | Euro | Parity | Purchasing power parity | Eurozone
Journal Article
The Manchester School, ISSN 1463-6786, 12/2017, Volume 85, Issue 6, pp. 682 - 709
This paper employs a unique, hand‐collected dataset of exchange rates for five major currencies (the lira of Barcelona, the pound sterling of England, the pond... 
2 CENTURIES | PRICES | PANEL-DATA | MIDDLE-AGES | FINANCIAL INTEGRATION | LONG-RUN | TIME-SERIES | REAL | EXCHANGE-RATE BEHAVIOR | ECONOMICS | UNIT-ROOT TESTS | Prices and rates | Analysis | Purchasing power parity | Foreign exchange | Economic models | Foreign exchange rates | Medieval history | Cointegration analysis
Journal Article
Journal of Applied Econometrics, ISSN 0883-7252, 09/2015, Volume 30, Issue 6, pp. 904 - 923
SummaryEmpirical research on the validity of the purchasing power parity (PPP) condition is generally based on real exchange rates built using the consumer... 
NULL HYPOTHESIS | TIME-SERIES | UNIT-ROOT | PPP PUZZLE | SOCIAL SCIENCES, MATHEMATICAL METHODS | REAL EXCHANGE-RATES | STATIONARITY | ECONOMICS | MEAN-REVERSION | AGGREGATION | ONE PRICE | DEVIATIONS | Price indexes | Purchasing power parity
Journal Article
Journal of International Money and Finance, ISSN 0261-5606, 2011, Volume 30, Issue 5, pp. 817 - 830
Journal Article
Journal of International Money and Finance, ISSN 0261-5606, 12/2016, Volume 69, pp. 5 - 21
The evidence presented in this paper shows that purchasing power parity as a long-run proposition is indeed a very useful approximation. We see this quite... 
Exchange rates | International transmission | Monetary regimes | Purchasing power parity | BUSINESS, FINANCE | MONEY | DEMAND | FLOAT | PAST 2 CENTURIES | Money
Journal Article
Naše gospodarstvo/Our economy, ISSN 2385-8052, 12/2018, Volume 64, Issue 4, pp. 74 - 85
We examine the purchasing power parity (PPP) hypothesis of 10 members of ASEAN. A battery of panel unit root tests is employed on data series from January 1995... 
P22 | panel unit root tests | ASEAN countries | C33 | F31 | currency markets | purchasing power parity | International organizations | Foreign exchange markets | Purchasing power parity
Journal Article
International Economic Review, ISSN 0020-6598, 11/2001, Volume 42, Issue 4, pp. 1015 - 1042
Journal Article
American Economic Journal: Applied Economics, ISSN 1945-7782, 4/2011, Volume 3, Issue 2, pp. 137 - 166
Journal Article
Financial Innovation, ISSN 2199-4730, 12/2018, Volume 4, Issue 1, pp. 1 - 10
We used panel data analysis to evaluate the relative purchasing power parity (PPP) hypothesis of the ten ASEAN member countries between 1973 and 2015. We... 
Economics | ASEAN countries | C33 | C32 | F31 | Economic Systems | Macroeconomics/Monetary Economics//Financial Economics | Panel cointegration test | F37 | Panel unit root test | Purchasing power parity
Journal Article
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