Synchronization analysis between exchange rates based on purchasing power parity using the Hilbert transform [PDF]
Makoto Muto, Yoshitaka Saiki
openalex
An Unbiased Appraisal of Purchasing Power Parity [PDF]
C. John McDermott +3 more
openalex +1 more source
Purchasing Power Parity: A Bibliometric approach for the period of 1935-2021
Ayman Abdalmajeed Alsmadi +68 more
openalex +1 more source
The growing significance of purchasing power parity [PDF]
The principle of purchasing power parity is central to the theoretical underpinnings of the analysis of many trade issues, but up until recently, there was little evidence that PPP held in the long run. Current research has changed that.
Ben Craig
core
A Panel Test of Purchasing Power Parity Under the Null of Stationarity [PDF]
Purchasing Power Parity (PPP) is tested using a sample of real exchange rate data for twelve European countries. Acknowledging that Augmented Dickey Fuller tests have low power, we apply a Panel test that considers the null of stationarity and corrects
Hunter, J, Simpson, M
core
On Singaporean Dollar and Purchasing Power Parity [PDF]
This study re-examines the validity of relationship between Singapore Dollar-US Dollar exchange rate and the relative price using the latest econometric methodologies that accounts for non-linearity.
Ahmad Zubaidi Baharumshah +2 more
core
Purchasing power parity theory in a model without international trade of goods [PDF]
In recent discussions it frequently occurs that the Purchasing Power Parity Theory is identified with Jevons law of one price. By pointing to real world obstacles working against perfect goods arbitrage it is then erroneously concluded that the ...
Läufer, Nikolaus K. A.
core
Consumption and Real Exchange Rates in Dynamic Economies with Non-Traded Goods [PDF]
We examine the possibility that nontraded goods may account for several striking features of international macroeconomic data: large, persistent deviations from purchasing power parity, small correlations of aggregate consumption fluctuations across ...
David K. Backus, Gregor W. Smith
core
A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries
Jeffrey A. Frankel, Andrew K. Rose
openalex +1 more source
Why Panel Tests of Purchasing Power Parity Should Allow for Heterogeneous Mean Reversion
Kees C. G. Koedijk +2 more
openalex +1 more source

