A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings

Author:

Frydman Roman,Goldberg Michael D.,Johansen Soren,Juselius Katarina

Publisher

Elsevier BV

Reference73 articles.

1. Testing the Purchasing Power Parity through I(2) Cointegration Techniques;E Bacchiocchi;Journal of Applied Econometrics,2005

2. Prospect Theory and Asset Prices;N C Barberis;Quarterly Journal of Economics,2001

3. A Model of Investor Sentiment;N Barberis;Journal of Financial Economics,1998

4. Real Exchange Rate Persistence and Monetary Policy Rules;G Benigno;Journal of Monetary Economics,2004

5. Pricing to Market, Staggered Prices and Real Exchange Rate Persistence;P Bergin;Journal of International Economics,2000

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