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Tests of Purchasing Power Parity via cointegration analysis of heterogeneous panels with consumer price indices

  • Published:2005-06 Issue:2 Volume:27 Page:345-362
  • ISSN:0164-0704
  • Container-title:Journal of Macroeconomics
  • language:en
  • Short-container-title:Journal of Macroeconomics

Author:

Jenkins Michael A.,Snaith Sean M.

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference34 articles.

1. Purchasing power parity in the long run;Abuaf;Journal of Finance,1990

2. The purchasing power parity doctrine;Balassa;Journal of Political Economy,1964

3. Structural determinants of real exchange rates and national price levels: Some empirical evidence;Bergstrand;American Economic Review,1991

4. Relative labor productivity and the real exchange rate in the long run: Evidence for a panel of OECD countries;Canzoneri;Journal of International Economics,1999

5. Crucini, M.J., Shintani, M., 2002. Persistence in law-of-one-price deviations: Evidence from micro-data. Vanderbilt Working Paper 02-W22.

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1. Testing the Validity of Purchasing Power Parity: Panel Cointegration Approaches with Big Mac Index;International Academic Symposium of Social Science 2022;2022-09-07

2. Panel data methods that account for cross-sectional dependence in investigating the long-run theory of purchasing power parity for 16 developed countries;The 5th Innovation and Analytics Conference & Exhibition (IACE 2021);2022

3. Examining the PPP Theory for ASEAN-5 with Panel Data Analysis;Proceedings of the Third International Conference on Computing, Mathematics and Statistics (iCMS2017);2019

4. Does the law of one price hold for hedonic prices?;Urban Studies;2018-01-31

5. Testing for purchasing power parity in 21 African countries using several unit root tests;AIP Conference Proceedings;2017
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