Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?

Author:

Aloy Marcel,Boutahar Mohamed,Gente Karine,Péguin-Feissolle Anne

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference70 articles.

1. Is PPP sensitive to time-varying trade weights in constructing real effective exchange rates?;Bahmani-Oskooee;The Quarterly Review of Economics and Finance,2008

2. Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?;Baum;Journal of International Financial Markets, Institutions and Money,1999

3. Tests for unit-root versus threshold specification with an application to the purchasing power parity relationship;Bec;Journal of Business & Economic Statistics,2004

4. Real exchange rates and switching regimes;Bergman;Journal of International Money and Finance,2005

5. Are output fluctuations transitory?;Campbell;Quarterly Journal of Economics,1987

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