References
- Cheung , YW and Lai , KS . 1993 . Long-run Purchasing Power Parity during the recent float . Journal of International Economics , 34 : 181 – 92 .
- Cheung , YW , Fung , HG , Lai , KS and Lo , WC . 1995 . Purchasing Power Parity under the European monetary system . Journal of International Money and Finance , 14 : 179 – 89 .
- Choudhry , T , McNown , R and Wallace , M . 1991 . Purchasing Power Parity and the Canadian float in the 1950s . The Review of Economics and Statistics , 73 : 558 – 63 .
- Corbae , D and Qualiaris , S . 1988 . Cointegration and tests of Purchasing Power Parity . The Review of Economics and Statistics , 70 : 508 – 11 .
- Culver , SE and Papell , DH . 1999 . Long-run Purchasing Power Parity with short-run data: evidence with a null hypothesis of stationarity . Journal of International Money and Finance , 18 : 751 – 68 .
- Enders , W . 1988 . ARIMA and cointegration tests of PPP under fixed and flexible exchange rates . The Review of Economics and Statistics , 70 : 505 – 8 .
- Engle , RF and Granger , CWJ . 1987 . Cointegration and error correction: representation, estimation, and testing . Econometrica , 55 : 251 – 76 .
- Johansen , S . 1988 . Statistical analysis of cointegration vectors . Journal of Economic Dynamics and Control , 12 : 231 – 54 .
- Johansen , S . 1991 . Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models . Econometrica , 59 : 1551 – 80 .
- Kim , Y . 1995 . Purchasing Power Parity in the long run: a cointegration approach . Journal of Money, Credit and Banking , 22 : 491 – 503 .
- Liu , PC . 1992 . Purchasing Power Parity in Latin America: a co-integration analysis . Weltwirtschaftliches Archiv. , 128 : 662 – 79 .
- Lothian , JR and Taylor , MP . 1996 . Real exchange rate behaviour: the recent flow from the perspective of the past two centuries . Journal of Political Economy , 104 : 488 – 509 .
- Lothian , JR and Taylor , MP . 1997 . Real exchange rate behaviour . Journal of International Money and Finance , 16 : 945 – 54 .
- Pentecost , EJ . 1993 . Exchange Rate Dynamics , Cheltenham : Edward Elgar .
- Pesaran , M and Pesaran , B . 1997 . Working with Microfit 4.0: Interactive Econometric Analysis , Oxford : Oxford University Press .
- Pesaran , HM and Shin , Y . 1999 . “ An autoregressive distributed lag modelling approach to cointegration analysis ” . In The Econometrics and Economic Theory in the 20th Century , Edited by: Storm , S . Cambridge : Cambridge University Press .
- Phillips , PCB and Hansen , BE . 1990 . Statistical inference in instrumental variable regression with I(1) processes . Review of Economic Studies , 57 : 99 – 125 .
- Sarno , L . 2000 . Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980–1997 . Applied Economics Letters , 7 : 285 – 91 .
- Taylor , MP . 1988 . An empirical examination of long-run Purchasing Power Parity using cointegration techniques . Applied Economics , 20 : 1369 – 81 .
- Taylor , MP and Sarno , L . 1998 . The behaviour of real exchange rates during the post-Bretton Woods period . Journal of International Economics , 46 : 281 – 312 .
- Xu , Z . 2003 . Purchasing Power Parity, price indices, and exchange rate forecasts . Journal of International Money and Finance , 22 : 105 – 30 .