On the purchasing power parity puzzle

By Yin-Wong Cheung, K. Lai. 2000

1,850 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/01eb2a5404a65e4f2595d7ee1e06a37b157ebe2d

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In Economics and Econometrics

Citations in the corpus

Analyzing time–frequency relationship between oil price and exchange rate in Pakistan through wavelets (2015, neutral): “The relationship between oil prices and exchange rate nexus has been discussed by Golub [20], Corden [12], Rogoff [44], and many more.”
Exchange rate puzzles: A tale of switching attractors (2006, neutral): “This approach although promising is still waiting for empirical confirmation (Obstfeld and Rogoff (1996)).”
Non-commercial Research and Educational Use including without Limitation Use in Instruction at Your Institution, Sending It to Specific Colleagues That You Know, and Providing a Copy to Your Institution's Administrator. All Other Uses, Reproduction and Distribution, including without Limitation Comm (2005, neutral): “This approach was implemented in the computer programme DAVINS (Direct Analysis of Very Intricate NMR Spectra) [7], and was reasonably successful.”
The purchasing power parity persistence paradigm (2000, methodology): “Most of the evidence of 3-5 year half-lives of PPP deviations in long-horizon data, including the papers of Abuaf and Jorion (1990) and Glen (1992) surveyed by Rogoff (1996), comes from the data collected by Lee (1976).”
State of the Art Unit Root Tests and the PPP Puzzle (2003, background): “Cheung and Lai (2000) supplement point estimates with conventional bootstrap confidence intervals in order to measure the precision of the half-life estimates.”
Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001, background): “Since the real exchange rate is the nominal exchange rate adjusted for relative national price levels, variations in the real exchange rate represent deviations from PPP.”
Monetary Policy in Emerging Markets (2010, background): “122 E.g., Edwards (1999), De Gregorio, Edwards, and Valdes (2000) and Agosin and French-Davis (1996).”
How Not to Count the Poor (2005, background): “Rogoff (1996) is one of many to note: “Ultimately, there is no ‘right’ PPP measure; the appropriate variation of PPP depends on the application.””