The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis

By David H. Papell. 2002

156 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/0e84482fbe8c39ce95eb9618f43d611602083f69

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In Economics and Econometrics

1. Wonho Song
2. Anindya Banerjee
3. Massimiliano Marcellino
4. C. Osbat
5. Mototsugu Shintani
6. Yoosoon Chang
7. Mario J. Crucini
8. Joakim Westerlund

Citations in the corpus

• Testing for PPP: Should we use panel methods? (2005, methodology): “Within this framework, Papell (2000) for example has noted that the use of panel tests does not always rescue the various forms of the PPP hypothesis.”
• Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies (2009, background): “The smaller panels are considered to see if the observation made by Papell (2002) also holds in our study.”
• Persistence in law of one price deviations: Evidence from micro-data (2008, result): “…bias caused by Þnite T in the least-squares persistence estimates of real exchange rates has been conducted in studies by Andrews (1993), Murray and Papell (2002), and Choi, Mark and Sul (2003), among others.5 In contrast, our baseline results are based on the GMM estimator which is…”