State of the Art Unit Root Tests and the PPP Puzzle

By Claude Lopez, C. Murray, David H. Papell. 2003

52 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/c748040b72084ee4605670aa6e3a0868fab897d3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Barbara Rossi
2. R. Giacomini
3. Ò. Jordà
4. Kenneth S. Rogoff
5. Gita Gopinath
6. Mark P. Taylor
7. David E. Rapach
8. Geetesh Bhardwaj

Citations in the corpus

• Exchange Rate Predictability (2013, unknown): “15 The half-life measures how many time periods it takes for the e¤ects of a shock to PPP to decrease by 50%. and Zha, 2002, Murray and Papell, 2002, Gospodinov 2004, Lopez, Murray, and Papell, 2005, and Rossi, 2005c) 16 and heterogeneity in disaggregate data (Imbs, Mumtaz, Ravn and Rey, 2005).”
• Confidence Intervals for Half-Life Deviations From Purchasing Power Parity (2005, background): “This is not the first article on inference about half-life deviations from PPP. Authors who have recently addressed this issue include Cheung and Lai (2000), Murray and Papell (2002), Lopez, Murray, and Papell (2003), Gospodinov (2002), and Kilian and Zha (2002).”