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Threshold adjustment in deviations from the law of one price. (2008). Taylor, Mark ; Juvenal, Luciana.
In: Working Papers.
RePEc:fip:fedlwp:2008-027.

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Cited: 27

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Cites: 45

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  2. Stochastic convergence in per capita energy use in the EU-15 countries. The role of economic growth. (2022). Simionescu, Mihaela.
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  3. Evidence on PPP with China along the belt and road using the three-regime TAR cointegration tests. (2021). Woo, Kai-Yin ; Shum, Paul Kwok ; Lee, Shu-Kam.
    In: Empirical Economics.
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  4. .

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  5. Stochastic convergence in per capita energy use in world. (2017). Fallahi, Firouz.
    In: Energy Economics.
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  6. Persistence in world energy consumption: Evidence from subsampling confidence intervals. (2016). Voia, Marcel ; Fallahi, Firouz ; Karimi, Mohammad .
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  7. Transaction costs and trade liberalization: An empirical perspective from the MERCOSUR agreement. (2015). Valdes, Rodrigo ; Engler, Alejandra ; von Cramon-Taubadel, Stephan.
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  8. Convergence and persistence in per capita energy use among OECD countries: Revisited using confidence intervals. (2015). Voia, Marcel ; Fallahi, Firouz.
    In: Energy Economics.
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  9. An Analysis of the Pass-Through of Exchange Rates in Tropical Forest Product Markets: A Smooth Transition Approach. (2015). Guney, Selin .
    In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California.
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  10. Explaining International Differences in the Prices of Tradables and Non-Tradables (with a New Zealand Perspective). (2014). Gemmell, Norman ; Falvey, Rodney ; Chang, Cherry ; Zheng, Guanyu.
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  11. Explaining International Differences in the Prices of Tradables and Non-Tradables (with a New Zealand Perspective). (2014). Gemmell, Norman ; Falvey, Rodney ; Zheng, Guanyu ; Chang, Cherry.
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  12. Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test. (2014). Tiwari, Aviral ; Shahbaz, Muhammad.
    In: Economic Change and Restructuring.
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  13. Testing absolute PPP hypothesis for twenty countries through the skeleton from a SETAR model- some new evidence. (2013). Figueiredo, Erik ; Marques, Andre Mattos ; de Figueiredo, Erik Alencar .
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  14. Purchasing power parity in transition countries: Old wine with new bottle. (2013). Ranjbar, Omid ; Chang, Tsangyao ; He, Huizhen .
    In: Japan and the World Economy.
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  15. Purchasing power parity in transition countries: Sequential panel selection method. (2013). Chang, Tsangyao ; He, Huizhen .
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  16. Purchasing power parity -- nonlinear threshold unit root test for transition countries. (2012). Chang, Tsangyao ; Zhang, Dongxiang ; Liu, Siyue .
    In: Applied Economics Letters.
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  17. Nonlinear adjustment to purchasing power parity with flexible Fourier function in G-7 countries. (2012). Chang, Tsangyao ; Su, Chi-Wei ; Lee, Chia-Hao.
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  18. Nonlinear adjustment to purchasing power parity for ASEAN countries. (2012). Lee, Chia-Hao ; Chang, Tsangyao ; Liu, Wen-Chi .
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  19. Long-Run Purchasing Power Parity with Asymmetric Adjustment: Evidence from Mainland China and Taiwan. (2011). Chang, Tsangyao ; Yu, Chin-Ping ; Lu, Yang-Cheng.
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  20. Revisiting long-run purchasing power parity with asymmetric adjustment for G-7 countries. (2011). Chang, Tsangyao ; Lee, Chia-Hao ; Tang, Dai-Piao ; Chou, Pei-I, .
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  21. Long-run purchasing power parity with asymmetric adjustment: Further evidence from nine transition countries. (2011). Chang, Tsangyao ; Tzeng, Han-Wen .
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  23. Methodological advances in the assessment of equilibrium exchange rates. (2010). Dieppe, Alistair ; Chudik, Alexander ; Ca' Zorzi, Michele ; Bussiere, Matthieu.
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  24. Understanding the ADR premium under market segmentation. (2010). Shah, Ajay ; Patnaik, Ila ; Stigler, Matthieu .
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  25. Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change. (2009). Gil-Alana, Luis ; Cuesta, Juan C..
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  26. Mexico’s Integration into NAFTA Markets; A View from Sectoral Real Exchange Rates and Transaction Costs. (2008). Blavy, Rodolphe ; Juvenal, Luciana.
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  27. Mexicos integration into NAFTA markets: a view from sectoral real exchange rates. (2008). Juvenal, Luciana ; Blavy, Rodolphe .
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  47. Measuring Market Integration: A Model of Arbitrage with an Econometric Application to the Gold Standard, 1879-1913. (1997). Taylor, Alan ; Prakash, Gauri.
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  48. Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckschers Commodity Points Revisited. (1997). Taylor, Alan ; Obstfeld, Maurice.
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  49. Threshold Autoregressions with a Unit Root. (1997). Hansen, Bruce ; Caner, Mehmet.
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  50. Modelling Federal Reserve Discount Policy. (1996). Baum, Christopher ; Karasulu, Meral .
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