[go: up one dir, main page]
create a website
Productivity Differential and Bilateral Real Exchange Rate between India and US. (2011). Pal, Soubarna.
In: Journal of Quantitative Economics.
RePEc:jqe:jqenew:v:9:y:2011:i:1:p:146-155.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 36

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Acosta, F.M.A. and Granger, C.W.J . (1995), âA linearity test for near âunit root time seriesâ, Discussion paper no. 95-12. San Diego University of California, Department of Economics.
    Paper not yet in RePEc: Add citation now
  2. Asea, K., and W. M. Corden, (1994), âThe Balassa-Samuelson model: An overviewâ, Review of International Economics 2(3), 191-200.
    Paper not yet in RePEc: Add citation now
  3. Bai, J. and Perron, P. (1998), âEstimation and testing linear models with multiple structural changesâ, Econometrica vol. 66, pp. 47-78.
    Paper not yet in RePEc: Add citation now
  4. Balassa, B. (1964), âThe purchasing power parity doctrine: A reappraisalâ, Journal of Political Economy vol. 72, pp. 584-596.
    Paper not yet in RePEc: Add citation now

  5. Baxter, M. and Stockman, A.C. (1989), âBusiness cycle and the exchange rate regime: Some international evidenceâ, Journal of Monetary Economics vol. 23, pp. 377-400.

  6. Berka, M. (2002), âGeneral equilibrium model of arbitrage trade and real exchange rate persistenceâ, Mimeo, University of British Columbia.

  7. Brock, W.A., Dechert, W. and Scheinkman, J. (1996), âA test for independence based on correlation dimensionsâ, Econometric Reviews, Vol.15, pp.197-235 Byers, D. and Peel, D.A. (2003), âA non-linear time series with misleading linear propertiesâ, Applied Economics letters vol. 10, pp. 47-51.
    Paper not yet in RePEc: Add citation now

  8. Canzoneri, M.B., Cumby, R.E. and Diba, B. (1996), âRelative labour productivity and the real exchange rate in the long run: Evidence for a panel of OECD countriesâ, Journal of International Economics vol. 47, pp. 245-66.

  9. Chinn, M. and Johnston, L. (1996), âReal exchange levels, productivity and demand shocks; evidence from a panel of 14 countriesâ, NBER Working Paper No. 5709.

  10. Diebold, F.X., Husted, S. and Rush, M. (1991), âReal exchange rates under the gold standardâ, Journal of Political Economy vol. 99, pp. 1252-1271.

  11. Dumas, B. (1992), âDynamic equilibrium and the real exchange rate in a spatially separated worldâ, Review of Financial Studies vol. 5, pp. 153-180.

  12. Eichengreen, B. (1988), âReal exchange rate behaviour under alternative international monetary regimes: Interwar evidenceâ, European Economic Review vol. 32, pp. 363-371.

  13. Engel, C., and Kim, C. (1999), âThe long run US/UK real exchange rateâ, Journal of Money, Credit and Banking, Vol 31, No. 3 , 335-356 Engel, C. (2000), âLong run PPP may not hold after allâ, Journal of International Economics , vol. 57 , 243-273.
    Paper not yet in RePEc: Add citation now

  14. Escribano, A. and Jorda O. (1999), âImproved testing and specification of smooth transition regression modelsâ, in Nonlinear Time Series Analysis of Economic and Financial Data, Kluwer Academic Publishers, USA.

  15. Flood, R.A. and Rose, A.K. (1993), âFixing exchange rates: A virtual quest for fundamentalsâ, Journal of Monetary Economics vol. 36, pp. 3-37.
    Paper not yet in RePEc: Add citation now
  16. Grilli, V. and Kaminsky, G.(1991), âNominal exchange rate regimes and the real exchange rateâ, Journal of Monetary Economics , vol. 27 ,191-212.
    Paper not yet in RePEc: Add citation now
  17. Hegwood, N.D. and Papell, D.H. (2002), âPurchasing Power Parity Under the Gold Standardâ, Southern Economic Journal vol. 69, pp. 72-91.
    Paper not yet in RePEc: Add citation now
  18. Holmes, M. J. ( June, 2001), âPrincipal components, Stationarity and new evidence of purchasing power parity in developing countriesâ, The Developing Economies, XXXIX-2): 189-98.
    Paper not yet in RePEc: Add citation now

  19. JOURNAL OF QUANTITATIVE ECONOMICS Frankel, F.A., and Rose, A.K. (1995), âA panel project on purchasing power parity: Mean reversion within and between countriesâ, NBER Working Paper No. 5006.

  20. Kilian, L. and Taylor, M.P. (2003), âWhy is it so difficult to beat the random walk for exchange rates?â, Journal of International Economics , vol. 60, 85-107.

  21. Kohli, R.(2004), âReal exchange rate stationarity in managed floats: evidence from Indiaâ, International Finance 0405014, Economics Working Paper Archive at WUSTL.

  22. Koop, G., Pesaran, M.H. and Potter, S.M. (1996), âImpulse response analysis in nonlinear multivariate modelsâ, Journal of Econometrics vol. 74, pp. 119-147.

  23. Lothian, J.R., and Taylor, M.P. (1996), âReal exchange rate behaviour: the recent float from the perspective of the past two centuriesâ, Journal of Political Economy, vol. 104, 488-509.

  24. Lothian, J.R., and Taylor, M.P. (2000), âPurchasing power parity over two centuries: strengthening the case for real exchange rate stability: A reply to Cuddington and Liangâ, Journal of International Money and Finance, vol.19, 759-764 Lothian, J.R., and Taylor, M.P. (2005), âReal exchange rates over the past two centuries: How important is the Harrod-Balassa-Samuelson effect?â, CRIF Working Paper No. 04001 Michael, P., and Nobay, A.R. and. Peel, D.A. (1997), âTransaction costs and non-linear adjustments in real exchange rates: an empirical investigationâ, Journal of Political Economy , vol. 105, 862-879.

  25. Mussa, M. (1986), âNominal exchange rate regimes and the behaviour of real exchange rates: evidence and implicationsâ, Carnegie-Rochester Conference series on Public Policy , vol. 25, 117-214 Obstfeld, M. and Taylor, A.M. (1997), âNon-linear aspects of goods market arbitrage and adjustment: Hecksherâs commodity points revisitedâ, Journal of the Japanese and International Economies, vol. 11, 441-479.

  26. Ozaki, T. (1985), âNon-linear time series models and dynamical systemsâ, in E.J. Hannan, P.R. Krishnaiah, and M. M. Rao (eds), Handbook of Statistics, V, Amsterdam, Elsevier, 25-83.
    Paper not yet in RePEc: Add citation now

  27. Panagiotidis, T. âTesting the assumption of linearityâ, Economics Bulletin , Vol.3. No.29. pp. 1-9 Paya, I.,and Peel, D.A. (2003), âTemporal aggregation of an ESTAR process: some implications for PPP adjustmentâ, Mimeo, Cardiff Business School.

  28. Paya, I.,and Peel, D.A. . (2004), âReal exchange rates under the gold standard: Nonlinear adjustmentsâ, Southern Economic Journal, forthcoming.
    Paper not yet in RePEc: Add citation now

  29. Paya,I., I.A. Venetis, and Peel, D.A. (2003), âFurther evidence on PPP adjustment speeds: The case for effective real exchange rates and the EMSâ, Oxford Bulletin of Economics and Statistics 65, 421-438 PRODUCTIVITY DIFFERENTIAL AND BILATERAL REAL EXCHANGE RATE BETWEEN INDIA AND US 155 Paya, I.,and Peel, D.A. (2004), âA new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994â, Mimeo, Cardiff Business School.

  30. Peel, D.A. and Venetis, I.A. (2003), âPurchasing power parity over two centuries: Trends and nonlinearity â, Applied Economics , vol. 35, 609-617.

  31. Rogoff, K. (1996), âThe purchasing power parity puzzleâ, Journal of Economic Literature , vol. 34, 647-668.
    Paper not yet in RePEc: Add citation now
  32. Samuelson, P. (1964), âTheoretical notes on trade problemsâ, Review of Economics and Statistics, vol. 46, pp. 145-54.
    Paper not yet in RePEc: Add citation now

  33. Sercu, P., Uppal, R. and Van Hull, C. (1995), âThe exchange rate in presence of transactions costs: implications for tests of purchasing power parityâ, Journal of Finance vol. 50, pp. 1309-1319.

  34. Taylor, M.P., Peel, D.A. and Sarno, L. (2001), âNon-linear mean reversion in real exchange rates: Toward a solution to the purchasing power parity puzzlesâ, International Economic Review , vol. 42, 1015-1042.
    Paper not yet in RePEc: Add citation now
  35. Terasvirta, T. (1994), âSpecification, estimation and evaluation of smooth transition autoregressive modelsâ, Journal of American Statistical Association , vol. 89, 208-218.
    Paper not yet in RePEc: Add citation now
  36. Weliwita, A.(1998), âCointegration tests and long run purchasing power parity: Estimation of six countries in Asiaâ, Journal of Economic Development vol. 23, Number1, ïïï
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Foreign Debt and Fear of Floating: A Theoretical Exploration. (2008). Ozkan, Gulcin ; Bleaney, Michael.
    In: Discussion Papers.
    RePEc:yor:yorken:08/10.

    Full description at Econpapers || Download paper

  2. Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence. (2007). Blaszkiewicz-Schwartzman, Monika.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:144.

    Full description at Econpapers || Download paper

  3. Exchange rates and fundamentals: a non-linear relationship?. (2007). Vansteenkiste, isabel ; De Grauwe, Paul ; DeGrauwe, Paul.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:12:y:2007:i:1:p:37-54.

    Full description at Econpapers || Download paper

  4. IMF Support and Inter-regime Exchange rate Volatility. (2007). MacDonald, Ronald ; de Vries, Casper ; Arnold, Ivo.
    In: Working Papers.
    RePEc:gla:glaewp:2007_37.

    Full description at Econpapers || Download paper

  5. International trade in durable goods: understanding volatility, cyclicality, and elastics. (2007). Wang, Jian ; Engel, Charles.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:03.

    Full description at Econpapers || Download paper

  6. Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates?. (2007). girardin, eric ; Dreger, Christian.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp746.

    Full description at Econpapers || Download paper

  7. Exchange rate variability, market activity and heterogeneity. (2007). Sucarrat, Genaro ; Rime, Dagfinn.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we077039.

    Full description at Econpapers || Download paper

  8. Real Exchange Rate Volatility and the Price of Nontradables in Sudden-Stop-Prone Economies. (2006). Mendoza, Enrique.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/088.

    Full description at Econpapers || Download paper

  9. External Shocks, U.S. Monetary Policy and Macroeconomic Fluctuations in Emerging Markets. (2006). Maćkowiak, Bartosz ; MacKowiak, Bartosz .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2006-026.

    Full description at Econpapers || Download paper

  10. Quantitative goals for monetary policy. (2006). Rose, Andrew ; Mihov, Ilian ; Fatas, Antonio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006615.

    Full description at Econpapers || Download paper

  11. Macroeconomic Instability in the European Monetary System?. (2006). Sosvilla-Rivero, Simon ; Zumaquero, Amalia Morales.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2006_06.

    Full description at Econpapers || Download paper

  12. Real exchange rate fluctuations, endogenous tradability and exchange rate regime. (2005). Naknoi, Kanda.
    In: International Finance.
    RePEc:wpa:wuwpif:0509004.

    Full description at Econpapers || Download paper

  13. Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics. (2005). Mark, Nelson.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11061.

    Full description at Econpapers || Download paper

  14. IMPORTANCIA DE LAS PERTURBACIONES EXTERNAS EN LA ECONOMÍA ESPAÑOLA TRAS LA INTEGRACIÓN: ¿TAMAÑO DEL SHOCK O GRADO DE RESPUESTA?. (2005). Perez, Pedro ; Garcia, Jose ; Escriche, Luisa .
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2005-07.

    Full description at Econpapers || Download paper

  15. A NEW ANALYSIS OF THE DETERMINANTS OF THE REAL DOLLAR-STERLING EXCHANGE RATE: 1871-1994. (2005). Peel, David ; Paya, Ivan.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2005-16.

    Full description at Econpapers || Download paper

  16. Quantitative Goals for Monetary Policy. (2004). Rose, Andrew ; Mihov, Ilian ; Fatas, Antonio.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10846.

    Full description at Econpapers || Download paper

  17. Monetary Sovereignty, Exchange Rates, and Capital Controls: The Trilemma in the Interwar period. (2004). Taylor, Alan ; Shambaugh, Jay ; Obstfeld, Maurice.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10393.

    Full description at Econpapers || Download paper

  18. Exchange rate regime classification and real performances: new empirical evidence. (2004). Darné, Olivier ; Ripoll-Bresson, Laetitia ; Darne, Olivier.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:21.

    Full description at Econpapers || Download paper

  19. The Empirical Relationship Between Exchange Rates and Interest Rates in Post-Crisis Asia. (2004). Kim, Yoonbai ; Chow, Hwee Kwan.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:575.

    Full description at Econpapers || Download paper

  20. Interacting Two-Country Business Fluctuations. (2003). Flaschel, Peter ; Chiarella, Carl ; Asada, T. ; Franke, Reiner.
    In: Working Paper Series.
    RePEc:uts:wpaper:128.

    Full description at Econpapers || Download paper

  21. International business cycles under fixed and flexible exchange rate regimes. (2003). Kouparitsas, Michael.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-03-28.

    Full description at Econpapers || Download paper

  22. Identifying the Common Component of International Economic Fluctuations: A New Approach. (2003). Prasad, Eswar ; Lumsdaine, Robin L..
    In: Economic Journal.
    RePEc:ecj:econjl:v:113:y:2003:i:484:p:101-127.

    Full description at Econpapers || Download paper

  23. The Effects of Exchange Rate Regimes on Real Exchange Rate Volatility. A Dynamic Panel Data Approach. (2003). Vuletin, Guillermo ; Carrera, Jorge.
    In: Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting].
    RePEc:anp:en2003:c67.

    Full description at Econpapers || Download paper

  24. The Exchange Rate and its Fundamentals. A Chaotic Perspective. (2002). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_639.

    Full description at Econpapers || Download paper

  25. Costs of EMU from a regional approach: the Spanish case. (2001). Villaverde, Jose ; Sanchez-Robles, Blanca.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa01p52.

    Full description at Econpapers || Download paper

  26. Does the exchange rate regime affect macroeconomic performance : evidence from transition economics. (2001). Domac, Ilker ; Yuzefovich, Yevgeny ; Peters, Kyle.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2642.

    Full description at Econpapers || Download paper

  27. Real and Monetary Shocks to the Canadian Dollar: Do Canada and the U.S Form an Optimal Currency Area?. (2001). Floyd, John ; Carr, Jack L..
    In: Working Papers.
    RePEc:tor:tecipa:floyd-01-02.

    Full description at Econpapers || Download paper

  28. International pricing in new open-economy models. (2001). Duarte, Margarida.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2001:i:fall:p:53-70.

    Full description at Econpapers || Download paper

  29. Who cares about volatility? A tale of two exchange-rate systems.. (2001). Leduc, Sylvain.
    In: Business Review.
    RePEc:fip:fedpbr:y:2001:i:q1:p:16-25.

    Full description at Econpapers || Download paper

  30. DUMB AND DUMBER EXPLANATIONS FOR EXCHANGE RATE DYNAMICS. (2001). Blomberg, Stephen.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:4:y:2001:n:2:p:187-216.

    Full description at Econpapers || Download paper

  31. Why Not a Global Currency?. (2001). Rogoff, Kenneth.
    In: American Economic Review.
    RePEc:aea:aecrev:v:91:y:2001:i:2:p:243-247.

    Full description at Econpapers || Download paper

  32. On the sources of business cycles in the G-7. (2000). Canova, Fabio ; de Nicolo, Gianni.
    In: Economics Working Papers.
    RePEc:upf:upfgen:459.

    Full description at Econpapers || Download paper

  33. Deviations from Purchasing Power Parity:Causes and Welfare Costs. (1999). Rogers, John ; Engel, Charles.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0038.

    Full description at Econpapers || Download paper

  34. ¿ Son Estilizadas las Regularidades del Ciclo Económico? Una Breve Revisión de la literatura. (1999). Arango Thomas, Luis ; Luis Eduardo Arango Author- Email: larangth@banrep, ; Castillo, Mauricio ; Luis Eduardo Arango Author- Email: larangth@banrep, .
    In: Borradores de Economia.
    RePEc:bdr:borrec:115.

    Full description at Econpapers || Download paper

  35. Commodity Price Volatility Across Exchange Rate Regimes. (1998). Cuddington, John ; Liang, Hong.
    In: International Finance.
    RePEc:wpa:wuwpif:9802003.

    Full description at Econpapers || Download paper

  36. Historical Evidence on Business Cycles: The International Experience. (1998). Jonung, Lars ; Bordo, Michael ; Bergman, Michael U..
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0255.

    Full description at Econpapers || Download paper

  37. Are international business cycles different under fixed and flexible exchange rate regimes?. (1998). Kouparitsas, Michael.
    In: Economic Perspectives.
    RePEc:fip:fedhep:y:1998:i:qi:p:46-64:n:v.22no.1.

    Full description at Econpapers || Download paper

  38. Historical evidence on business cycles: the international experience. (1998). Jonung, Lars ; Bordo, Michael ; Bergman, Michael U..
    In: Conference Series ; [Proceedings].
    RePEc:fip:fedbcp:y:1998:i:jun:p:65-119:n:42.

    Full description at Econpapers || Download paper

  39. International Trade over the Business Cycle: Stylized Facts and Remaining Puzzles. (1997). Zimmermann, Christian.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:37.

    Full description at Econpapers || Download paper

  40. International Business Cycles and Exchange Rates. (1997). Zimmermann, Christian.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:33.

    Full description at Econpapers || Download paper

  41. Monetary Regimes, Inflation And Monetary Reform: An Essay in Honor of Axel Leijonhufvud. (1996). Jonung, Lars ; Bordo, Michael.
    In: Departmental Working Papers.
    RePEc:rut:rutres:199407.

    Full description at Econpapers || Download paper

  42. Rational speculators and exchange rate volatility. (1996). Osler, Carol.
    In: Staff Reports.
    RePEc:fip:fednsr:13.

    Full description at Econpapers || Download paper

  43. Business Cycles and Exchange Rate Regimes. (1996). Zimmermann, Christian.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:45.

    Full description at Econpapers || Download paper

  44. Quantitative theory and econometrics. (1995). King, Robert.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:1995:i:sum:p:53-105.

    Full description at Econpapers || Download paper

  45. International Real Business Cycles among Heterogeneous Countries. (1995). Zimmermann, Christian.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:38.

    Full description at Econpapers || Download paper

  46. Short-run effects on money when some prices are sticky. (1994). Ohanian, Lee.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:1994:i:sum:p:1-24.

    Full description at Econpapers || Download paper

  47. Tastes and technology in a two-country model of the business cycle: explaining international co-movements. (1991). Tesar, Linda ; Stockman, Alan.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:9019.

    Full description at Econpapers || Download paper

  48. International Costs and Benefits from EMU. (1990). Portes, Richard ; Alogoskoufis, George.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3384.

    Full description at Econpapers || Download paper

  49. International Monetary Instability Between the Wars: Structural Flaws or Misguided Policies?. (1989). Eichengreen, Barry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3124.

    Full description at Econpapers || Download paper

  50. Interacting Two-Country Business Fluctuations. (). Flaschel, Peter ; Chiarella, Carl ; Asada, Toichiro ; Franke, Reiner.
    In: Modeling, Computing, and Mastering Complexity 2003.
    RePEc:sce:cplx03:02.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-22 11:31:52 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.