Nothing Special   »   [go: up one dir, main page]

create a website
The Sri Lankan Rupee and Purchasing Power Parity during the Current Floating Period. (2004). Wickremasinghe, Guneratne.
In: International Trade.
RePEc:wpa:wuwpit:0406005.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 25

References cited by this document

Cocites: 34

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. Aggarwal, R. , Montanes, A., and Ponz, M., Evidence of Long-Run Purchasing Power Parity: Analysis of Real Exchange Rates in terms of the Japanese Yen, Japan and the World Economy, 12, 351-361, 2000.

  2. Bartlett, M.S., On the Theoretical Specification of Sampling Properties of Autocorrelated Time Series, Journal of the Royal Statistical Society, Series B, 27, 2741. 1946.
    Paper not yet in RePEc: Add citation now
  3. Cassel, G., Abnormal Deviations in international Exchanges, Economic Journal, 28, 413-15, 1918.
    Paper not yet in RePEc: Add citation now
  4. Cuddington, J. T. and Liang, H., Purchasing Power Parity over Two Centuries? Journal of International Money and Finance, 19, 753-757, 2000.

  5. Enders, W. and Dibooglu, S., Long-Run Purchasing Power Parity with Asymmetric Adjustment, Southern Economic Journal, 68, 433-445, 1998.

  6. Engle, R.F., Granger, C.W.J., Cointegration and Error Correction Representation, Estimation and Testing, Econometrica, 55, 251-76, 1987.

  7. Gujarati, D. N., Basic Econometrics, third edition, Newyork: McGraw-Hill, Inc., 1995.
    Paper not yet in RePEc: Add citation now
  8. Johansen, S., Juselius, K., Maximum Likelihood Estimation and Inference on Cointegration with Applications to the Demand for Money, Oxford Bulletin of Economics and Statistics, 52, 169-210, 1990.

  9. Kouretas, G.P., The Canadian Dollar and Purchasing Power Parity during the Recent Float, Review of International Economics, 5, 467-477, 1997.

  10. Liu, P. and Burkett, P., Instability in Short-Run Adjustment to Purchasing Power Parity: Results for Selected Latin American Countries, Applied Economics, 27, 973-83, 1995.
    Paper not yet in RePEc: Add citation now
  11. Ljung, G.M. and Box, G.P.E., On a Measure of Lack of Fit in Time Series Models, Biometrica, 66,66-72, 1978.
    Paper not yet in RePEc: Add citation now
  12. Maeso-Fernandez, F., Econometric Methods and Purchasing Power Parity: Shortand Long-Run PPP, Applied Economics, 30, 1443-1457, 1998.

  13. Moosa, I. A. and Bhatti, R. H., International Parity Conditions: Theory, Econometric Testing and Empirical Evidence, London: Macmillan Press Ltd., 1997.

  14. Moosa, I. A., Testing Proportionality, Symmetry and Exclusiveness in Long-Run PPP, Journal of Economic Studies, 21, 3-21, 1994.

  15. Nagayasu, J., Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study, Bulletin of Economic Research, 54, 181-187, 2002.

  16. Officer, L. H., Purchasing Power Parity and Exchange Rates: Theory, Evidence and relevance, Greenwich, Connecticut: JAI Press, 1982.
    Paper not yet in RePEc: Add citation now
  17. Papell, D. H., Searching for Stationarity: Purchasing Power Parity under the Current Float, Journal of International Economics, 43, 313-332, 1997.

  18. Ramirez, M.D. and Khan, S., A Cointegration Analysis of Purchasing Power Parity, International Advances in Economic research, 3, 369-385, 1999.

  19. Salehizdeh, M. and Taylor, R., A Test of Purchasing Power Parity for Emerging Economies, Journal of International Financial Markets, Institutions and Money, 9, 183-193, 1999.

  20. Sideris, D., Dealing with Methodological Problems when Testing for Purchasing Power Parity: Evidence from Greece, International Economics, 53, 389-407, 2000.

  21. Soofi, A. S., A Fractional Cointegration Test of Purchasing Power Parity: The Case of Selected Members of OPEC, Applied Financial Economics, 8, 559-566, 1998.

  22. Weliwita, A. Cointegration Tests and the Long-Run Purchasing Power Parity: Examination of Six Currencies in Asia, Journal of Economic Development, 23, 103-115, 1998.
    Paper not yet in RePEc: Add citation now
  23. Whitt, Jr., J. A., The Long-Run Behaviour of Real Exchange Rate: A Reconsideration, Journal of Money, Credit and Banking, 24, 72-82, 1992.
    Paper not yet in RePEc: Add citation now
  24. Wu, J. and Wu, S., Is Purchasing Power Parity Overvalued?, Journal of Money Credit and Banking, 33, 804-812, 2001.

  25. Wu, J., The Empirical Investigation of Long-Run Purchasing Power Parity: The Case of Taiwan Exchange Rates, International Economic Journal, 10, 59-69, 1996.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The ASEAN experience of the purchasing power parity theory. (2018). Murad, S. M. Woahid ; Hossain, Mohammad Amzad ; Woahid, S M.
    In: Financial Innovation.
    RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0113-1.

    Full description at Econpapers || Download paper

  2. Does purchasing power parity hold sometimes? Regime switching in real exchange rates. (2013). Yoon, Gawon ; Lee, Hwa-Taek.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:16:p:2279-2294.

    Full description at Econpapers || Download paper

  3. Are Southeast Asian real exchange rates mean reverting?. (2013). ZENG, SONGLIN ; Bec, Frédérique.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:23:y:2013:i:c:p:265-282.

    Full description at Econpapers || Download paper

  4. The impact of mean reversion model on portfolio investment strategies: Empirical evidence from emerging markets. (2013). Sevim, Serafettin ; Akarim, Yasemin Deniz .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:453-459.

    Full description at Econpapers || Download paper

  5. Is the stationarity of the yen real exchange rates a puzzle? This paper attempts to shed light on the puzzling finding that the results of applying the conventional or nonlinear unit root tests to the. (2012). Zhou, SU.
    In: Working Papers.
    RePEc:tsa:wpaper:0017eco.

    Full description at Econpapers || Download paper

  6. Mean reversion in bilateral real exchange rates: evidence from the Malaysian ringgit. (2012). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi.
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:22:p:2921-2933.

    Full description at Econpapers || Download paper

  7. Exchange Rate Behaviour: Implication for West African Monetary Zone. (2012). Adam, Anokye ; Agyapong, Daniel.
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:2:y:2012:i:4:p:215-228.

    Full description at Econpapers || Download paper

  8. Are Southeast Asian Real Exchange Rates Mean Reverting?. (2012). ZENG, SONGLIN ; Bec, Frédérique.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00685812.

    Full description at Econpapers || Download paper

  9. Are Southeast Asian Real Exchange Rates Mean Reverting?. (2012). ZENG, SONGLIN ; Bec, Frédérique.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2012-25.

    Full description at Econpapers || Download paper

  10. Reassessing the Link between the Japanese Yen and Emerging Asian Currencies. (2011). Min, Hong-Ghi ; Kim, Bong-Han.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2011-05.

    Full description at Econpapers || Download paper

  11. ARE ASIA-PACIFIC REAL EXCHANGE RATES STATIONARY? A REGIME-SWITCHING PERSPECTIVE. (2010). Holmes, Mark.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:15:y:2010:i:2:p:189-203.

    Full description at Econpapers || Download paper

  12. .

    Full description at Econpapers || Download paper

  13. The purchasing power parity of Southeast Asian currencies: A time-varying coefficient approach. (2009). Oh, Keun-Yeob ; Kim, Bong-Han.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:1:p:96-106.

    Full description at Econpapers || Download paper

  14. PURCHASING POWER PARITY IN LESS?DEVELOPED AND TRANSITION ECONOMIES: A REVIEW PAPER. (2009). Hegerty, Scott ; Bahmani-Oskooee, Mohsen.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:23:y:2009:i:4:p:617-658.

    Full description at Econpapers || Download paper

  15. Exchange Rate Policies: Fact or Fiction in the Rise of High Performance Asian Economies. (2008). Subasat, Turan.
    In: Working Papers.
    RePEc:izm:wpaper:0802.

    Full description at Econpapers || Download paper

  16. Financial Integration in the Pacific Basin Region: RIP by PANIC Attack?. (2008). Bonham, Carl ; Amornthum, Somchai.
    In: Working Papers.
    RePEc:hai:wpaper:200802.

    Full description at Econpapers || Download paper

  17. International evidence on stochastic and deterministic monetary neutrality. (2008). Noriega, Antonio ; Soria, Luis M. ; Velazquez, Ramon.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:25:y:2008:i:6:p:1261-1275.

    Full description at Econpapers || Download paper

  18. Purchasing Power Parity under Regime Shifts: An Application to Asian Countries. (2008). Nusair, Salah.
    In: Asian Economic Journal.
    RePEc:bla:asiaec:v:22:y:2008:i:3:p:241-266.

    Full description at Econpapers || Download paper

  19. International Evidence on Stochastic and Deterministic Monetary Neutrality.. (2008). Noriega, Antonio ; Soria, Luis M. ; Velazquez, Ramon.
    In: Working Papers.
    RePEc:bdm:wpaper:2008-04.

    Full description at Econpapers || Download paper

  20. Re-examining purchasing power parity for East-Asian currencies: 1976-2002. (2007). Chan, Tze-Haw ; Fountas, Stilianos ; Baharumshah, Ahmad Zubaidi ; Tze-Haw, Chan.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2007:i:1:p:75-85.

    Full description at Econpapers || Download paper

  21. Is North and Southeast Asia becoming a yen block?. (2007). Kearney, Colm ; Muckley, Cal.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:12:y:2007:i:3:p:337-351.

    Full description at Econpapers || Download paper

  22. .

    Full description at Econpapers || Download paper

  23. Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002. (2006). Chan, Tze-Haw ; Fountas, Stilianos ; Baharumshah, Ahmad Zubaidi ; Barumshah, Ahmad Zubaidi.
    In: MPRA Paper.
    RePEc:pra:mprapa:2025.

    Full description at Econpapers || Download paper

  24. Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan. (2005). Glascock, John ; Cheng, Hwahsin.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:24:y:2005:i:4:p:343-357.

    Full description at Econpapers || Download paper

  25. Yen bloc or koala bloc? Currency relationships after the East Asian crisis. (2005). Bowman, Tanya.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:17:y:2005:i:1:p:83-96.

    Full description at Econpapers || Download paper

  26. The Sri Lankan Rupee and Purchasing Power Parity during the Current Floating Period. (2004). Wickremasinghe, Guneratne.
    In: International Trade.
    RePEc:wpa:wuwpit:0406005.

    Full description at Econpapers || Download paper

  27. Purchasing Power Parity Hypothesis in Developing Economies:Some Empirical Evidence from Sri Lanka. (2004). Wickremasinghe, Guneratne.
    In: International Finance.
    RePEc:wpa:wuwpif:0406005.

    Full description at Econpapers || Download paper

  28. Are real exchange rates non-stationary? The Pacific Basin perspective. (2004). Wu, Jyh-lin ; Chen, Show-Lin ; Tsai, Li-Ju.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:15:y:2004:i:2:p:425-438.

    Full description at Econpapers || Download paper

  29. International Evidence on Monetary Neutrality Under Broken Trend Stationary Models. (2004). Noriega, Antonio ; Soria, L. M. ; Velazquez, R..
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:57.

    Full description at Econpapers || Download paper

  30. Purchasing Power Parity Hypothesis in Developing Economies: Some Empirical Evidence from Sri Lanka. (2004). Wickremasinghe, Guneratne.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:236.

    Full description at Econpapers || Download paper

  31. Economic Integration Between China And ASEAN. (2003). Laurenceson, James.
    In: Discussion Papers Series.
    RePEc:qld:uq2004:329.

    Full description at Econpapers || Download paper

  32. The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model. (2003). Liew, Venus ; Lim, Kian-Ping ; Baharumshah, Ahmad Zubaidi.
    In: Economics and Finance in Indonesia.
    RePEc:lpe:efijnl:200309.

    Full description at Econpapers || Download paper

  33. Quasi purchasing power parity: Structural change in the Mexican peso/us dollar real exchange rate. (2003). Noriega, Antonio ; Medina, Lorena.
    In: Estudios Económicos.
    RePEc:emx:esteco:v:18:y:2003:i:2:p:227-236.

    Full description at Econpapers || Download paper

  34. Purchasing Power Parity By sectors From Selected European Countries: Cointegration and Structural Breaks. (2002). Zumaquero, Amalia Morales.
    In: International Economic Journal.
    RePEc:taf:intecj:v:16:y:2002:i:4:p:107-119.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-30 00:09:40 || 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.