- ^ (2001), Nonlinear Adjustment to Purcahsing Power Parity in the Post-Bretton Woods Era, Journal of International Money and Finance, 20: 379-399.
Paper not yet in RePEc: Add citation now
Aggarwal, R., Montahes, A. and Ponz, M . (2000), Evidence of Long-run Purchasing Power Parity; Analysis of Real Asian Exchange Rates in Terms of the Japanese Yen, Japan and the World Economy, 12; 351361.
- Ahmad, Y. (1999), Smooth Transition as an Explanation for PPP Deviations; an Empirical Investigation of Nonlinear Mechanism, Unplublished Master of Science Dissertation, Faculty of Social Sciences, University of Bristol.
Paper not yet in RePEc: Add citation now
- Baharumshah, A.Z. and Ariff, M . (1997), Purchasing Power Parity in South East Asian Countries Economies; A Cointegration Approach, Asiflw Economic Journal, 11; 141-153.
Paper not yet in RePEc: Add citation now
Bahmani-Oskooee, M . and Mirzai, A. (2000), Real and Nominal Effective Exchange Rates for Developing Countries; 1973;1 - 1997;3, Applied Economics 32: 411-428.
- Bahmani-Oskooee, M. (1993), Purchasing Power Parity Based on Effective Exchange Rate and Cointegration; 25 L D C s ' Experience With its Absolute Formulation, World Development, 21; 1023-1031.
Paper not yet in RePEc: Add citation now
Bierens, H.J. (1997), Nonparametric Cointegration Analysis, Journal of Econometrics, 77: 379-404. j Brooks, C . (1996), Testing for Non-linearity in Daily Sterling Exchange Rates, Applied Financial Economics, 6: 307-317.
- Campbell, J.Y., Lo, A . W . and MacKinlay, A . C . (1997), The Econometrics of Financial Markets, Princeton: Princeton University Press.
Paper not yet in RePEc: Add citation now
Coakley, J. and Fuertes, A . (2001), Nonparametric Cointegration Analysis of Real Exchange Rates, Applied Financial Economics, 11:1-8. I Corbae, D . and Outliaris, S. (1988), Cointegration and Tests of Purchasing Power Parity, Review of Economics and Statistics, 70: 508-511.
Cuddington, J.T. and Hong, L . (2000), Purchasing Power Parity Over T w o Centuries? Journal of International Money and Finance, 19: 753757.
- De Grauwe, P., Dewachter, H . and Embrechts, M . (1993), Exchange rate Theory: Chaotic Models of Foreign Exchange Markets, Oxford: Blackwell.
Paper not yet in RePEc: Add citation now
Dumas, B. (1992), IDynamic Equilibrium and the Real Exchange Rate in a Spatially Seperated World, Review of Financial Studies, 5(2): 153-180.
Edison, H.J. and Fisher, E . O . (1991), A Long-run View of the European Monetary System, Journal of International Money and Finance, 5: 153180.
- Engel, C , Hendrickson, M . and Rogers, J. (1997), Intra-national, intraContinental and Intra-planetary PPP, Working Paper 6069, National Bureau of Economic Research, Cambridge, M A . i
Paper not yet in RePEc: Add citation now
Glens, J.D. (1992), Real Exchange Rates in the Short, Medium, and Long Run, Journal of International Economics, 33:147-166.
Granger, C.W.J, and Terasvirta, T. (1993), Modelling Nonlinear Economic Relationships, Oxford: Oxford University Press.
Hsieh, D.A. (1989), Testing for Nonlinear Dependence in Daily Foreign Exchange Rates, Journal of Business, 62: 339-368.
Johansen, S. and Juselius, K. (1990), Maximum likelihood estimation and Inference on Cointegration- with Applications to the Demand for Money, Oxford Bidletin of Economics and Statistics, 52:169-210.
Krugman, P. (1991), Target Zones and Exchange Rate Dynamics, Quarterly Journal of Economics, 106: 669-682.
- Lee, M . H . (1976) Purchasing Power Parity, New York: Dekker.
Paper not yet in RePEc: Add citation now
Liew; Baharumshah; Lim Engle, R E . and Granger, C.W.J. (1987), Cointegration and error Correction: Representation, Estimation and Testing, Econometrica, 55: 251-276.
- Lundbergh, S. and Terasvirta, T. (1998), Modelling economic highfrequency Time Series with S T A R - S T C A R C H Models, Working Paper, Department of Economic Statistics, Stockholm, Sweden.
Paper not yet in RePEc: Add citation now
- Luukkonen, R., Saikkonen, P. and Terasvirta, T. (1988), Testing Linearity Against Smooth Transition Autoregressive Models, Biometrika, 75: 491-499.
Paper not yet in RePEc: Add citation now
- Ma, Y. and Kanas, A. (2000a), Testing for Nonlinear Granger Causality From Fundamentals to Exchange Rates in the E R M , Journal of International Financial Markets, Institutions and Money, 10: 69-82.
Paper not yet in RePEc: Add citation now
Ma, Y. and Kanas, A. (2000b), Testing for a relationship among Fundamentals and Exchange Rates in the E R M , Journal of International Money and Finance, 19:135-152.
Mahajan, A. and Wagner, A. J. (1999), Nonlinear Dynamics in Foreign Exchange Rates, Global Finance Journal, 10(1): 1-23.
Mohamed, A., Habibullah, M . S. and Baharumshah, A . Z. (2001), Does PPP Hold Between Asian and the Japanese Economies: Evidence Using Panel Unit Root and Panel Cointegration, Japan and the world Economy, 13: 35-50.
Nagayasu, J. (1998), Does the Long R u n PPP Hypothesis Hold for Africa? Evidence from Panel Cointegration Study, Working Paper 98/123, International Monetary Fund, Washington, D. C .
- O'Connell, P . C . (1998), The Overvaluation of Purchasing Power Parity, Journal of International Economics, 44: 1-9.
Paper not yet in RePEc: Add citation now
Pesaran, M . H . and Potter, S.M. (1993), Nonlinear Dynamics, Chaos and Econometrics: an Introduction, in M . H . Pesaran and S.M. Potter (eds.) Nonlinear Dynamics, Chaos and Econometrics, pp vii-xiii. N e w York: John Wiley & Sons. I Razzaghipour, A., Fleming, C . and Heaney, R. (2001), Deviations and Mean Reversion to Purchasing Power Parity in the Asian Currency Crisis of 1997, Applied Economics, 33:1093-1100.
- Samo, L . (2000), Real Exchange Rate Behaviour in High Inflation Countries: Empirical Evidence from Turkey, 1980-1997, Applied Economics Eetters, 7: 285-291.
Paper not yet in RePEc: Add citation now
Serletis, A . and Cogas, P. (2000), Purchasing Power Parity, non-linearity and Chaos, Applied Financial Economics, 10: 615-622.
- Steurer, E. (1995), Nonlinear Modeling of the D E M / U S D Exchange Rate, in A.P. Refenes (ed.) Neural Networks in the Capital Markets, pp 199211, N e w York: John Wiley & Sons.
Paper not yet in RePEc: Add citation now
The Purchasing Power Parity Puzzle in Indonesia Baum, C . F . , Barkoulas, J.T. and Caglayan, M . (1999), Long Memory or Structural Breaks: C a n Either Explain Nonstationary Real Exchange Rates Under the Current Float? journal of International Markets, Institutions and Money, 9: 359-376.
The Purchasing Power Parity Puzzle in Indonesia Micheal, P., Nobay, A.R. and Peel, D . A . (1997), Transactions costs and Nonlinear Adjustment in Real Exchange Rates: an Empirical Investigation, Journal of Political Economy, 105: 862-879.