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Themes

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  • Central Banking
  • Climate Change
  • Competition Policy
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  • EU Economic Architecture
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  • Political Economy
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There are 28 results

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Discussion paper

DP4510 Purchasing Power Parity and the Euro Area

  • Kees Koedijk
  • Ben Tims
  • Mathijs Van Dijk

23 Jul 2004
  • International Macroeconomics
  • F31
  • F33
  • G15
Discussion paper

DP3715 PPP Strikes Back: Aggregation and the Real Exchange Rate

  • Morten Ravn
  • Hélène Rey
  • Jean Imbs
  • Haroon Mumtaz

23 Jan 2003
  • International Macroeconomics
  • C43
  • F36
  • F41
Discussion paper

DP3377 Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study

  • Mark Taylor
  • Lucio Sarno
  • Ibrahim Chowdhury

20 May 2002
  • International Macroeconomics
  • F31
Discussion paper

DP3343 The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests

  • Prakesh Apte
  • Piet Sercu
  • Raman Uppal

20 Apr 2002
  • International Macroeconomics
  • F31
Discussion paper

DP3024 Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?

  • Mark Taylor
  • Lutz Kilian

23 Oct 2001
  • International Macroeconomics
  • C53
  • F31
  • F47
Discussion paper

DP2913 Purchasing Power Parity and the Real Exchange Rate

  • Mark Taylor
  • Lucio Sarno

8 Aug 2001
  • International Macroeconomics
  • F31
Discussion paper

DP2690 Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?

  • Mark Taylor
  • Lucio Sarno

27 Feb 2001
  • International Macroeconomics
  • C10
  • F31
  • F41
Discussion paper

DP2658 Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles

  • Mark Taylor
  • David Peel
  • Lucio Sarno

30 Jan 2001
  • International Macroeconomics
  • C10
  • F31
  • F41
Discussion paper

DP2334 Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors

  • Lutz Kilian
  • Tao Zha

17 Dec 1999
  • International Macroeconomics
  • C11
  • C22
  • F31
  • F41
Discussion paper

DP1865 Does PPP-Adjusted Data Exaggerate the Relative Size of Poor Economies

  • Patrick Honohan

30 Apr 1998
  • International Macroeconomics
  • F43
  • O47
Discussion paper

DP1730 The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period

  • Mark Taylor
  • Lucio Sarno

30 Nov 1997
  • International Macroeconomics
  • F31
Discussion paper

DP1716 The Behaviour of the Real Exchange Rate: A Re-examination Using Finite Sample Approach

  • Anne Mikkola
  • Biing-Shen Kuo

31 Oct 1997
  • International Macroeconomics
  • C22
  • C52
  • F31
  • F47
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