The 16 linked references in paper Christopher F. Baum, Mustafa Caglayan, John Barkoulas (1998) “Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era” / RePEc:boc:bocoec:404

  1. Balke, N., Fomby, T., 1997. Threshold cointegration. International Economic Review 38 (3), 627-645.
  2. Diebold, F. X., Husted, S., Rush, M., 1991. Real exchange rates under the gold standard. Journal o fPolitical Economy 99, 1252-1271.
  3. Dumas, B., 1992. Dynamic equilibrium and the real exchange rate in a spatially separated world. Review o fFinancial Studies 5 (2), 153-180.
  4. Engel, C., Hendrickson, M., Rogers, J., 1997. Intra-national, intra-continental and intra-planetary PPP. National Bureau o fEconomic Research, Cambridge MA. Working Paper 6069.
  5. Engle, R. F., Granger, C.W.J., 1987. Co-integration and error correction: representation, estimation, and testing. Econometrica 55, 251-276.
  6. Frankel, J. A., Rose, A., 1996. Mean reversion within and between countries: A panel project on purchasing power parity. Journal o fInternational Economics 40, 209-224.
  7. Holland, Amsterdam. Chapter 32. 20
  8. Gallant, R., Rossi, P., Tauchen, G., 1993. Nonlinear dynamic structures. Econometrica 61, 871-907.
  9. Goldberg, L.G., Gosnell, T.F., Okunev, J., 1997. Purchasing power parity: Modeling and testing mean reversion. Journal o fBanking and Finance 21, 949-966.
  10. Koop, G., Pesaran, M.H., Potter, S., 1996. Impulse response analysis in nonlinear multivariate models. Journal o fEconometrics 74, 119-147.
  11. Li, K., 1999. Testing symmetry and proportionality in PPP: A panel data approach. Journal o fBusiness and Economic Statistics 17 (4), 409-418.
  12. Michael, P., Nobay, A. R., Peel, D.A., 1997. Transactions costs and nonlinear adjustment in real exchange rates: An empirical investigation. Journal o fPolitical Economy 105 (4), 862-879.
  13. Patel, J., 1990. Purchasing power parity as a long run relation. Journal o fApplied Econometrics 5, 367-379.
  14. Rogoff, K., 1996. The purchasing power parity puzzle. Journal o fEconomic Literature 34, 647-668.
  15. Taylor, A., 1996. International capital mobility in history: Purchasing-power parity in the long run. National Bureau o fEconomic Research, Cambridge MA. Working Paper 5742.
  16. Bretton Woods period. Journal o fInternational Economics 46, 281-312.