Purchasing Power Parity and Real Exchange Rates (eBook, PDF)

Redaktion: Taylor, Mark P.

• Format: PDF

Produktbeschreibung

This book brings together chapters covering aspects of current thinking on Purchasing Power Parity, from its appearance in different economies around the world, to examinations of the explanations given when PPP does not appear to hold.

This book was published as a special issue of Applied Financial Economics. The academic editor of this journal is Mark P. Taylor.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 232
• Erscheinungstermin: 13. September 2013
• Englisch
• ISBN-13: 9781317988205
• Artikelnr.: 57100733

Autorenporträt

Mark Taylor is a leading international authority on open economy macroeconomics and international finance. He is Professor of International Finance and Macroeconomics at Warwick and a Managing Director of Barclays Global Investors (BGI).

Inhaltsangabe

1. Real exchange rates and Purchasing Power Parity: mean-reversion in
economic thought Mark P. Taylor 2. A simple test for PPP among traded goods
Philip Hans Franses and Dick van Dijk 3. Testing for Purchasing Power
Parity using stationary covariates Jomana Amara and David H. Papell 4.
Explaining the persistence of deviations from PPP: a non-linear
Harrod-Balassa-Samuelson effect? Michael Sager 5. Testing for symmetry and
proportionality in a European panel Jerry Coakley and Stuart Snaith 6.
Panel data tests of PPP: a critical overview Guglielmo Maria Caporale and
Mario Cerrato 7. PPP: a disaggregated view Christoph Fischer 8. Purchasing
Power Parity as a long-term memory process: evidence from Canada
Jean-Francois Villeneuve and Jagdish Handa 9. The Purchasing Power Parity
puzzle: a sudden nonlinear perspective Marcus Lahtinen 10. Exchange rate
misalignment: a new test of long-run PPP based on cross-country data Pan A.
Yotopoulos and Yasuyuki Sawada 11. Purchasing Power Parity in economies in
transition: evidence from Central and East European countries Dimitrios
Sideris 12. A century of Purchasing Power Parity: evidence from Canada and
Australia Mohammad S. Hasan 13. Purchasing Power Parity versus the EU in
the Mediterranean countries Mariam Camarero, Juan Carlos Cuestas and
Javier Ordez 14. Purchasing Power Parity and real exchange rate behaviour
in Africa Joseph M. Kargbo 15. Structural changes and deviations from the
Purchasing Power Parity within the euro area Daniele Antonucci and
Alessandro Girardi 16. The real exchange rate and the Purchasing Power
Parity puzzle: further evidence Sofiane H. Sekioua and Menelaos Karanasos