References

This folder holds the following references to publications, sorted by year and author.

There are 73 references in this bibliography folder.

Frydman, R, Goldberg, M, Johansen, S, and Juselius, K (2008).
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
University of Copenhagen.

García-Solanes, J, Sancho, FI, and Torrejón, F (2008).
Beyond the Balassa-Samuelson Effect in Some New Member States of the European Union
Economic Systems, 32:17-32.

Juselius, K (2008).
The Long Swings Puzzle: What the Data Tell when Allowed to Speak Freely
Miscellaneous publication.

Frydman, R and Goldberg, M (2007).
Imperfect Knowledge Economics: Exchange Rates and Risk
Princeton University Press, Princeton, N.J.

García-Solanes, J and Torrejón, F (2007).
The Macroeconomic Effects of Inflation Targeting in a Group of Latin American Countries
Universidad de Murcia, Working Paper.

Pesaran, M (2007).
A Simple Panel Unit Root Test in the Presence of Cross Section Dependence
Journal of Applied Econometrics, 22(2):265-312.

Westerlund, J (2007).
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis
Journal of Financial Econometrics, 5(2):491-522.

Westerlund, J and Edgerton, D (2007).
A Panel Bootstrap Cointegration Test
Economics Letters, 97:185-190.

Banerjee, A and Carrion-i-Silvestre, J (2006).
Cointegration in Panel Data with Breaks and Cross-Section Dependence
European Central Bank, Working Paper(592).

Cincibuch, M and Podpiera, J (2006).
Beyond Balassa-Samuelson: Real Appreciation in Tradables in Transition Countries
Economics of Transition, 13(3):547-573.

Lothian, J and Taylor, M (2006).
Real Exchanger Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?
University of Warwick-Economic Research, Working Paper(768).

Bai, J and Kao., C (2005).
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence
In: Contributions to Economic Analysis, ed. by B. Baltagi, Elsevier, Amsterdam.

Barhoumi, K (2005).
Long Run Exchange Rate Pass-Through into Import Prices in Developing Countries: An Homogeneous of Heterogeneous Phenomenon?
Economics Bulletin, 54(6):1-12.

Burstein, A, Eichenbaum, M, and Rebelo, S (2005).
Large Devaluations and the Real Exchange Rate
Journal of Political Economy, 113(4):738-742.

Frankel, J, Parsley, D, and Wei, S (2005).
Slow Pass-Through around the World: a New Import for Developing Countries?
National Bureau of Economic Research, Working Paper(11199).

Égert, B, Halpern, H, and MacDonald, R (2005).
Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues
Review of Economic Surveys, 20(2):257-324.

Blaszkiewicz, M, Przemyslaw, K, Rawdanowicz, LW, and Wozniak, P (2004).
Harrod-Balassa-Samuelson Effect in Selected Countries of Central and Eastern Europe
Center for Social and Economic Research, CASE Reports(57).

Chang, Y (2004).
Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
Journal of Econometrics, 120(2):263-293.

Choudhri, E and Khan, M (2004).
Real Echange Rates In Developing Countries: Are Balassa-Samuelson Effect Present?
IMF, Working Paper(04/188).

Jönsson, K (2004).
Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated
Lund University, Working Paper(17).

Lane, P and Milesi-Ferretti, G (2004).
The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates
Review f Economics and Statistics, 58(4):841-857.

Maier, P (2004).
EMU Enlargement, Inflation and Adjustment of Tradable Goods Prices: What to Expect?
De Nederlandsche Bank NV, Working Paper(10/2004).

Pedroni, P (2004).
Panel Cointegration. Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis
Econometric Theory, 20(3):597-625.

Pesaran, M (2004).
General Diagnostic Tests for Cross Section Dependence in Panels
CESifo, Working Paper(1229).

Rawdanowicz, L (2004).
Panel Estimations of PPP and Relative Price Models for CEECS: Lessons for Real Exchange Rate Modelling
CASE, Studies & Analyses(276).