Price Indices and Nonlinear Mean‐Reversion of Real Exchange Rates

C-Tier
Journal: Southern Economic Journal
Year: 2006
Volume: 73
Issue: 2
Pages: 461-471

Authors (2)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The purpose of this article is to apply a symmetric band‐threshold autoregressive model to investigate several interesting issues regarding purchasing power parity (PPP). We find that the nonlinear adjustment toward PPP is sensitive to price indices and is supported if a traded‐goods real exchange rate is applied. Moreover, we also uncover the sources of the real exchange rate adjustments toward PPP. Finally, our evidence points out that the estimated half‐life with a large shock, based on a generalized impulse response function, can be explained by nominal rigidities.

Technical Details

RePEc Handle
repec:wly:soecon:v:73:y:2006:i:2:p:461-471
Journal Field
General
Author Count
2
Added to Database
2026-01-25