Aggregation is not the solution: the PPP puzzle strikes back (JAE 2009)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
M. Dolores Gadea, Laura Mayoral Aggregation is not the solution: the PPP puzzle strikes back JAE 2009 6 875–894 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- 2 - available online elsewhere than on journal website 1 - accessible on journal website Impulse response function (IRF) - http://faculty.london.edu/hrey/pppdata.xls, Eurostat, January 1981-December 1995, nominal exchange rate, defined as US dollars per domestic currency unit, from January 1975 to December 1996 Belgium, Germany, Denmark, Spain, Italy, France, Greece, Netherlands, Portugal, Finland, UK, USA -

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Jean Imbs, Haroon Mumtaz, Morten O. Ravn, Hélène Rey PPP Strikes Back: Aggregation and the Real Exchange Rate QJE 2005 1 1-43 C43, F36, F41 Real exchange rate persistence, Purchasing power parity, Parameter heterogeneity 3 - reproduction (new methods) 2 - different results - 1 - yes -

References

DOI: 10.1002/jae.1078 IDEAS: a/jae/japmet/v24y2009i6p875-894.html EconPapers: RePEc:jae:japmet:v:24:y:2009:i:6:p:875-894


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