Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject PPP
Showing results 1 to 7 of 7
| Issue Date | Title | Author(s) |
|---|---|---|
| 11-Jan-2022 | Exchange rate parities and Taylor rule deviations | Anderl, C; Caporale, GM |
| 10-Aug-2021 | Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations | Anderl, C; Caporale, GM |
| 2013 | The PPP hypothesis revisited: Evidence using a multivariate long-memory model | Caporale, GM; Gil-Alana, LA; Lovcha, Y |
| 2018 | The PPP Hypothesis Revisited: Evidence using a Multivariate Long-Memory Model | Caporale, GM; Gil-Alana, L; Lovcha, Y |
| 2010 | Testing PPP for the South African Rand/US Dollar exchange rate at different frequencies | Caporale, GM; Gil-Alana, LA |
| 2015 | Testing PPP for the South African rand/US dollar real exchange rate at different frequencies | Caporale, GM; Gil-Alana, L |
| Dec-2011 | A VAR analysis for the uncovered interest parity and the ex-ante purchasing power parity: the role of macroeconomic and financial information | Macchiarelli, C |