Saltar al contenido principal

ETHNOS_APP

Inicio • Búsqueda • Revistas • Lista 0

The Distributed Impact of Price-Level Variation on Floating Exchange Rates

Datos Bibliográficos

ID19318968
AutoresJohn S Hodgson, Patricia Phelps, Patricia C Phelps
Año1975
Volumen57
Número1
Páginas58
Fecha de publicación1975-02-01
Peer ReviewedSí
Open AccessNo
TipoARTICLE
RevistaThe Review of Economics and Statistics (JOURNAL)
Identificadores de la revistaISSN: 0034-6535 • E-ISSN: 1530-9142
EditorialJSTOR (PUBLISHER)
DOI10.2307/1937863
OpenAlexW2020242236
IdiomaEN
Citas recibidas3
Referencias citadas3

T'HIS paper presents evidence on the shortrun characteristics of purchasing-power parity (PPP) theory when account is taken of the fact that the relationship between currency purchasing powers and exchange rates is distributed over time. Distributed-lag variants of PPP theory are tested using price-level data and exchange rates between fourteen foreign currencies and the United States dollar during the period of floating exchange rates in the early 1920's. The findings suggest that in most cases the major impact of price-level movements occurred within a few months following the initial disturbance, and that the distributed effects were largely dissipated within a year's time

Econometrics · Economics · Exchange rate · Floating exchange rate · Monetary economics · Variation (astronomy) · Global Financial Crisis and Policies · Market Dynamics and Volatility · Monetary Policy and Economic Impact

  • Purchasing Power Parity and the Pound-Dollar Rate in the 1930s

    Stephen Broadberry, S N Broadberry•Economica•1987

  • The Sterling Overvaluation in 1925. A Multilateral Approach

    Open Access•John Redmond•The Economic History Review•1984

  • Russian Monetary Policy and Industrialization, 1861-1913

    Open Access•Paul R Gregory, Paul Gregory et al.•The Journal of Economic History•1976

  • Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

    J Durbin•Econometrica•1970

  • The Purchasing-Power Parity Doctrine

    Bela Balassa•Journal of Political Economy•1964

  • The Monetary Experience of Belgium, 1914-1936

    Francois Cracco, H L Shepherd•The Economic Journal•1938

Obras citantes distintas3
Citas por año0,06
Intervalo de citas1976 - 1987 (12)
Velocidad de citaciónhistorical
Altamente citadoNo
Tipos de citaNeutras: 2
Ethnos_APP • Proyecto Open Source • Licencia MIT • Frontend v2.0.0 • Privacidad y Cookies • Documentación de la API: api.ethnos.app/docs • Código de la API: GitHub • DOI: 10.5281/zenodo.17049435 • Código del Frontend: GitHub • DOI: 10.5281/zenodo.17050053 • cruz.rio.br • Expectantes Misericordiae