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Aggregation of Economic Indicators Across Countries

Aggregation of Economic Indicators Across Countries »

Source: Aggregation of Economic Indicators Across Countries : Exchange Rate versus PPP Based GDP Weights

Volume/Issue: 1992/36

Series: IMF Working Papers

Author(s): Marianne Schulze-Gattas , and Anne Gulde

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1992

ISBN: 9781451845396

Keywords: exchange rate, market exchange rates, market exchange rate

Relative GDP shares are frequently used as weights in aggregations. In order to ensure that these weights reflect countries’ shares in real output, GDP data in national currencies should be converted into a...

A Review of PPP-Adjusted GDP Estimation and its Potential Use for the Fund's Operational Purposes

A Review of PPP-Adjusted GDP Estimation and its Potential Use for the Fund's Operational Purposes »

Volume/Issue: 1995/18

Series: IMF Working Papers

Author(s): Nancy Wagner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1995

DOI: http://dx.doi.org/10.5089/9781451843613.001

ISBN: 9781451843613

Keywords: purchasing power parity, civil service

International comparison of economic aggregates, expressed in domestic currencies, requires their conversion into a common numeraire currency such as the U.S. dollar or the SDR. Since market (or official) exchange...

Aggregation of Economic Indicators Across Countries
			: Exchange Rate versus PPP Based GDP Weights

Aggregation of Economic Indicators Across Countries : Exchange Rate versus PPP Based GDP Weights »

Volume/Issue: 1992/36

Series: IMF Working Papers

Author(s): Marianne Schulze-Gattas , and Anne Gulde

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1992

DOI: http://dx.doi.org/10.5089/9781451845396.001

ISBN: 9781451845396

Keywords: exchange rate, market exchange rates, market exchange rate

Relative GDP shares are frequently used as weights in aggregations. In order to ensure that these weights reflect countries’ shares in real output, GDP data in national currencies should be converted into a...

Testing for Purchasing Power Parity in Cointegrated Panels

Testing for Purchasing Power Parity in Cointegrated Panels »

Volume/Issue: 2007/287

Series: IMF Working Papers

Author(s): Johan Lyhagen , Pär Österholm , and Mikael Carlsson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

DOI: http://dx.doi.org/10.5089/9781451868500.001

ISBN: 9781451868500

Keywords: Panel cointegration, Maximum likelihood, Fully modified OLS, Dynamic OLS, cointegration, statistics, econometrics

This paper applies the maximum likelihood panel cointegration method of Larsson and Lyhagen (2007) to test the strong PPP hypothesis using data for the G7 countries. This method is robust in several important dimen...

The Purchasing Power Parity Criterion for Stabilizing Exchange Rates

The Purchasing Power Parity Criterion for Stabilizing Exchange Rates »

Volume/Issue: 1989/52

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 June 1989

DOI: http://dx.doi.org/10.5089/9781451970166.001

ISBN: 9781451970166

Keywords: ppp, exchange rate, exchange rates, purchasing power parity, nominal exchange rate

The use of purchasing power parity as a basis of fixing exchange rates among industrial countries, as proposed by McKinnon, is discussed and contrasted with alternative interpretations of the PPP doctrine. Major po...

The Purchasing Power Parity Criterion for Stabilizing Exchange Rates

The Purchasing Power Parity Criterion for Stabilizing Exchange Rates »

Source: The Purchasing Power Parity Criterion for Stabilizing Exchange Rates

Volume/Issue: 1989/52

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 June 1989

ISBN: 9781451970166

Keywords: ppp, exchange rate, exchange rates, purchasing power parity, nominal exchange rate

The use of purchasing power parity as a basis of fixing exchange rates among industrial countries, as proposed by McKinnon, is discussed and contrasted with alternative interpretations of the PPP doctrine. Major po...

A Review of PPP-Adjusted GDP Estimation and its Potential Use for the Fund's Operational Purposes

A Review of PPP-Adjusted GDP Estimation and its Potential Use for the Fund's Operational Purposes »

Source: A Review of PPP-Adjusted GDP Estimation and its Potential Use for the Fund's Operational Purposes

Volume/Issue: 1995/18

Series: IMF Working Papers

Author(s): Nancy Wagner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1995

ISBN: 9781451843613

Keywords: purchasing power parity, civil service

International comparison of economic aggregates, expressed in domestic currencies, requires their conversion into a common numeraire currency such as the U.S. dollar or the SDR. Since market (or official) exchange...

Testing for Purchasing Power Parity in Cointegrated Panels

Testing for Purchasing Power Parity in Cointegrated Panels »

Source: Testing for Purchasing Power Parity in Cointegrated Panels

Volume/Issue: 2007/287

Series: IMF Working Papers

Author(s): Johan Lyhagen , Pär Österholm , and Mikael Carlsson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

ISBN: 9781451868500

Keywords: Panel cointegration, Maximum likelihood, Fully modified OLS, Dynamic OLS, cointegration, statistics, econometrics

This paper applies the maximum likelihood panel cointegration method of Larsson and Lyhagen (2007) to test the strong PPP hypothesis using data for the G7 countries. This method is robust in several important dimen...