Haircuts or hysteresis? Sources of movements in real exchange rates

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Distribution of the Estimators for Autoregressive Time Series with a Unit Root

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Testing for a unit root in time series regression

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Distribution of the Estimators for Autoregressive Time Series With a Unit Root

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Expectations and Exchange Rate Dynamics

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A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

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Small Menu Costs and Large Business Cycles: A Macroeconomic Model of Monopoly

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On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials

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How Wide is the Border?

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Persistent Trade Effects of Large Exchange Rate Shocks

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Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications

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Hysteresis, Import Penetration, and Exchange Rate Pass-Through

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Exchange Rates and Prices

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Inflation and Costs of Price Adjustment

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Pricing to market in Japanese manufacturing

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Real Exchange Rates under the Gold Standard

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Cointegration and Tests of Purchasing Power Parity

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Asymptotic Normality, When Regressors Have a Unit Root

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A Model of Exchange Rate Dynamics

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Are Prices too Sticky?

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Exchange Rate Dynamics with Sluggish Prices under Alternative Price-Adjustment Rules

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World Trade and Payments. An Introduction.

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Purchasing Power Parity Did Not Collapse during the 1970's

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Exchange Rates and Prices

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Co-Integration, Error and Purchasing Power Parity between Canada and the United States

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Hysteresis, menu costs, and pricing with random exchange rates

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An empirical examination of long-run purchasing power parity as theory of international commodity arbitrage

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Is the sticky price assumption reasonable for exchange rate models?

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Is real exchange rate variability caused by relative price changes? An empirical investigation

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A survey of recent empirical tests of the purchasing power parity hypothesis

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Aggregate price indexes, cointegration, and tests of the purchasing power parity hypothesis

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