Hyeongwoo Kim, Ippei Fujiwara, Bruce E. Hansen and Masao Ogaki
"Purchasing Power Parity and the Taylor Rule"
Journal of Applied Econometrics, (2015)


Program and Data Files Zip file



Link to PDF File of Paper


Some of the above material is based upon work supported by the National Science Foundation under Grants No. SES-9022176, SES-9120576, SBR-9412339, and SBR-9807111. Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author(s), and do not necessarily reflect the views of the NSF.