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Eurostat. Purchasing power parities and gross domestic product in real terms : results 1985
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ISBN: 928258075X Year: 1988 Volume: vol *35 Publisher: Luxembourg Eurostat

Parités de pouvoir d'achat et dépenses réelles : résultats 1996.
Authors: ---
ISBN: 1280005742 9786610005741 9264080287 9264058230 Year: 1999 Publisher: Paris OCDE

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The purchasing power parities and real expenditures contained in this publication cover all 29 OECD Member countries, except Korea, and four non-member countries: Israel, Slovenia, the Slovak Republic and the Russian Federation. They are based on price and expenditure data for 1996 and have been calculated using the EKS aggregation method. International comparisons of price levels and real GDP can be made using the price and volume measures presented in this publication. Countries covered: Australia, Austria, Belgium, Canada, the Czech Republic, Denmark, Finland, France, Germany, Greece, Hunga


Book
Integration and Price Transmission in Key Food Commodity Markets in India
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Year: 2019 Publisher: Washington, D.C. : The World Bank,

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This paper examines patterns of market integration for food commodities in India. First, it tests the extent of domestic spatial market integration for retail and wholesale markets in 2006-14 and 2008-15, respectively, and looks at patterns of price transmission of shocks from international sources. Second, it measures vertical integration from wholesale to retail markets and tests for asymmetric speed of adjustment to shocks. Third, it examines the determinants of spatial integration. The results reveal that in India, food markets are imperfectly integrated across space, with the law of one price being systematically rejected, with heterogeneities across states and products. There is substantial co-movement between wholesale and retail prices, although integration is still imperfect in all commodities but one: rice, for which perfect vertical integration cannot be rejected. Retail prices adjust faster when wholesale prices rise than when wholesale prices fall. The analysis of the determinants of spatial integration reveals that prior to implementation of the Goods and Services Tax, the mere act of crossing a state border increased prices; unexploited gains from arbitrage persisted after considering the effects of transport costs; and information frictions and menu costs reduced market integration.

Eurostat-OECD methodological manual on purchasing power parities.
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ISBN: 9789264011328 9264011323 9786611746278 1281746274 9264011331 Year: 2006 Publisher: Paris : OECD,

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This manual explains the why, the how, and the when of the international price and volume comparisons of GDP organised by Eurostat and the OECD and it provides advice on the use and interpretation of PPP figures they publish.


Periodical
Purchasing power parities and real expenditures
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ISSN: 19962355 Year: 1980 Publisher: Paris : OECD

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Rapport périodique de l’OCDE/Eurostat présentant les calculs internationaux les plus récents en matière de parités de pouvoir d’achat pour l’OCDE, l’UE et quelques autres pays. Les données ont été calculées en appliquant la méthode d’agrégation EKS. Les mesures de volume et de prix présentées dans cette publication permettent de faire des comparaisons internationales des niveaux de prix et des PIB réels. Cette publication utilise les StatLinks ; sous chaque graphique et tableau, une adresse internet pointe vers la feuille de données Excel® contenant les données statistiques correspondantes.

Purchasing power parities and real expenditures. 2002 benchmark year./parites de pouvoir d'achat et depenses reelles. annee de reference 2002.
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ISBN: 128016932X 9786610169320 9264007520 9264007512 Year: 2004 Publisher: Paris Oecd. (Statistics/Statistiques)

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The purchasing power parities and real expenditures contained in this joint Eurostat-OECD publication cover 42 countries including the 30 OECD member countries, the 25 EU countries, Israel and the Russian Federation. They are based on price and expenditure data for 2002 and have been calculated using the EKS aggregation method.


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Essays on purchasing power parity, real exchange rate, and optimum currency areas
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ISBN: 9188514625 Year: 2000 Publisher: Göteborg Kompendiet


Book
Empirical Exchange Rate Models of the Nineties : Are Any Fit to Survive?
Authors: --- ---
ISBN: 1462300545 1451990480 1281601640 9786613782335 1451895941 Year: 2004 Publisher: Washington, D.C. : International Monetary Fund,

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We reassess exchange rate prediction using a wider set of models that have been proposed in the last decade. The performance of these models is compared against two reference specifications-purchasing power parity and the sticky-price monetary model. The models are estimated in first-difference and error-correction specifications, and model performance is evaluated at forecast horizons of 1, 4, and 20 quarters, using the mean squared error, direction of change metrics, and the "consistency" test of Cheung and Chinn (1998). Overall, model/specification/currency combinations that work well in one period do not necessarily work well in another period.


Book
Domestic Market Integration and the Law of One Price in Brazil
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ISBN: 1513510525 1513570137 151359236X Year: 2015 Publisher: Washington, D.C. : International Monetary Fund,

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This paper presents the first assessment domestic market integration in Brazil using the law of one price. The law of one price is tested using two panel unit root methodologies and a unique data set comprising price indices for 51 products across 11 metro-areas. We find that the law of one price holds for most tradable products and, not surprisingly, non-tradable products are found to be less likely to satisfy the law of one price. While these findings are consistent with evidence found for other countries, price convergence occurs very slowly in Brazil, suggesting relatively limited domestic market integration.

Comparisons of prices and real products in Latin America
Authors: ---
ISBN: 0444884092 1322472335 1483294587 Year: 1990 Volume: 194 Publisher: Amsterdam North-Holland

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