RDP 8711: Deviations from Purchasing Power Parity: The Australian Case References

Adrian Blundell-Wignall and Marilyn Thomas

September 1987

Adler, M. and B. Lehmann (1983), “Deviations from Purchasing Power Parity in the Long Run”, Journal of Finance, Vol. XXXVIII, No. 5, December.

Spencer, G.H. (1983), “Real Exchange Rate Adjustment to Exogenous Terms of Trade Shocks”, International Monetary Fund Staff Papers, Vol. 30. December.

White, H. (1980), “A Heteroskedasticity – Consistent Covariance Matrix Estimator and Direct Test for Heteroskedasticity”, Econometrica, Vol. 48.