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Details about David Papell

E-mail:
Homepage:http://www.uh.edu/~dpapell/
Postal address:Department of Economics 204 McElhinney University of Houston Houston, TX 77204
Workplace:Department of Economics, University of Houston, (more information at EDIRC)

Access statistics for papers by David Papell.

Last updated 2015-04-28. Update your information in the RePEc Author Service.

Short-id: ppa73


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Working Papers

2013

  1. (Taylor) Rules versus Discretion in U.S. Monetary Policy
    Working Papers, Department of Economics, University of Houston Downloads
  2. Markov Switching and the Taylor Principle
    Working Papers, Department of Economics, University of Houston Downloads
  3. Real-Time Historical Analysis of Monetary Policy Rules
    Working Papers, Department of Economics, University of Houston Downloads View citations (1)
  4. The (Un)Reliability of Real-Time Output Gap Estimates with Revised Data
    Working Papers, Department of Economics, Appalachian State University Downloads View citations (7)
    See also Journal Article in Economic Modelling (2013)

2012

  1. Taylor Rule Exchange Rate Forecasting During the Financial Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in NBER International Seminar on Macroeconomics (2013)
    Chapter (2012)

2011

  1. Convergence of Euro Area Inflation Rates
    Working papers, Banque de France Downloads View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (6)
    MPRA Paper, University Library of Munich, Germany (2010) Downloads

    See also Journal Article in Journal of International Money and Finance (2012)
  2. Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle
    Working papers, Banque de France Downloads
    Also in University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics (2003) Downloads View citations (1)
    MPRA Paper, University Library of Munich, Germany (2009) Downloads View citations (1)
    University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics (2008) Downloads

    See also Journal Article in Applied Economics (2013)

2009

  1. Taylor Rules and the Euro
    Emory Economics, Department of Economics, Emory University (Atlanta) Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2008) Downloads View citations (7)

    See also Journal Article in Journal of Money, Credit and Banking (2011)

2008

  1. Inflation Persistence and the Taylor Principle
    MPRA Paper, University Library of Munich, Germany Downloads View citations (12)

2006

  1. Are Real GDP Levels Trend, Difference, or Regime-Wise Trend Stationary? Evidence from Panel Data Tests Incorporating Structural Change
    Working Papers, Sam Houston State University, Department of Economics and International Business Downloads
    See also Journal Article in Southern Economic Journal (2007)

2004

  1. State of the Art Unit Root Tests and Purchasing Power Parity
    University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics Downloads View citations (19)
    Also in Macroeconomics, EconWPA (2003) Downloads View citations (10)

    See also Journal Article in Journal of Money, Credit and Banking (2005)

2003

  1. Convergence to Purchasing Power Parity at the Commencement of the Euro
    Macroeconomics, EconWPA Downloads View citations (5)
    Also in University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics (2003) Downloads View citations (4)

    See also Journal Article in Review of International Economics (2007)

2000

  1. The Purchasing Power Parity Persistence Paradigm
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (51)
    See also Journal Article in Journal of International Economics (2002)

1998

  1. The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads
    See also Journal Article in Journal of International Economics (2002)
  2. Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Working Papers, Tel Aviv (1996) View citations (1)

    See also Journal Article in Empirical Economics (2003)

1997

  1. International Trade and Structural Change
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    See also Journal Article in Journal of International Economics (1997)
  2. Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    Also in Working Papers, Tel Aviv (1996) View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) Downloads View citations (2)

    See also Journal Article in The Review of Economics and Statistics (1998)
  3. Structural Change and International Trade
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, Tel Aviv (1996) View citations (1)

1996

  1. Some Evidence on the Continuity of the Growth Process Among the G7 Countries
    Working Papers, Tel Aviv View citations (5)
    See also Journal Article in Economic Inquiry (2000)
  2. The Unit Root Hypothesis in Long-term Output: Evidence from Two Structural Breaks for 16 Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)

1995

  1. The Great War, The Great Crash and Steady State Growth: Some New Evidence an Old Stylized Fact
    Working Papers, Tel Aviv - the Sackler Institute of Economic Studies View citations (20)

1994

  1. The Great Wars, The Great Crash, and the Unit Root Hypothesis: Some New Evidence About an Old Stylized Fact
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1994) Downloads View citations (8)

1988

  1. EXPECTATIONS AND EXCHANGE RATE DYNAMICS AFTER A DECADE OF FLOATING
    Working Papers, Houston - Department of Economics View citations (11)
    See also Journal Article in Journal of International Economics (1988)
  2. IS THE SDR A COMPETITIVE ASSET?
    Working Papers, Houston - Department of Economics
  3. MONETARY POLICY IN THE UNITES STATES UNDER FLEXIBLE EXCHANGE RATES
    Working Papers, Houston - Department of Economics
    See also Journal Article in American Economic Review (1989)

1985

  1. Exchange Rate and Current Account Dynamics Under Rational Expectations: An Econometric Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in International Economic Review (1986)

1984

  1. Monetarist Monetary Policy, Exchange Risk, and Exchange Rate Variability
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

1983

  1. Activist Monetary Policy and Exchange Rate Overshooting: The Deutsche Mark/Dollar Rate
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Journal of International Money and Finance (1984)
  2. Activist Monetary Policy, Imperfect Capital Mobility, and the Overshooting Hypothesis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of International Economics (1985)

Journal Articles

2014

  1. Deviations from rules-based policy and their effects
    Journal of Economic Dynamics and Control, 2014, 49, (C), 4-17 Downloads View citations (10)
  2. Long run time series tests of constant steady-state growth
    Economic Modelling, 2014, 42, (C), 464-474 Downloads
  3. Median-unbiased estimation of structural change models: an application to real exchange rate persistence
    Applied Economics, 2014, 46, (27), 3300-3311 Downloads

2013

  1. Median-unbiased estimation in DF-GLS regressions and the PPP puzzle
    Applied Economics, 2013, 45, (4), 455-464 Downloads View citations (1)
    See also Working Paper (2011)
  2. Taylor Rule Exchange Rate Forecasting during the Financial Crisis
    NBER International Seminar on Macroeconomics, 2013, 9, (1), 55 - 97 Downloads View citations (2)
    See also Chapter (2012)
    Working Paper (2012)
  3. Taylor's Rule Versus Taylor Rules
    International Finance, 2013, 16, (1), 71-93 Downloads View citations (2)
  4. The (un)reliability of real-time output gap estimates with revised data
    Economic Modelling, 2013, 33, (C), 713-721 Downloads View citations (7)
    See also Working Paper (2013)

2012

  1. Convergence of Euro area inflation rates
    Journal of International Money and Finance, 2012, 31, (6), 1440-1458 Downloads View citations (16)
    See also Working Paper (2011)
  2. Taylor rules and the Great Inflation
    Journal of Macroeconomics, 2012, 34, (4), 903-918 Downloads View citations (9)
  3. The Statistical Behavior of GDP after Financial Crises and Severe Recessions
    The B.E. Journal of Macroeconomics, 2012, 12, (3), 1-31 Downloads View citations (12)

2011

  1. Taylor Rules and the Euro
    Journal of Money, Credit and Banking, 2011, 43, 535-552 View citations (24)
    See also Working Paper (2009)

2009

  1. Out-of-sample exchange rate predictability with Taylor rule fundamentals
    Journal of International Economics, 2009, 77, (2), 167-180 Downloads View citations (122)

2008

  1. Taylor rules with real-time data: A tale of two countries and one exchange rate
    Journal of Monetary Economics, 2008, 55, (Supplement 1), S63-S79 Downloads View citations (75)

2007

  1. Are Real GDP Levels Trend, Difference, or Regime-Wise Trend Stationary? Evidence from Panel Data Tets Incorporating Structural Change
    Southern Economic Journal, 2007, 74, (1), 104-113 View citations (3)
    See also Working Paper (2006)
  2. Convergence to Purchasing Power Parity at the Commencement of the Euro
    Review of International Economics, 2007, 15, (1), 1-16 Downloads View citations (42)
    See also Working Paper (2003)
  3. Purchasing power parity and country characteristics: Evidence from panel data tests
    Journal of Development Economics, 2007, 83, (1), 240-251 Downloads View citations (39)
  4. RESTRICTED STRUCTURAL CHANGE AND THE UNIT ROOT HYPOTHESIS
    Economic Inquiry, 2007, 45, (4), 834-853 Downloads View citations (20)

2006

  1. Additional Evidence of Long-Run Purchasing Power Parity with Restricted Structural Change
    Journal of Money, Credit and Banking, 2006, 38, (5), 1329-1349 Downloads View citations (58)
  2. Testing for Purchasing Power Parity using stationary covariates
    Applied Financial Economics, 2006, 16, (1-2), 29-39 Downloads View citations (29)
  3. The Panel Purchasing Power Parity Puzzle
    Journal of Money, Credit and Banking, 2006, 38, (2), 447-467 Downloads View citations (21)

2005

  1. Do Panels Help Solve the Purchasing Power Parity Puzzle?
    Journal of Business & Economic Statistics, 2005, 23, 410-415 Downloads View citations (35)
  2. State of the Art Unit Root Tests and Purchasing Power Parity
    Journal of Money, Credit and Banking, 2005, 37, (2), 361-69 View citations (64)
    See also Working Paper (2004)
  3. The purchasing power parity puzzle is worse than you think
    Empirical Economics, 2005, 30, (3), 783-790 Downloads View citations (31)

2004

  1. The Uncertain Unit Root in U.S. Real GDP: Evidence with Restricted and Unrestricted Structural Change
    Journal of Money, Credit and Banking, 2004, 36, (3), 423-27 View citations (35)

2003

  1. Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks
    Empirical Economics, 2003, 28, (2), 303-319 Downloads View citations (76)
    See also Working Paper (1998)

2002

  1. Purchasing Power Parity under the Gold Standard
    Southern Economic Journal, 2002, 69, (1), 72-91 View citations (7)
  2. The great appreciation, the great depreciation, and the purchasing power parity hypothesis
    Journal of International Economics, 2002, 57, (1), 51-82 Downloads View citations (60)
    See also Working Paper (1998)
  3. The purchasing power parity persistence paradigm
    Journal of International Economics, 2002, 56, (1), 1-19 Downloads View citations (142)
    See also Working Paper (2000)

2001

  1. The Choice of Numeraire Currency in Panel Tests of Purchasing Power Parity
    Journal of Money, Credit and Banking, 2001, 33, (3), 790-803 View citations (82)

2000

  1. Some Evidence on the Continuity of the Growth Process among the G-7 Countries
    Economic Inquiry, 2000, 38, (2), 320-30 View citations (13)
    See also Working Paper (1996)
  2. The Structure of Unemployment
    The Review of Economics and Statistics, 2000, 82, (2), 309-315 Downloads View citations (93)

1999

  1. Convergence of international output Time series evidence for 16 OECD countries
    International Review of Economics & Finance, 1999, 8, (3), 267-280 Downloads View citations (60)
  2. Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarity
    Journal of International Money and Finance, 1999, 18, (5), 751-768 Downloads View citations (32)

1998

  1. Exchange rate determination and inflation in Southeast Asian countries
    Journal of Development Economics, 1998, 55, (2), 421-437 Downloads View citations (11)
  2. Increasing evidence of purchasing power parity over the current float
    Journal of International Money and Finance, 1998, 17, (1), 41-50 Downloads View citations (76)
  3. Quasi Purchasing Power Parity
    International Journal of Finance & Economics, 1998, 3, (4), 279-89 Downloads View citations (92)
  4. Slowdowns And Meltdowns: Postwar Growth Evidence From 74 Countries
    The Review of Economics and Statistics, 1998, 80, (4), 561-571 Downloads View citations (66)
    See also Working Paper (1997)

1997

  1. Cointegration and exchange rate dynamics
    Journal of International Money and Finance, 1997, 16, (3), 445-459 Downloads View citations (8)
  2. Inflation Convergence within the European Union: A Panel Data Analysis
    International Journal of Finance & Economics, 1997, 2, (3), 189-98 Downloads View citations (29)
  3. International trade and structural change
    Journal of International Economics, 1997, 43, (3-4), 513-523 Downloads View citations (22)
    See also Working Paper (1997)
  4. Is There a Unit Root in the Inflation Rate? Evidence from Sequential Break and Panel Data Models
    Journal of Applied Econometrics, 1997, 12, (4), 435-44 Downloads View citations (82)
  5. Multiple Trend Breaks And The Unit-Root Hypothesis
    The Review of Economics and Statistics, 1997, 79, (2), 212-218 Downloads View citations (486)
  6. Searching for stationarity: Purchasing power parity under the current float
    Journal of International Economics, 1997, 43, (3-4), 313-332 Downloads View citations (268)

1996

  1. Are U.S. regional incomes converging? Some further evidence
    Journal of Monetary Economics, 1996, 38, (3), 587-598 Downloads View citations (56)

1995

  1. Real exchange rates under the gold standard: can they be explained by the trend break model?
    Journal of International Money and Finance, 1995, 14, (4), 539-548 Downloads View citations (25)
  2. The great wars, the great crash, and steady state growth: Some new evidence about an old stylized fact
    Journal of Monetary Economics, 1995, 36, (3), 453-475 Downloads View citations (65)
  3. Trend Breaks and the Unit-Root Hypothesis for Newly Industrializing and Newly Exporting Countries
    Review of International Economics, 1995, 3, (3), 264-74 View citations (5)

1994

  1. Exchange Rates and Prices: An Empirical Analysis
    International Economic Review, 1994, 35, (2), 397-410 Downloads View citations (10)
  2. Monetary policy in Japan: Internal or external targets?
    Japan and the World Economy, 1994, 6, (4), 359-374 Downloads

1992

  1. Can equilibrium models explain nominal exchange regime non-neutrality? Evidence from the European monetary system
    Journal of International Money and Finance, 1992, 11, (1), 96-106 Downloads View citations (1)
  2. Exchange rate and price dynamics under adaptive and rational expectations: An empirical analysis
    Journal of International Money and Finance, 1992, 11, (4), 382-396 Downloads View citations (1)

1991

  1. Chaos Theory and Microeconomics: An Application to Model Specification and Hedonic Estimation
    The Review of Economics and Statistics, 1991, 73, (2), 208-15 Downloads View citations (5)

1989

  1. Monetary Policy in the United States under Flexible Exchange Rates
    American Economic Review, 1989, 79, (5), 1106-16 Downloads View citations (8)
    See also Working Paper (1988)

1988

  1. About Two Marks: Refugees and the Exchange Rate before the Berlin Wall
    American Economic Review, 1988, 78, (3), 531-42 Downloads
  2. Expectations and exchange rate dynamics after a decade of floating
    Journal of International Economics, 1988, 25, (3-4), 303-317 Downloads View citations (15)
    See also Working Paper (1988)

1986

  1. Exchange Rate and Current Account Dynamics under Rational Expectations: An Econometric Analysis
    International Economic Review, 1986, 27, (3), 583-600 Downloads
    See also Working Paper (1985)

1985

  1. Activist monetary policy, imperfect capital mobility, and the overshooting hypothesis
    Journal of International Economics, 1985, 18, (3-4), 219-240 Downloads View citations (3)
    See also Working Paper (1983)

1984

  1. Activist monetary policy and exchange-rate overshooting: The Deutsche mark/dollar rate
    Journal of International Money and Finance, 1984, 3, (3), 293-310 Downloads View citations (3)
    See also Working Paper (1983)
  2. Anticipated and unanticipated disturbances: The dynamics of the exchange rate and the current account
    Journal of International Money and Finance, 1984, 3, (2), 179-193 Downloads

Chapters

2012

  1. Taylor Rule Exchange Rate Forecasting during the Financial Crisis
    A chapter in NBER International Seminar on Macroeconomics 2012, 2012, pp 55-97 Downloads View citations (4)
    See also Journal Article in NBER International Seminar on Macroeconomics (2013)
    Working Paper (2012)

Software Items

 
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