Details about Chris Murray

Access statistics for papers by Chris Murray.

Last updated 2026-07-26. Update your information in the RePEc Author Service.

Short-id: pmu457

Working Papers

2017

1. Do Estimated Taylor Rules Suffer from Weak Identification?
   Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile.

2009

2. Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle
   MPRA Paper, University Library of Munich, Germany View citations (2)
   Also in University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics (2008) View citations (1)
   University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics (2003) View citations (1)
   See also Journal Article Median-unbiased estimation in DF-GLS regressions and the PPP puzzle, Applied Economics, Taylor & Francis Journals (2013) View citations (4) (2013)

2008

3. Inflation Persistence and the Taylor Principle
   MPRA Paper, University Library of Munich, Germany View citations (13)

2004

4. State of the Art Unit Root Tests and Purchasing Power Parity
   University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics View citations (19)
   Also in Macroeconomics, University Library of Munich, Germany (2003) View citations (10)
   See also Journal Article State of the Art Unit Root Tests and Purchasing Power Parity, Journal of Money, Credit and Banking, Blackwell Publishing (2005) View citations (81) (2005)

2000

5. State-Space Modeling of the Relationship Between Air Quality and Mortality
   Working Papers, University of Washington, Department of Economics View citations (2)
   Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (2000) View citations (2)
6. The Great Depression and Output Persistence
   Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington View citations (1)
   Also in Working Papers, University of Washington, Department of Economics (2000) View citations (2)
   See also Journal Article The Great Depression and Output Persistence, Journal of Money, Credit and Banking, Blackwell Publishing (2002) View citations (11) (2002)
7. The Purchasing Power Parity Persistence Paradigm
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (52)
   See also Journal Article The purchasing power parity persistence paradigm, Journal of International Economics, Elsevier (2002) View citations (197) (2002)

1999

8. Permanent and Transitory Nature of Recessions
   Working Papers, University of Washington, Department of Economics
   Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1999) View citations (1)

1998

9. Inference on Unit Roots and Trend Breaks in Macroeconomic Time Series
   Working Papers, University of Washington, Department of Economics View citations (9)
10. The Uncertain Trend in U.S. GDP
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington
    Also in Working Papers, University of Washington, Department of Economics (1998) View citations (17)
    Computational Economics, University Library of Munich, Germany (1997) View citations (3)
    See also Journal Article The uncertain trend in U.S. GDP, Journal of Monetary Economics, Elsevier (2000) View citations (70) (2000)

Journal Articles

2021

1. Air pollution, mortality, at-risk population, new entry and life expectancy of the frail elderly in three U.S. cities
   Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (4), 135-142

2015

2. MARKOV SWITCHING AND THE TAYLOR PRINCIPLE
   Macroeconomic Dynamics, 2015, 19, (4), 913-930 View citations (12)

2014

3. Median-unbiased estimation of structural change models: an application to real exchange rate persistence
   Applied Economics, 2014, 46, (27), 3300-3311 View citations (4)

2013

4. Median-unbiased estimation in DF-GLS regressions and the PPP puzzle
   Applied Economics, 2013, 45, (4), 455-464 View citations (4)
   See also Working Paper Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle, MPRA Paper (2009) View citations (2) (2009)

2005

5. Do Panels Help Solve the Purchasing Power Parity Puzzle?
   Journal of Business & Economic Statistics, 2005, 23, 410-415 View citations (49)
6. State of the Art Unit Root Tests and Purchasing Power Parity
   Journal of Money, Credit and Banking, 2005, 37, (2), 361-69 View citations (81)
   See also Working Paper State of the Art Unit Root Tests and Purchasing Power Parity, University of Cincinnati, Economics Working Papers Series (2004) View citations (19) (2004)
7. The purchasing power parity puzzle is worse than you think
   Empirical Economics, 2005, 30, (3), 783-790 View citations (52)

2004

8. The Great Depression and Output Persistence: A Reply to Papell and Prodan
   Journal of Money, Credit and Banking, 2004, 36, (3), 429-32 View citations (7)

2003

9. Cyclical Properties of Baxter-King Filtered Time Series
   The Review of Economics and Statistics, 2003, 85, (2), 472-476 View citations (92)

2002

10. Permanent and transitory components of recessions
    Empirical Economics, 2002, 27, (2), 163-183 View citations (63)
11. The Great Depression and Output Persistence
    Journal of Money, Credit and Banking, 2002, 34, (4), 1090-98 View citations (11)
    See also Working Paper The Great Depression and Output Persistence, Discussion Papers in Economics at the University of Washington (2000) View citations (1) (2000)
12. The purchasing power parity persistence paradigm
    Journal of International Economics, 2002, 56, (1), 1-19 View citations (197)
    See also Working Paper The Purchasing Power Parity Persistence Paradigm, Econometric Society World Congress 2000 Contributed Papers (2000) View citations (52) (2000)

2000

13. The Structure of Unemployment
    The Review of Economics and Statistics, 2000, 82, (2), 309-315 View citations (153)
14. The uncertain trend in U.S. GDP
    Journal of Monetary Economics, 2000, 46, (1), 79-95 View citations (70)
    See also Working Paper The Uncertain Trend in U.S. GDP, Discussion Papers in Economics at the University of Washington (1998) (1998)

Chapters

2006

1. PPP Persistence within Sectoral Real Exchange Rate Panels
   A chapter in Proceedings of the Conference on Human and Economic Resources, 2006, pp 388-398 View citations (1)