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Volumn 20, Issue 1, 2005, Pages 79-98

Evidence on purchasing power parity from univariate models: The case of smooth transition trend-stationarity

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Indexed keywords


EID: 20744445697     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.772     Document Type: Article
Times cited : (28)

References (14)
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    • Transactions costs and non-linear adjustment in real exchange rates: An empirical investigation
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    • Understanding the disinflation in Australia, Canada and New Zealand using evidence from smooth transition analysis
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    • Tests for symmetric and asymmetric non-linear mean reversion in real exchange rates
    • Sollis R, Leybourne SJ, Newbold P. 2002. Tests for symmetric and asymmetric non-linear mean reversion in real exchange rates. Journal of Money, Credit and Banking 34: 686-700.
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