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Testing For Purchasing Power Parity And Uncovered Interest Parity In The Presence Of Monetary And Exchange Rate Regime Shifts

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  • Miguel Lacerda
  • Johannes W. Fedderke
  • Linda M. Haines

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Bibliographic Info

Article provided by Economic Society of South Africa in its journal South African Journal of Economics.

Volume (Year): 78 (2010)
Issue (Month): 4 (December)
Pages: 363-382

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Handle: RePEc:bla:sajeco:v:78:y:2010:i:4:p:363-382

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Cited by:
  1. Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012. "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers 201204, University of Pretoria, Department of Economics.
  2. Riane de Bruyn & Rangan Gupta & Lardo stander, 2011. "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Working Papers 201134, University of Pretoria, Department of Economics.
  3. Alun H. Thomas, 2012. "Exchange Rate and Foreign Interest Rate Linkages for Sub-Saharan Africa Floaters," IMF Working Papers 12/208, International Monetary Fund.

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