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Panel unit root tests and real exchange rates

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  • MacDonald, Ronald

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File URL: http://www.sciencedirect.com/science/article/B6V84-3VWPNX0-2/2/2d0f691132383062124dda1bedd37fb2
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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 50 (1996)
Issue (Month): 1 (January)
Pages: 7-11

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Handle: RePEc:eee:ecolet:v:50:y:1996:i:1:p:7-11

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Web page: http://www.elsevier.com/locate/ecolet

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  1. Jeffrey A. Frankel., 1987. "International Capital Flows and Domestic Economic Policies," Economics Working Papers 8739, University of California at Berkeley.
  2. Adler, Michael & Lehmann, Bruce, 1983. " Deviations from Purchasing Power Parity in the Long Run," Journal of Finance, American Finance Association, vol. 38(5), pages 1471-87, December.
  3. Quah, D., 1993. "Exploiting Cross Section Variation for Unit Root Inference in Dynamic Data," Papers 549, Stockholm - International Economic Studies.
  4. Robert J. Shiller & Pierre Perron, 1985. "Testing the Random Walk Hypothesis: Power versus Frequency of Observation," NBER Technical Working Papers 0045, National Bureau of Economic Research, Inc.
  5. Ken Froot & Kenneth Rogoff, . "Perspectives on PPP and Long-Run Real Exchange Rates," Working Paper 32027, Harvard University OpenScholar.
  6. Levin, Andrew & Lin, Chien-Fu & James Chu, Chia-Shang, 2002. "Unit root tests in panel data: asymptotic and finite-sample properties," Journal of Econometrics, Elsevier, vol. 108(1), pages 1-24, May.
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