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Cointegration tests of purchasing power parity: the impact of non-traded goods

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Author Info
Dutton, Marilyn
Strauss, Jack
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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 16 (1997)
Issue (Month): 3 (June)
Pages: 433-444
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Handle: RePEc:eee:jimfin:v:16:y:1997:i:3:p:433-444

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Web page: http://www.elsevier.com/locate/inca/30443

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  1. Amalia Zumaquero & Rodrigo Urrea, 2002. "Purchasing Power Parity: Error Correction Models and Structural Breaks," Open Economies Review, Springer, vol. 13(1), pages 5-26, January. [Downloadable!] (restricted)
  2. Naka, Atsuyuki & Mukherjee, Tarun K. & Tufte, David R., 1998. "Macroeconomic variables and the performance of the Indian Stock Market," Working Papers 1998-06, University of New Orleans, Department of Economics and Finance. [Downloadable!]
  3. Alexius, Annika & Post, Erik, 2006. "Cointegration and the stabilizing role of exchange rates," Working Paper Series 2006:8, Uppsala University, Department of Economics. [Downloadable!]
  4. Frank Westerhoff & Claudia Lawrenz, 2000. "Explaining Exchange Rate Volatility With A Genetic Algorithm," Computing in Economics and Finance 2000 325, Society for Computational Economics. [Downloadable!]
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