This paper has been announced in the following NEP Reports:

• NEP-ALL-2003-09-08 (All new papers)
• NEP-EEC-2003-09-08 (European Economics)
• NEP-ETS-2003-09-08 (Econometric Time Series)
• NEP-IFN-2003-09-08 (International Finance)

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    • Taylor, Mark P & Peel, David A & Sarno, Lucio, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1015-42, November.
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