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Real exchange-rate prediction over long horizons

  • Mark, Nelson C.
  • Choi, Doo-Yull

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File URL: http://www.sciencedirect.com/science/article/pii/S0022-1996(96)01445-6
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Article provided by Elsevier in its journal Journal of International Economics.

Volume (Year): 43 (1997)
Issue (Month): 1-2 (August)
Pages: 29-60

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Handle: RePEc:eee:inecon:v:43:y:1997:i:1-2:p:29-60
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505552

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  25. Hsieh, David A., 1982. "The determination of the real exchange rate : The productivity approach," Journal of International Economics, Elsevier, vol. 12(3-4), pages 355-362, May.
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  30. Grilli, Vittorio & Kaminsky, Graciela, 1991. "Nominal exchange rate regimes and the real exchange rate : Evidence from the United States and Great Britain, 1885-1986," Journal of Monetary Economics, Elsevier, vol. 27(2), pages 191-212, April.
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  39. Francis X. Diebold & Steven Husted & Mark Rush, 1990. "Real exchange rates under the gold standard," Discussion Paper / Institute for Empirical Macroeconomics 32, Federal Reserve Bank of Minneapolis.
  40. Jegadeesh, Narasimhan, 1991. " Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K," Journal of Finance, American Finance Association, vol. 46(4), pages 1427-44, September.
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