Purchasing power parity: Modeling and testing mean reversion
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- Diebold, Francis X & Husted, Steven & Rush, Mark, 1991.
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- Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
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