Purchasing power parity: Modeling and testing mean reversion
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- Bleaney, Michael & Mizen, Paul, 1995. "Empirical Tests of Mean Reversion in Real Exchange Rates: A Survey," Bulletin of Economic Research, Wiley Blackwell, vol. 47(3), pages 171-95, July.
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- Michael R. Darby, 1983. "Movements in Purchasing Power Parity: The Short and Long Runs," NBER Chapters, in: The International Transmission of Inflation, pages 462-477 National Bureau of Economic Research, Inc.
- Pippenger, Michael K., 1993. "Cointegration tests of purchasing power parity: the case of Swiss exchange rates," Journal of International Money and Finance, Elsevier, vol. 12(1), pages 46-61, February.
- Rose, Andrew Kenan, 1988. " Is the Real Interest Rate Stable?," Journal of Finance, American Finance Association, vol. 43(5), pages 1095-1112, December.
- Craig S. Hakkio, 1992. "Is purchasing power parity a useful guide to the dollar?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 37-51.
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- Whitt, Joseph A, Jr, 1992. "The Long-Run Behavior of the Real Exchange Rate: A Reconsideration," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(1), pages 72-82, February.
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