Cointegration tests of purchasing power parity: the impact of non-traded goods
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- Backus, David K. & Smith, Gregor W., 1993.
"Consumption and real exchange rates in dynamic economies with non-traded goods,"
Journal of International Economics,
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- Mark, Nelson C., 1990. "Real and nominal exchange rates in the long run: An empirical investigation," Journal of International Economics, Elsevier, vol. 28(1-2), pages 115-136, February.
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- Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.
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