Modeling non-linearities in real effective exchange rates
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- Richard A. Meese & Andrew K. Rose, 1991.
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- Michael, Panos & Nobay, A Robert & Peel, David A, 1997.
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- Mizrach, B, 1992. "Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages S151-63, Suppl. De.
- Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June.
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- Stephen J. Leybourne & Paul Mizen,, . "Disinflation and Central Bank Independence in Australia, Canada and New Zealand: Evidence from Smooth Transition Analysis," Discussion Papers 97/6, University of Nottingham, School of Economics.
- Hsieh, David A, 1989. "Testing for Nonlinear Dependence in Daily Foreign Exchange Rates," The Journal of Business, University of Chicago Press, vol. 62(3), pages 339-68, July.
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