The PPP hypothesis and structural breaks: the case of Mexico
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ahmad, Ahmad Hassan & Aworinde, Olalekan Bashir, 2016. "The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 144-159.
- repec:spr:laecrv:v:26:y:2017:i:1:d:10.1007_s40503-017-0042-9 is not listed on IDEAS
- Wallace, Frederick, 2015. "Price Indexes are a Problem for Testing PPP," MPRA Paper 65786, University Library of Munich, Germany.
- D. Ventosa-Santaulària & M. Gómez-Zaldívar & F. H. Wallace, 2015.
"The real exchange rate, regime changes and volatility shifts,"
Taylor & Francis Journals, vol. 47(24), pages 2445-2454, May.
- Daniel Ventosa-Santaularia & Frederick Wallace & Manuel Gomez-Zaldívar, 2013. "The Real Exchange Rate, Regime Changes and Volatility Shifts," Working papers DTE 551, CIDE, División de Economía.
More about this item
KeywordsPPP; Structural breaks; Mexico; Real exchange rate; F31; C22;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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