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Systematic sampling and real exchange rates. (2000). Sarno, Lucio.
In: Review of World Economics (Weltwirtschaftliches Archiv).
RePEc:spr:weltar:v:136:y:2000:i:1:p:24-57.

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  1. Does purchasing power parity hold sometimes? Regime switching in real exchange rates. (2013). Yoon, Gawon ; Lee, Hwa-Taek.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:16:p:2279-2294.

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  2. Cointegration tests of purchasing power parity. (2013). Wallace, Frederick.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:149:y:2013:i:4:p:779-802.

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  3. Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets. (2011). Peel, David ; Paya, Ivan.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:31:y:2011:i:2:p:192-203.

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  4. Purchasing Power Parity analyzed through a continuous-time version of the ESTAR model. (2011). Nicolau, Jo o.
    In: Economics Letters.
    RePEc:eee:ecolet:v:110:y:2011:i:3:p:182-185.

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  5. Purchasing Power Parity Analyzed from a Continuous-Time Model. (2011). Nicolau, Jo o.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:15:y:2011:i:3:n:3.

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  6. Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies. (2010). Mittelhammer, Ron ; Liew, Venus ; Baharumshah, Ahmad Zubaidi.
    In: Global Economic Review.
    RePEc:taf:glecrv:v:39:y:2010:i:4:p:351-364.

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  7. Asymmetry dynamics in real exchange rates: New results on East Asian currencies. (2010). Liew, Venus ; Chowdhury, Ibrahim ; Baharumshah, Ahmad Zubaidi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:19:y:2010:i:4:p:648-661.

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  8. Can non-linear real shocks explain the persistence of PPP exchange rate disequilibria?. (2009). Sager, Michael ; Popescu, Adina ; Peltonen, Tuomas A..
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091073.

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  9. Productivity shocks and real exchange rate: a reappraisal. (2009). Sager, Michael ; Peltonen, Tuomas A..
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091046.

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  10. Asian real interest rates, nonlinear dynamics, and international parity. (2004). Holmes, Mark ; Maghrebi, Nabil.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:13:y:2004:i:4:p:387-405.

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  11. Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study. (2004). Taylor, Mark ; Sarno, Lucio ; Chowdhury, Ibrahim.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:23:y:2004:i:1:p:1-25.

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  12. Are there non linearities in US: Latin American real exchange behavior. (2002). Holmes, Mark.
    In: Estudios de Economia.
    RePEc:udc:esteco:v:29:y:2002:i:2:p:177-190.

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