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Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model. (1995). juselius, katarina.
In: Journal of Econometrics.
RePEc:eee:econom:v:69:y:1995:i:1:p:211-240.

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  10. Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union. (2020). Krištoufek, Ladislav ; Ferreira, Paulo.
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  17. Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina.
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  21. The Credibility of a Soft Pegged Exchange Rate in Emerging Market Economies: Evidence from a Panel Data Study. (2017). Cuestas, Juan ; Abu Asab, Nora.
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    In: Economics - The Open-Access, Open-Assessment E-Journal.
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  38. On the Joint Test of the Uncovered Interest Parity and the Ex-ante Purchasing Power Parity. (2013). Macchiarelli, Corrado.
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  44. Assessing the international parity conditions and transmission mechanism for Malaysia-China. (2012). Chan, Tze-Haw.
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  45. Purchasing Power Parity between the UK and the Euro Area. (2012). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
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  47. A structural VARX modelling of international parities between China and Japan in the liberalization era. (2012). Chan, Tze-Haw ; Hooy, Chee-Wooi ; Baharumshah, Ahmad Zubaidi.
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  48. A Risk-Driven Approach to Exchange-Rate Modelling. (2011). Welfe, Aleksander ; Keblowski, Piotr .
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  50. A structural modeling of exchange rate, prices and interest rates between Malaysia-China in the liberalization era. (2011). Chan, Tze-Haw.
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  51. On the Role of Theory and Evidence in Macroeconomics. (2011). Juselius, Katarina.
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  52. Does the Law of One Price Hold in a High-Inflation Environment? A Tale of Two Cities in Turkey. (2011). Siliverstovs, Boriss ; Akkoyunlu, Sule.
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  53. Bond market co-movements, expected inflation and the equilibrium real exchange rate. (2011). Macchiarelli, Corrado.
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  54. A VAR analysis for the uncovered interest parity and the ex-ante purchasing power parity: the role of macroeconomic and financial information. (2011). Macchiarelli, Corrado.
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    In: Central European Journal of Economic Modelling and Econometrics.
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  57. New trade theory, non-price competitiveness and export performance. (2010). Athanasoglou, Panayiotis ; Bardaka, Ioanna .
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  58. Does the Law of One Price Hold in a High-Inflation Environment?. (2010). Siliverstovs, Boriss ; Akkoyunlu, Sule.
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  60. Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate. (2010). juselius, katarina ; Johansen, Soren ; Frydman, Roman ; Goldberg, Michael .
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  61. New trade theory, non-price competitiveness and export performance. (2010). Athanasoglou, Panayiotis ; Bardaka, Ioanna C..
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  62. External Macroeconomic Factors and the Link between Short? and Long?Run European Interest Rates: A Note. (2009). Tamarit, Cecilio ; Ordóñez, Javier ; Camarero, Mariam ; Ordoez, Javier.
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  64. Analysis of the Relationship Between the Exchange Rate Policy of the Russian Central Bank and the Interest Rates: Uncovered and Covered Parity. (2009). Sokolov, Vladimir ; Ulyukaev, Alexey ; Gurvich, Evsey.
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  65. Further evidence on the Real Interest Rate Parity hypothesis in Central and Eastern European Countries: unit roots and nonlinearities. (2009). Cuestas, Juan.
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  66. Linking global economic dynamics to a South African-specific credit risk correlation model. (2009). GUPTA, RANGAN ; van Eyden, Renee ; de Wet, Albertus H..
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  67. TESTING THE MODIFIED-COMBINED PPP AND UIP HYPOTHESIS IN SOUTH ASIAN ECONOMIES. (2009). Rashid, Abdul.
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  68. THE ECONOMICS OF THE UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS. (2009). Fendoglu, Salih ; Ardic, Oya ; Alper, C. Emre.
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  69. A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings. (2009). juselius, katarina ; Johansen, Soren ; Frydman, Roman ; Goldberg, Michael D..
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  70. International parity relations between Poland and Germany: a cointegrated VAR approach. (2008). Stazka-Gawrysiak, Agnieszka.
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  71. Testing international parity hypothesis in a multivariate identified co-integrating system: the Turkish evidence. (2008). KORAP, LEVENT ; Levent, Korap .
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  72. A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings. (2008). juselius, katarina ; Johansen, Soren ; Goldberg, Michael D. ; Frydman, Roman .
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  73. Money, Income and Inflation in Equilibrium – The Case of Greece. (2008). Karpetis, Christos.
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  74. Money, Income and Inflation in Equilibrium – The Case of Greece. (2008). Karpetis, Christos .
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  75. Testing the forward rate unbiasedness hypothesis during the 1920s. (2008). Kouretas, Georgios ; Georgoutsos, Dimitris ; Diamandis, Panayiotis F..
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  76. Foreign exchange intervention and equilibrium real exchange rates. (2008). Sideris, Dimitrios.
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  77. Price and Non - Price Competitiveness of Exports of Manufactures. (2008). Athanasoglou, Panayiotis ; Bardaka, Ioanna C..
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  78. Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939. (2008). Sideris, Dimitrios.
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  79. COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE. (2008). Kouretas, Georgios ; Constantinou, Eleni ; Kazandjian, Avo ; Tahmazian, Vera.
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  80. A portfolio balance approach to the Canadian–U.S. exchange rate. (2007). Cushman, David.
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  81. Long range dependence and the purchasing power parity (in Russian). (2007). Obrezkov, Oleg.
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  82. Modeling purchasing power parity using co-integration: evidence from Turkey. (2007). KORAP, LEVENT ; Levent, Korap .
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  83. A portfolio balance approach to the Canadian-U.S. exchange rate. (2007). Cushman, David.
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  84. A multimarket approach to estimate a New Keynesian Phillips Curve. (2007). Tena, Juan de Dios ; Dresdner, Jorge ; ARAYA, IVAN.
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  86. Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period. (2006). Bevilacqua, Franco .
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  87. Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period. (2006). Bevilacqua, Franco .
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  88. Purchasing Power Parity in economies in transition: evidence from Central and East European countries. (2006). Sideris, Dimitrios.
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    RePEc:hhs:oruesi:2012_006.

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  2. The PPP hypothesis in the US/China relationship. Fractional integration, time variation and data frequency. (2011). Gil-Alana, Luis ; Liang, Jiang .
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1311.

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  3. Examining nonlinear dynamics of exchange rates and forecasting performance based on the exchange rate parity of four Asian economies. (2011). Liang, Chin-Chia ; Yeh, Ming-Liang ; Lin, Jeng-Bau .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:23:y:2011:i:2:p:79-85.

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  4. Productivity and per capita GDP growth: The role of the forgotten factors. (2011). Salotti, Simone ; Marattin, Luigi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:1219-1225.

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  5. Productivity and per capita GDP growth: the role of the forgotten factors. (2010). Salotti, Simone ; Marattin, Luigi.
    In: MPRA Paper.
    RePEc:pra:mprapa:29294.

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  6. Non-linearities in the relation between the exchange rate and its fundamentals. (2010). De Grauwe, Paul ; Altavilla, Carlo ; Carlo Altavilla , ; DeGrauwe, Paul.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:1:p:1-21.

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  7. Oil price fluctuations and U.S. dollar exchange rates. (2010). Mollick, Andre ; Lizardo, Radhames A..
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:399-408.

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  8. A Note on Productivity and Per Capita GDP Growth: the Role of the Forgotten Factors. (2009). Salotti, Simone ; Marattin, Luigi.
    In: Working Papers.
    RePEc:bol:bodewp:667.

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  9. The (Un-) Stable Relationship between The Exchange rate and its Fundamentals. (2006). Altavilla, Carlo.
    In: Discussion Papers.
    RePEc:prt:dpaper:6_2006.

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  10. The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion. (2006). Fildes, Robert.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:3:p:415-432.

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  11. Evidence of non-linearities in the bilateral real exchange rates of the British pound. (2005). Asseery, Ahmed.
    In: International Economic Journal.
    RePEc:taf:intecj:v:19:y:2005:i:1:p:63-90.

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  12. Error Correction Exchange Rate Modeling for Mexico: 1980 – 2001. (2005). Lopez, Jose ; Fullerton, Thomas.
    In: International Journal of Applied Econometrics and Quantitative Studies.
    RePEc:eaa:ijaeqs:v:2:y2005:i:3_1.

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  13. Non-Linearities in the Relation between the Exchange Rate and its Fundamentals. (2005). De Grauwe, Paul ; Altavilla, Carlo ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1561.

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  14. Error Correction Exchange Rate Modeling Evidence for Mexico. (2004). Fullerton, Thomas ; CALDERON VILLARREAL, Cuauhtemoc ; Hattori, Miwa .
    In: International Finance.
    RePEc:wpa:wuwpif:0406001.

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  15. Fractional cointegration, low frequency dynamics and long-run purchasing power parity: an analysis of the Australian dollar over its recent float. (2004). Masih, Abul ; A. Mansur M. Masih, .
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:6:p:593-605.

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  16. The stochastic implications of rent maximization: an application to stumpage rates for timber in British Columbia. (2004). Paarsch, Harry ; Haley, Ryan M..
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:19:y:2004:i:1:p:25-48.

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  17. Testing the monetary model of exchange rate determination: a closer look at panels. (2004). Wohar, Mark ; Rapach, David E..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:23:y:2004:i:6:p:867-895.

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  18. The Validity of PPP Theory in ASEAN-Five: Another Look on Cointegration and Panel Data Analysis. (2003). Yusop, Zulkornain ; Poon, Wai-Ching ; Habibullah, Muzafar Shah ; Choong, Chee-Keong.
    In: International Trade.
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  19. Testing Purchasing Power Parity: results from a new foreign exchange market. (2003). Apergis, Nicholas.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:2:p:91-95.

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  20. Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes. (2003). Wohar, Mark ; Valente, Giorgio ; Sarno, Lucio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3983.

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  21. Does the Australian dollar real exchange rate display mean reversion. (2002). Olekalns, Nilss ; Henry, Ólan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:5:p:651-666.

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  22. The stock market and the ringgit exchange rate: a note. (2002). Masih, Abul ; Baharumshah, Ahmad Zubaidi ; Azali, M. ; M. Masih, A. Mansur, .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:14:y:2002:i:4:p:471-486.

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  23. Testing the monetary model of exchange rate determination: new evidence from a century of data. (2002). Wohar, Mark ; Rapach, David E..
    In: Journal of International Economics.
    RePEc:eee:inecon:v:58:y:2002:i:2:p:359-385.

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  24. BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL. (2001). Martin, Gael.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:20:y:2001:i:2:p:217-234.

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  25. Error correction exchange rate modeling: Evidence for Mexico. (2001). Fullerton, Thomas ; CALDERON VILLARREAL, Cuauhtemoc ; Hattori, Miwa .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:25:y:2001:i:3:p:358-368.

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  26. The real-interest-differential model after 20 years. (2001). Isaac, Alan G ; de Mel, Suresh.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:4:p:473-495.

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  27. Long-run PPP may not hold after all. (2000). Engel, Charles.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:51:y:2000:i:2:p:243-273.

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  28. Exchange rate overshooting in Turkey. (2000). Kara, Orhan ; Bahmani-Oskooee, Mohsen.
    In: Economics Letters.
    RePEc:eee:ecolet:v:68:y:2000:i:1:p:89-93.

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  29. The Real Interest Differential Model after Twenty Years. (1999). Isaac, Alan G ; de Mel, Suresh.
    In: International Finance.
    RePEc:wpa:wuwpif:9907002.

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  30. The Applied Cointegration Analysis for the Open Economy: A Critical Review. (1999). Kang, Heejoon.
    In: Open Economies Review.
    RePEc:kap:openec:v:10:y:1999:i:3:p:325-346.

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  31. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
    In: Working Papers.
    RePEc:udb:wpaper:0050.

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  32. Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations. (1998). McKenzie, Colin ; Lim, Guay.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:8:y:1998:i:2:p:181-190.

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  33. The long-run nominal exchange rate: specification and estimation issues. (1998). Razzak, Weshah ; Grennes, Thomas.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:1998/05.

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  34. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0050.

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  35. Monetary-based models of the exchange rate: a panel perspective. (1998). MacDonald, Ronald ; Husted, Steven.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:8:y:1998:i:1:p:1-19.

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  36. Nonstationarity of Real Exchange Rates in the G7 Countries: Are They Cointegrated with Real Variables?,. (1997). KAWAI, Masahiro ; Ohara, Hidetaka.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:11:y:1997:i:4:p:523-547.

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  37. Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era. (1997). Melick, Will ; Gagnon, Joseph ; Edison, Hali.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:16:y:1997:i:1:p:1-17.

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  38. Long-Run PPP May Not Hold After All. (1996). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5646.

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  39. Real disturbances, relative prices and purchasing power parity. (1996). Dibooglu, Selahattin.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:18:y:1996:i:1:p:69-87.

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  40. Purchasing power parity and unit root tests using panel data. (1996). Oh, Keun-Yeob.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:15:y:1996:i:3:p:405-418.

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  41. Maximum likelihood estimation of cointegration in exchange rate models for seven inflationary OECD countries. (1996). Thorgeirsson, Thorsteinn ; Cushman, David ; Lee, Sang Sub.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:15:y:1996:i:3:p:337-368.

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  42. Purchasing power parity, unit roots, and dynamic structure. (1996). Steigerwald, Douglas.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:2:y:1996:i:4:p:343-357.

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  43. Real Disturbances, Relative Prices, and Purchasing Power Parity. (1995). Dibooglu, Selahattin.
    In: International Finance.
    RePEc:wpa:wuwpif:9502002.

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  44. Real shocks and real exchange rates in really long-term data. (1995). Rogers, John.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:493.

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  45. Haircuts or hysteresis? Sources of movements in real exchange rates. (1995). Rogers, John ; Jenkins, Michael .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:38:y:1995:i:3-4:p:339-360.

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  46. Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model. (1995). juselius, katarina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:69:y:1995:i:1:p:211-240.

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  47. Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era. (1994). Melick, Will ; Gagnon, Joseph ; Edison, Hali.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:465.

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  48. Séries codépendantes : application à l’hypothèse de parité du pouvoir d’achat. (1992). peaucelle, irina ; gourieroux, christian.
    In: L'Actualité Economique.
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  49. Ex ante purchasing power parity: An empirical note. (1991). Fiorentini, Riccardo.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:127:y:1991:i:2:p:343-355.

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  50. Wages and prices in Europe: A test of the German leadership thesis. (1990). artis, michael ; Nachane, Dilip.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:126:y:1990:i:1:p:59-77.

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