Nonlinear mean-reversion in real exchange rates: toward a solution to the purchasing power parity puzzles

Sarno, L and Peel, D and Taylor, M P (2001) Nonlinear mean-reversion in real exchange rates: toward a solution to the purchasing power parity puzzles. International Economic Review, 42 (4). pp. 1015-1042. ISSN 0020-6598

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Item Type:
Journal Article
Journal or Publication Title:
International Economic Review
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2000/2002
Subjects:
?? ECONOMICS AND ECONOMETRICS ??
ID Code:
44101
Deposited By:
Deposited On:
11 Jul 2011 18:10
Refereed?:
No
Published?:
Published
Last Modified:
17 Sep 2023 00:50