Investigating nonlinear purchasing power parity during the post-Bretton Woods era - a Bayesian exponential smooth transition VECM approach

Gefang, D (2008) Investigating nonlinear purchasing power parity during the post-Bretton Woods era - a Bayesian exponential smooth transition VECM approach. In: Bayesian Econometrics. Advances in Econometrics . Elsevier, London, New York and Amsterdam, pp. 471-500. ISBN 9781848553088