Items where Author is "Sarno, L"

Journal Article

Taylor, M P and Peel, D and Sarno, L (2003) Nonlinear equilibrium correction in U.S. real money balances, 1869 - 1997. Journal of Money, Credit and Banking, 35 (5). pp. 787-799. ISSN 0022-2879

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