Mean reversion in real exchange rates
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference18 articles.
1. Purchasing power parity in the long run;Abuaf;Journal of Finance,1990
2. Deviations from purchasing power parity in the long run;Adler;Journal of Finance,1983
3. Cointegration and models of exchange rate determination;Baillie;International Journal of Forecasting,1987
4. A fractional cointegration analysis of purchasing power parity;Cheung;Journal of Business and Economic Statistics,1993
5. Cointegration and tests of purchasing power parity;Corbae;Review of Economics and Statistics,1988
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