Mean reversion in real exchange rates: evidence and implications for forecasting

Author:

Jorion Philippe,Sweeney Richard J.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference29 articles.

1. Purchasing Power Parity in the long run;Abuah;Journal of Finance,1990

2. Deviations from Purchasing Power Parity in the long run;Adler;Journal of Finance,1983

3. Recursive and sequential tests of the unit root and trend break hypothesis: Theory and international evidence;Banerjee;Journal of Business Economics and Statistics,1992

4. What economists should know about unit root tests;Campbell;NBER Research Annual,1991

5. Does Purchasing Power Parity Work?;Darby,1982

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