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Cointegration tests of purchasing power parity: the impact of non-traded goods. (1997). Strauss, Jack ; Dutton, Marilyn.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:16:y:1997:i:3:p:433-444.

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  1. Food price convergence in Canada: A nonparametric nonlinear cointegration analysis. (2020). , Alan ; Alan, ; Lee, Shu Kam ; Woo, Kai Yin.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-19-00797.

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  2. Does purchasing power parity hold sometimes? Regime switching in real exchange rates. (2013). Yoon, Gawon ; Lee, Hwa-Taek.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:16:p:2279-2294.

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  3. Macroeconomic stability and the real interest rate: a cross-country analysis. (2010). Zampolli, Fabrizio ; Groth, Charlotta .
    In: Discussion Papers.
    RePEc:mpc:wpaper:0030.

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  4. Essays on infinite-variance stable errors and robust estimation procedures. (2010). Serttas, Fatma Ozgu.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:201001010800002742.

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  5. Cointegration and the stabilizing role of exchange rates. (2006). Post, Erik ; Alexius, Annika.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2006_008.

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  6. Purchasing Power Parity: Error Correction Models and Structural Breaks. (2002). Urrea, Rodrigo ; Zumaquero, Amalia.
    In: Open Economies Review.
    RePEc:kap:openec:v:13:y:2002:i:1:p:5-26.

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  7. Purchasing power parity in Brazil: a test for fractional cointegration. (2001). Alves, Denisard ; Denisard C. O. Alves, ; Fava, Vera Lucia .
    In: Applied Economics.
    RePEc:taf:applec:v:33:y:2001:i:9:p:1175-1185.

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  8. Long run real exchange rates: evidence from Mexico. (2001). Kakkar, Vikas.
    In: Economics Letters.
    RePEc:eee:ecolet:v:72:y:2001:i:1:p:79-85.

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  9. EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM. (2000). Westerhoff, Frank ; Lawrenz, Claudia .
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:325.

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  10. Panel unit root tests of purchasing power parity for price indices. (2000). Strauss, Jack ; Fleissig, Adrian R..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:19:y:2000:i:4:p:489-506.

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  11. Productivity differentials, the relative price of non-tradables and real exchange rates. (1999). Strauss, Jack.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:18:y:1999:i:3:p:383-409.

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  12. A test of purchasing power parity for emerging economies. (1999). Salehizadeh, Mehdi ; Taylor, Robert.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:9:y:1999:i:2:p:183-193.

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References

References cited by this document

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  22. Quantifying the uncertainty about the half-life of deviations from PPP. (2002). Zha, Tao ; Kilian, Lutz.
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