Mean reversion in real exchange rates
- 30 November 1994
- journal article
- Published by Elsevier BV in Economics Letters
- Vol. 46 (3), 251-256
- https://doi.org/10.1016/0165-1765(94)00486-2
Abstract
No abstract availableThis publication has 12 references indexed in Scilit:
- A Fractional Cointegration Analysis of Purchasing Power ParityJournal of Business & Economic Statistics, 1993
- Real Exchange Rates under the Gold StandardJournal of Political Economy, 1991
- Purchasing Power Parity in the Long RunThe Journal of Finance, 1990
- Real and nominal exchange rates in the long run: An empirical investigationJournal of International Economics, 1990
- Cointegration and Tests of Purchasing Power ParityThe Review of Economics and Statistics, 1988
- Cointegration and models of exchange rate determinationInternational Journal of Forecasting, 1987
- Does the exchange rate follow a random walk? A Monte Carlo study of four tests for a random walkJournal of International Money and Finance, 1986
- Deviations from Purchasing Power Parity in the Long RunThe Journal of Finance, 1983
- The collapse of purchasing power parities during the 1970'sEuropean Economic Review, 1981
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979