References

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• 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
• 2003The Economics of Exchange Rates1,327 cited
• 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
• 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
• 2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks879 cited
• 2001Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?797 cited
• 2003Why is it so difficult to beat the random walk forecast of exchange rates?784 cited
• 1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
• 1918Abnormal Deviations in International Exchanges563 cited
• 1978Purchasing power parity557 cited
• 1995The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity403 cited
• 1976The Purchasing-Power-Parity Theory of Exchange Rates: A Review Article (Theorie de la parite des pouvoirs d'achat des taux de change: une etude) (La teoria de los tipos de cambio basados en la paridad del poder adquisitivo: Articulo de repaso)325 cited
• 2010Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates