Nonlinear mean reversion in real exchange ratesGeorgios E. Chortareas, George Kapetanios, Yongcheol Shin2002-11-01articleEconomics Letters102 citationsclosedNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactFinancial Markets and Investment StrategiesFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 102 citations exist upstream.References1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root1996The Purchasing Power Parity Puzzle1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2002Testing for a unit root in the nonlinear STAR framework1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1998The overvaluation of purchasing power parity1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*Cited by2008The asymmetric effects of oil shocks on output growth: A Markov–Switching analysis for the G-7 countries2003Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists2004The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests*2005Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India2006Purchasing Power Parity and Markov Regime Switching2005Regime (non)stationarity in the US/UK real exchange rate2013Exchange rate expectations of chartists and fundamentalists2014Heterogeneous expectations in the gold market: Specification and estimation