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Real and nominal exchange rates in the long run: An empirical investigation

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References

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1990Purchasing Power Parity in the Long Run: A Cointegration Approach

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1993Long-run purchasing power parity during the recent float316 cited

2000Long-run PPP may not hold after all299 cited

1995Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model292 cited

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