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Article
Title:
Threshold Cointegration and the PPP Hypothesis
Authors:
Pedro Gouveia
(
U Algarve
)
Paulo M. M. Rodrigues
(
U Algarve
)
Journal:
Journal Of Applied Statistics
Year:
2004
Volume:
31
Pages:
115-127
JEL codes:
C32 - Time-Series Models
F31 - Foreign Exchange
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