Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles
Article first published online: 23 DEC 2001
2001 Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association
International Economic Review
Volume 42, Issue 4, pages 1015–1042, November 2001
How to Cite
Taylor, M. P., Peel, D. A. and Sarno, L. (2001), Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles. International Economic Review, 42: 1015–1042. doi: 10.1111/1468-2354.00144
- Issue published online: 23 DEC 2001
- Article first published online: 23 DEC 2001
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