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Non-Linear Mean Reversion in Real Exchange Rates: Towards a Solution of the Purchasing Power Parity Puzzles

Mark P. Taylor, David A. Peel and Lucio Sarno
Format
Book
Published
London : Centre for Economic Policy Research, 2001.
Language
English
Series
Discusson Paper / Centre for Economic Policy Research
International Macroeconomics
Discussion Paper (Centre for Economic Policy Research (Great Britain))
Description
32 p. ; 21 cm.
Notes
Includes bibliographical references.
Local Notes
VIVA Repository Copy 2014.
Series Statement
Discusson paper / Centre for Economic Policy Research, 0265-8003 ; no. 2658. International macroeconomics
Discussion paper (Centre for Economic Policy Research (Great Britain)) ; no. 2658
Technical Details
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    a| Foreign exchange rates.
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