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Generalized long memory and mean reversion of the real exchange rate. (2010). Smallwood, Aaron ; Norrbin, Stefan.
In: Applied Economics.
RePEc:taf:applec:v:42:y:2010:i:11:p:1377-1386.

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  4. Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates. (2020). McAleer, Michael ; Allen, David ; David, Allen ; Shelton, Peiris ; Manabu, Asai .
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  5. Real Exchange Rate Persistence and Country Characteristics. (2017). Velic, Adnan ; Curran, Michael.
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  6. Real Exchange Rate Persistence and Country Characteristics. (2016). Velic, Adnan ; Curran, Michael.
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  7. Purchasing power parity-symmetry and proportionality: Evidence from 116 countries. (2015). Arize, Augustine C. ; Ghosh, Dilip ; Malindretos, John.
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  8. Generalized long memory and mean reversion of the real exchange rate. (2010). Smallwood, Aaron ; Norrbin, Stefan.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:11:p:1377-1386.

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  9. Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies. (2010). Österholm, Pär ; Hjalmarsson, Erik ; Osterholm, Par.
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  10. Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity. (2010). Shimotsu, Katsumi ; Okimoto, Tatsuyoshi.
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  11. Likelihood based testing for no fractional cointegration. (2010). Łasak, Katarzyna ; Lasak, Katarzyna .
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  12. PURCHASING POWER PARITY IN LESS?DEVELOPED AND TRANSITION ECONOMIES: A REVIEW PAPER. (2009). Hegerty, Scott ; Bahmani-Oskooee, Mohsen.
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  13. Argentinean real exchange rate 1900-2006, test purchasing power parity theory. (2008). Dal Bianco, Marcos.
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  15. Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model. (2008). Smallwood, Aaron.
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  16. Maximum likelihood estimation of fractionally cointegrated systems. (2008). Łasak, Katarzyna.
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  18. Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity. (2007). Shimotsu, Katsumi ; Okimoto, Tatsuyoshi.
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  19. The Changing Dynamics of the East Asian Real Exchange Rates after the Financial Crisis: Further Evidence on Mean Reversion. (2007). Chan, Tze-Haw ; Baharumshah, Ahmad Zubaidi ; Aggarwal, Raj.
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