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Productivity-Anchored Nonlinear Reversion in Long-Span Dollar Real Exchange Rates

https://doi.org/10.2139/ssrn.6880738
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THE DYNAMICS OF REAL EXCHANGE RATES: A RECONSIDERATION
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A century of purchasing power parity confirmed: The role of nonlinearity
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The real exchange rate in the long run: Balassa-Samuelson effects reconsidered
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Accounting for real exchange rates using micro-data
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The price of development: The Penn–Balassa–Samuelson effect revisited
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Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices
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Microeconomic sources of real exchange rate variation
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“The bigger they are, the harder they fall”: Retail price differences across U.S. cities
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Why is it so difficult to beat the random walk forecast of exchange rates?
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The overvaluation of purchasing power parity
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Purchasing power parity over two centuries?
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Purchasing power parity over two centuries: strengthening the case for real exchange rate stability
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Real exchange rate behavior
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Testing for a unit root in the nonlinear STAR framework
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Asymptotically Efficient Estimation of Cointegration Regressions
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Accounting for U.S. Real Exchange Rate Changes
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The Purchasing-Power Parity Doctrine: A Reappraisal
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Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries
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Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation
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Business Cycles and International Trade
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Exchange Rate Disconnect in General Equilibrium
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Testing Linearity Against Smooth Transition Autoregressive Models
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Non-linear Time Series
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Modelling Nonlinear Economic Relationships
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Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?*
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Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World
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Purchasing Power Parity
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Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price
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Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles
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TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS
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Facets of Balassa‐Samuelson Thirty Years Later*
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Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect?
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The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity
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The purchasing power parity and exchange‐rate economics half a century on
inferredcites →https://doi.org/10.1162/003355304772839605openalex-snapshot
The Effect of Fixed Exchange Rates on Monetary Policy
inferredcites →https://doi.org/10.1162/003465302317331973openalex-snapshot
A Century of Purchasing-Power Parity
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Measuring Market Integration: Foreign Exchange Arbitrage and the Gold Standard, 1879-1913
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The Purchasing Power Parity Debate
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Pricing-to-Market, Trade Costs, and International Relative Prices
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State of the Art Unit Root Tests and Purchasing Power Parity
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Co-Integration, Error and Purchasing Power Parity between Canada and the United States
inferredcites →https://doi.org/10.2307/1913236openalex-snapshot
Co-Integration and Error Correction: Representation, Estimation, and Testing
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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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Theoretical Notes on Trade Problems
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Purchasing Power Parity in the Long Run: A Test of the Dollar/Pound Exchange Rate (1890-1978)
inferredcites →https://doi.org/10.2307/2109358openalex-snapshot
Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model
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Microeconomic Adjustment Hazards and Aggregate Dynamics
inferredcites →https://doi.org/10.2307/2223329openalex-snapshot
Abnormal Deviations in International Exchanges
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Statistical Inference in Instrumental Variables Regression with I(1) Processes
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Dynamic (S, s) Economies
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A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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