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- W1602629299 abstract "Utilizing formal nonlinear unit root test (Sarno, The behavior of US public debt: a nonlinear perspective. Economics Letters 2001: 119 – 125), this study provides robust evidence of nonlinear mean reversion in the real exchange rates of 4 major ASEAN countries. We conclude that the bulk of the evidence based on conventional unit root tests may be biased against long run Purchasing Power Parity (PPP)" @default.
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- W1602629299 date "2003-08-03" @default.
- W1602629299 modified "2023-09-27" @default.
- W1602629299 title "Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5§" @default.
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