The 17 references without contexts in paper Christopher F. Baum, Mustafa Caglayan, John Barkoulas (1998) “Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era” / RePEc:boc:bocoec:404

1
Balke, N., Fomby, T., 1997. Threshold cointegration. International Economic Review 38 (3), 627-645.
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2
Cheung, Y.-M., Lai, K., 1993. Long-run purchasing power parity during the recent Boat. Journal o fInternational Economics 34, 181-192.
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4
University, Princeton NJ. Corbae, D., Ouliaris, S., 1988. Cointegration and tests o fpurchasing power parity. Review o fEconomics and Statistics 70, 508-511.
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13
Holland, Amsterdam. Chapter 32. 20
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16
Granger, C.W.J., Teräsvirta, T. 1993. Modelling nonlinear economic relationships.
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17
Oxford University Press, Oxford, UK.
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19
Higgins, M., Zakrajsek, E., 1999. Purchasing power parity: Three stakes through the heart o fthe unit root null. Federal Reserve Bank o fNew York, New York, NY. Research Paper #80.
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27
International Money and Finance 17, 29-35.
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32
International Economics 44, 1-19.
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36
Osterwald-Lenum, M., 1992. A note with quantiles o fthe asymptotic distribution o f the maximum likelihood cointegration rank test statistics. Oxford Bulletin of Economics and Statistics 54, 461-472.
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42
Economics, Indiana University, Bloomington IN. Reimers, H.E., 1992. Comparisons o ftests for multivariate cointegration. Statistical Papers 33, 335-359.
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43
Reinsel, G.C., Ahn, S.K., 1992. Vector autoregressive models with unit roots and reduced rank structure: Estimation, likelihood ratio tests, and forecasting. Journal of
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44
Time Series Analysis 13, 353-375.
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50
Bretton Woods period. Journal o fInternational Economics 46, 281-312.
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51
Teräsvirta, T., 1994. Speci1cation, estimation and evaluation o fsmooth transition autoregressive models. Journal o fthe American Statistical Association 89 (425), 208218.
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53
Publications, Oxford UK. Uppal, R., 1993. A general equilibrium model o finternational port folio choice. Journal o fFinance 48, 529-553.
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55
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