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A Long run structural macroeconometric model of the UK. (2003). shin, yongcheol ; Pesaran, Mohammad ; Lee, Kevin ; Garratt, Anthony.
In: Economic Journal.
RePEc:ecj:econjl:v:113:y:2003:i:487:p:412-455.

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  20. Oil exports and the Iranian economy. (2013). Pesaran, Mohammad ; Mohaddes, Kamiar ; Esfahani, Hadi.
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  21. After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?. (2012). Prettner, Klaus.
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  22. After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?. (2012). Prettner, Catherine.
    In: Department of Economics Working Papers.
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  23. Long- and short-run determinants of capital flows to Latin America: a long-run structural GVAR model. (2012). Boschi, Melisso.
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  24. Does one size fit all? Modelling macroeconomic linkages in the West African Economic and Monetary Union. (2012). Shields, Kalvinder ; Lee, Kevin ; Fielding, David.
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  25. An Empirical Growth Model for Major Oil Exporters. (2012). Pesaran, Mohammad ; Mohaddes, Kamiar ; Esfahani, Hadi.
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  26. Reexamining the Finance–Growth Relationship for a Developing Economy: A Time Series Analysis of Post-reform India. (2012). Kar, Sabyasachi ; Mandal, Kumarjit.
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  28. An Empirical Growth Model for Major Oil Exporters. (2012). Pesaran, Mohammad ; Mohaddes, Kamiar ; Esfahani, Hadi Salehi.
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    RePEc:erg:wpaper:680.

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  31. An Empirical Growth Model for Major Oil Exporters. (2012). Pesaran, Mohammad ; Mohaddes, Kamiar ; Esfahani, Hadi.
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  32. An Empirical Growth Model for Major Oil Exporters. (2012). Pesaran, Mohammad ; Mohaddes, Kamiar ; Esfahani, Hadi.
    In: Cambridge Working Papers in Economics.
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  33. Identification of Monetary Policy in SVAR Models: A Data-Oriented Perspective. (2011). Melina, Giovanni ; Fragetta, Matteo.
    In: School of Economics Discussion Papers.
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  34. Relative price effects of monetary policy shock in Malaysia: a svar study. (2011). Zaidi, Mohd Azlan Shah ; Azman-Saini, W.N.W ; Abdul Karim, Zulkefly ; Zaidi , Mohd. Azlan Shah, ; W. N. W, Azman-Saini, .
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  36. Bayesian inference in a time varying cointegration model. (2011). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary.
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    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1:p:157-168.

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  38. A New Keynesian SVAR model of the Australian economy. (2011). Leu, Shawn.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:157-168.

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  39. Oil Prices, External Income, and Growth: Lessons from Jordan. (2011). Raissi, Mehdi ; Mohaddes, Kamiar.
    In: Cambridge Working Papers in Economics.
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  44. Assessing substitution and complementary effects amongst crime typologies. (2010). pulina, manuela ; Detotto, Claudio.
    In: MPRA Paper.
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  45. Oil Exports and the Iranian Economy. (2010). Pesaran, Mohammad ; Mohaddes, Kamiar ; Esfahani, Hadi.
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  46. Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy. (2010). Wallis, Kenneth F. ; Jacobs, Jan PAM .
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  47. Balanced growth and the great ratios: New evidence for the US and UK. (2010). Temple, Jonathan ; Temple, Jonathan R. W., ; Attfield, Cliff.
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  48. Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy. (2010). Wallis, Kenneth ; Jacobs, Jan ; Jacobs, Jan P. A. M., .
    In: Journal of Econometrics.
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  49. A VECX* model of the Swiss economy. (2009). Assenmacher, Katrin ; Pesaran, Mohammad ; Assenmacher-Wesche, Katrin.
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  50. The Impact of Oil Prices on the Real Exchange Rate of the Dirham: a Case Study of the United Arab Emirates. (2009). Al-mulali, Usama ; Sab, Normee Che .
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  51. The short and long-run interdependencies between the Eurozone and the USA. (2009). Prettner, Klaus ; Kaniovski, Serguei ; Gaggl, Paul.
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  52. Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy. (2009). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary ; Jochmann, Markus.
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  53. External shocks and international inflation linkages: a global VAR analysis. (2009). Lombardi, Marco ; Galesi, Alessandro.
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  54. Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model. (2008). Assenmacher, Katrin.
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  55. Rough and lonely road to prosperity: a reexamination of the sources of growth in Africa using Bayesian model averaging. (2008). Papageorgiou, Chris ; Masanjala, Winford H..
    In: Journal of Applied Econometrics.
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  56. Panel cointegration tests of the Fisher effect. (2008). Westerlund, Joakim.
    In: Journal of Applied Econometrics.
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  57. Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries. (2008). Manera, Matteo ; Cologni, Alessandro.
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  58. A VECX Model of the Swiss Economy. (2008). Assenmacher, Katrin ; Pesaran, Mohammad ; Assenmacher-Wesche, Katrin.
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  59. A VECX* Model of the Swiss Economy. (2008). Assenmacher, Katrin ; Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
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  60. Long Run Macroeconomic Relations in the Global Economy. (2007). Smith, L. Vanessa ; Pesaran, Mohammad ; Holly, Sean ; Dees, Stephane.
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  61. Euro area inflation: long-run determinants and short-run dynamics. (2007). Girardi, Alessandro ; Boschi, Melisso.
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  62. MULTIRANK COINTEGRATION ANALYSIS OF TURKISH M1 MONEY DEMAND (1987Q1-2006Q3). (2007). KORAP, LEVENT.
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  63. Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan. (2007). van Dijk, Herman ; Strachan, Rodney.
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  64. A structural VAR business cycle model for a volatile small open economy. (2007). McLellan, Nathan ; Buckle, Robert ; Kim, Kunhong ; Sharma, Jarad ; Kirkham, Heather.
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  65. Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom. (2007). Mizen, Paul ; Russell, Bill ; Banerjee, Anindya.
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  67. Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows. (2007). Assenmacher, Katrin ; Pesaran, Mohammad.
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  68. Permanent vs transitory components and economic fundamentals. (2006). wright, stephen ; Robertson, Donald ; Garratt, Anthony.
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  70. Monetary policy through the �credit-cost channel�. Italy and Germany. (2006). Tamborini, Roberto ; Passamani, Giuliana.
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  72. Measuring the size of the hidden economy in Trinidad & Tobago, 1973-1999. (2006). Sookram, Sandra ; Watson, Patrick Kent ; Maurin, Alain.
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  73. Exploring the International Linkages of the Euro Area: a Global VAR Analysis. (2006). Smith, L. Vanessa ; Pesaran, Mohammad ; di Mauro, Filippo ; Dees, Stephane ; Bank, European Central.
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  74. Evaluation of macroeconomic models for financial stability analysis. (2006). Tsomocos, Dimitrios ; Bårdsen, Gunnar ; Lindquist, Kjersti-Gro.
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  75. Balanced growth and the great ratios: new evidence for the US and UK. (2006). Temple, Jonathan ; Jonathan R. W. Temple, ; Cliff L. F. Attfield, .
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  76. Permanent vs transitory components and economic fundamentals. (2006). wright, stephen ; Robertson, Donald ; Garratt, Anthony.
    In: Journal of Applied Econometrics.
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  77. A Practical Model-Based Approach to Monetary Policy Analysis—Overview. (2006). Laxton, Douglas ; Berg, Andrew ; Karam, Philippe D.
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  78. Inflation before and after central bank independence: The case of Colombia. (2006). Otero, Jesus.
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  79. Econometrics: A Bird’s Eye View. (2006). Pesaran, Mohammad ; Geweke, John ; Horowitz, Joel.
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  80. Evaluation of macroeconomic models for financial stability analysis. (2006). Tsomocos, Dimitrios ; Bårdsen, Gunnar ; Lindquist, Kjersti-Gro ; Brdsen, Gunnar.
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  81. Methoden mittelfristiger gesamtwirtschaftlicher Projektionen: Dienstleistungsvorhaben im Auftrag des Bundesministeriums für Wirtschaft und Arbeit, Projektnummer 02/05. Vorläufiger Endbericht. (2005). Barabas, Gyorgy ; Schmidt, Christoph M. ; Breitung, Jorg ; Munch, Heinz Josef ; Gebhardt, Heinz.
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  82. Comparing SVARs and SEMs: two models of the UK economy. (2005). Jacobs, Jan ; Wallis, Kenneth F.
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  83. The term structure of interest rates in Australia: an application of long run structural modelling. (2005). Masih, Abul ; Ryan, Vicky ; Mansur, A..
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  84. Making a match: combining theory and evidence in policy-oriented macroeconomic modelling. (2005). pagan, adrian ; Kapetanios, George ; Scott, Alasdair.
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  85. Does one monetary policy fit all? the determinants of inflation in EMU countries. (2005). Girardi, Alessandro ; Boschi, Melisso.
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  86. Monetary Policy Shocks in a Small Open Economy: Assessing the Puzzles of Monetary Policy by SVAR. (2005). Ajluni, Jarir.
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  87. Comparing SVARs and SEMs: two models of the UK economy. (2005). Wallis, Kenneth ; Jacobs, Jan.
    In: Journal of Applied Econometrics.
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  88. Euro Area inflation: long-run determinants and short-run dynamics. (2005). Girardi, Alessandro ; Boschi, Melisso.
    In: ISAE Working Papers.
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  89. Exploring the international linkages of the euro area: a global VAR analysis. (2005). Pesaran, Mohammad ; di Mauro, Filippo ; Dees, Stephane ; Smith, Vanessa.
    In: Working Paper Series.
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    RePEc:eee:econom:v:148:y:2009:i:2:p:124-130.

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  18. Oil Exports and the Iranian Economy. (2009). Pesaran, Mohammad ; Mohaddes, Kamiar ; Esfahani, Hadi.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2843.

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  19. Macro and Financial Markets: The Memory of an Elephant?. (2008). Talmain, Gabriel ; Abadir, Karim M.
    In: Working Paper series.
    RePEc:rim:rimwps:17_08.

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  20. Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen. (2007). Wagatha, Matthias.
    In: MPRA Paper.
    RePEc:pra:mprapa:8602.

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  21. Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen. (2007). Wagatha, Matthias.
    In: MPRA Paper.
    RePEc:pra:mprapa:8572.

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  22. Common trends and common cycles in Canada: who knew so much has been going on?. (2006). Wakerly, Elizabeth ; Nason, James ; Scott, Byron G.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:39:y:2006:i:1:p:320-347.

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  23. Real Interest Rate Linkages in the Pacific Basin Region. (2005). Kim, Jae ; Ji, Philip Inyeob.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2005-23.

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  24. Distilling co-movements from persistent macro and financial series. (2005). Talmain, Gabriel ; Abadir, Karim .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005525.

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  25. The impact of wealth on consumption and retirement behaviour in the UK. (2004). Blake, David.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:8:p:555-576.

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  26. International linkage of real interest rates: the case of East Asian countries. (2004). Kim, Jae ; Ji, Philip Inyeob.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:124.

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  27. On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications. (2003). Rebucci, Alessandro.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/073.

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  28. A Long run structural macroeconometric model of the UK. (2003). shin, yongcheol ; Pesaran, Mohammad ; Lee, Kevin ; Garratt, Anthony.
    In: Economic Journal.
    RePEc:ecj:econjl:v:113:y:2003:i:487:p:412-455.

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  29. Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data. (2003). Hadri, Kaddour ; Whittaker, Julie ; Guermat, Cherif.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:6:y:2003:n:2:p:255-268.

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  30. Common Trends and Common Cycles in Canadian Sectoral Output. (2003). Schleicher, Christoph ; Barillas, Francisco.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-44.

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  31. SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES. (2002). Palm, Franz ; Hecq, Alain.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:21:y:2002:i:3:p:273-307.

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  32. Microeconomic Shocks, Depreciation and Inflation: an Australian Perspective. (2002). Karunaratne, Neil D..
    In: Discussion Papers Series.
    RePEc:qld:uq2004:298.

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  33. Bootstrapping and Bartlett corrections in the cointegrated VAR model. (2002). Omtzigt, Pieter ; Fachin, Stefano.
    In: Economics and Quantitative Methods.
    RePEc:ins:quaeco:qf0212.

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  34. The impact of wealth on consumption and retirement behaviour in the UK. (2002). Blake, David.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24949.

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  35. Forecast accuracy, coefficient bias and Bayesian vector autoregressions. (2002). Bewley, Ronald.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:59:y:2002:i:1:p:163-169.

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  36. Common features in UK sectoral output. (2002). Harvey, David ; Mills, Terence C..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:19:y:2002:i:1:p:91-104.

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  37. Widening differences in Italian regional unemployment. (2001). Ordine, Patrizia ; Lupi, Claudio ; brunello, giorgio.
    In: Labour Economics.
    RePEc:eee:labeco:v:8:y:2001:i:1:p:103-129.

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  38. On non-contemporaneous short-run co-movements. (2001). Hecq, Alain ; Cubadda, Gianluca.
    In: Economics Letters.
    RePEc:eee:ecolet:v:73:y:2001:i:3:p:389-397.

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  39. A long run structural macroeconometric model of the UK. (2001). shin, yongcheol ; Pesaran, Mohammad ; Lee, Kevin ; Garratt, Anthony.
    In: Edinburgh School of Economics Discussion Paper Series.
    RePEc:edn:esedps:35.

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  40. Structural analysis of vector error correction models with exogenous I(1) variables. (2000). Smith, Richard ; shin, yongcheol ; Pesaran, Mohammad.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:97:y:2000:i:2:p:293-343.

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  41. Quantiles for t-statistics based on M-estimators of unit roots. (2000). Lucas, Andre ; Abadir, Karim.
    In: Economics Letters.
    RePEc:eee:ecolet:v:67:y:2000:i:2:p:131-137.

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  42. Structural analysis of vector error correction models with exogenous I(1) variables. (1999). Smith, Richard ; shin, yongcheol ; Pesaran, Mohammad.
    In: Edinburgh School of Economics Discussion Paper Series.
    RePEc:edn:esedps:38.

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