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The Power of the Objective Bayesian Unit-Root Test. (2004). Ahking, Francis.
In: Working papers.
RePEc:uct:uconnp:2004-14.

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  1. An Improved Bayesian Unit Root Test in Stochastic Volatility Models. (2019). Yu, Jun ; Li, Yong.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2019:v:20:i:1:liyu.

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  2. Does purchasing power parity hold sometimes? Regime switching in real exchange rates. (2013). Lee, Hwa-taek ; Yoon, Gawon.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:16:p:2279-2294.

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  3. A New Bayesian Unit Root Test in Stochastic Volatility Models. (2012). Yu, Jun ; Li, Yong.
    In: Working Papers.
    RePEc:siu:wpaper:14-2012.

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  4. A New Bayesian Unit Root Test in Stochastic Volatility Models. (2010). Yu, Jun ; Li, Yong.
    In: Working Papers.
    RePEc:siu:wpaper:21-2010.

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  5. TESTING FOR PPP USING SADC REAL EXCHANGE RATES. (2009). GUPTA, RANGAN ; van Eyden, Renee ; Mokoena, Thabo m..
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:77:y:2009:i:3:p:351-362.

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  6. Bayesian analysis of the unit root in real exchange rates: the NAFTA case. (2008). Guzman, Enrique Cuervo .
    In: Monetaria.
    RePEc:cml:moneta:v:xxxi:y:2008:i:1:p:93-144.

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  7. Comisiones en cajeros automáticos y su relación con el tamaño de la red en México. (2008). Castellanos, Valeria C..
    In: Monetaria.
    RePEc:cml:moneta:v:xxxi:y:2008:i:1:p:57-92.

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  8. Flujos de capital y frenazos súbitos: teoría, historia y una nueva estimación. (2008). Tamayo, Cesar ; Vargas Pérez, Andrés.
    In: Monetaria.
    RePEc:cml:moneta:v:xxxi:y:2008:i:1:p:27-56.

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  9. Evaluación de las proyecciones de analistas: la encuesta de expectativas de inflación del banco central. (2008). Lanzilotta, Bibiana ; Zunino, Gonzalo ; Fernandez, Adrian.
    In: Monetaria.
    RePEc:cml:moneta:v:xxxi:y:2008:i:1:p:1-25.

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References

References cited by this document

  1. Abuaf, Niso, Jorion, Philippe, 1990. Purchasing power parity in the long run. The Journal of Finance 45, 157-174.

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  8. Fuller, Wayne A., 1976. Introduction to Statistical Time Series. John Wiley and Sons, New York.
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  9. Journal of Applied Econometrics. October-December, 1991.
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  10. Koop, Gary, 1992. `Objective Bayesian unit root tests. Journal of Applied Econometrics 7, 65-82.

  11. Koop, Gary, 1994. Recent progress in applied Bayesian econometrics. Journal of Economic Survey 8, 1-34.

  12. Murray, Christian J., Nelson, Charles R., 2000. The uncertain trend in U.S. GDP. Journal of Monetary Economics 46, 79-95.
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  13. Murray, Christian J., Papell, David H. 2002. The purchasing power parity persistence paradigm. Journal of International Economics 56, 1-19.

  14. Nelson, Charles, Plosser, Charles, 1982. Trends and random walks in macroeconomics time series: Some evidence and implications. Journal of Monetary Economics 10, 139-162.

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  18. Phillips, P. C. B., 1991a. Bayesian unit roots: de rebus priorbus simper est disputandum. Journal of Applied Econometrics 6, 333-364.
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  19. Phillips, P. C. B., 1991a. To criticize the critics: an objective analysis of stochastic trends. Journal of Applied Econometrics 6, 333-364.

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