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Mario Cerrato and Nick Sarantis
''Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies''
( 2006, Vol. 6 No.7 )
We provide evidence on nonlinear mean reversion in the real exchange rates of developing and emerging market economies, using recently developed nonlinear unit root tests and a unique set of monthly data on black market exchange rates.
JEL: F3 - International Finance: General
Manuscript Received : Apr 07 2006 Manuscript Accepted : Jun 12 2006

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