References
- Clemente , J. , Montañés , A. and Reyes , M. 1997 . Testing for a unit root in variable with two changes in the mean , University of Zaragoza . Working Paper
- Dropsy , V. 1996 . Real exchange rates and structural breaks . Applied Economics , 28 : 209 – 219 .
- Edison , H. , Gagnon , J. E. and Melick , W. R. 1997 . Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era . Journal of International Money and Finance , 16 : 1 – 17 .
- Froot , K. A. and Rogoff , K. 1995 . “ Perspectives on PPP and long-run exchange rates ” . In Handbook of International Economics , Edited by: Grossman , G. and Rogoff , K. 1647 – 1688 . Amsterdam : Elsevier .
- Montañés , A. and Reyes , M. 1997 . The asymptotic behaviour of the Dickey-Fuller unit root tests in breaking trend variables . Econometric Theory , forthcoming
- Perron , P. 1989 . The Great Crash, the oil shock and the unit root hypothesis . Econometrica , 57 : 1361 – 1402 .
- Perron , P. 1990 . Testing for a unit root in time series with a changing mean . Journal of Business and Economic Statistics , 8 : 153 – 162 .
- Perron , P. and Vogelsang , T. 1992 . Nonstationary and level shift with an application to the purchasing power parity . Journal of Business and Economic Statistics , 10 : 301 – 320 .