References
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- Dutt , S.D. 1997 . The purchasing power parity hypothesis: a multivariate cointegration test applied to the European monetary system . Journal of Economics and Finance , forthcoming
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- Harris , D. and Inder , B. 1994 . “ A test of the null hypothesis of cointegration ” . In Non-stationary Time Series and Cointegration Analysis , Edited by: Hargreaves , C. 133 – 52 . New York : Oxford University Press .
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