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Valuation ratios and price deviations from fundamentals, and . Journal of Banking & Finance, 30 (8): 2325--2346 (August 2006)A Rational Interpolation Approach to Least Squares Estimation for Band-TARs., , and . NAA, volume 1988 of Lecture Notes in Computer Science, page 198-206. Springer, (2000)The role of long memory in hedging effectiveness., , and . Comput. Stat. Data Anal., 52 (6): 3075-3082 (2008)New panel unit root tests of PPP, and . Economics Letters, 57 (1): 17--22 (Nov 28, 1997)The PPP debate: Price matters!, , and . Economics Letters, 88 (2): 209--213 (August 2005)Cointegration of long span saving and investment, and . Economics Letters, 54 (1): 1--6 (January 1997)Unobserved heterogeneity in panel time series models., , and . Comput. Stat. Data Anal., 50 (9): 2361-2380 (2006)Numerical issues in threshold autoregressive modeling of time series, , and . Journal of Economic Dynamics and Control, 27 (11-12): 2219--2242 (September 2003)Testing for sign and amplitude asymmetries using threshold autoregressions, and . Journal of Economic Dynamics and Control, 30 (4): 623--654 (April 2006)Purchasing power parity and the theory of general relativity: the first tests, , , and . Journal of International Money and Finance, 24 (2): 293--316 (March 2005)