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Harvey, Kellard, Madsen and Wohar (2010, Review of Economics and Statistics, 92, 367-377) contains data construction errors and the reported results are incorrect. This erratum provides the corrected results
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Augmented Dickey-Fuller regressions on pooled (but not individual) real exchange rates for the post-1973 period consistently reject the unit root null, even after accounting for cross-sectional dependence. The inference that the series is stationary, however, is not necessarily correct, because...
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