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I wish to acknowledge the extremely useful comments of three anonymous referees of this journal.
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Atkins, F.J. Covered interested parity between Canada and the United States: Another look using modern time series methods. Empirical Economics 16, 325–334 (1991). https://doi.org/10.1007/BF01206279
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DOI: https://doi.org/10.1007/BF01206279