Window-mounted bathroom exhaust fan?

It seems that window-mounted bathroom fans are fairly common in Europe and Asia. But here in the States, there seem to be few such units for sale, and some building codes seem to prohibit their use in any case. What gives?
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Brian E. Clark
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Honeywell makes a nice 3 speed reversible window fan that allows the window behind it to be closed. It's a double 8" blade and each one is individually controlled with a master thermostat. About $25 from True Value.
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