Asymmetric cointegration relationship between real exchange rate and trade variables: the case of Malaysia
The present study attempts to analyze the long-run equilibrium relationship between real exchange rate and trade balance, imports and exports demand by cointegration tests assuming asymmetric adjustment. Following Enders and Siklos (2001), the Engle-Granger two-step cointegration test is expanding t...
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| Main Author: | |
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| Format: | Monograph |
| Language: | English |
| Published: |
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2009
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/1336/1/Asymmetric_Cointegration_Relationship_between_Real_Exchange_Rate_and_Trade_Variables-The_Case_of_Malaysia.pdf http://irep.iium.edu.my/1336/ http://econpapers.repec.org/paper/pramprapa/14535.htm |
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