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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書目詳細資料
主要作者: Duasa, Jarita
格式: Monograph
語言:English
出版: - 2009
主題:
在線閱讀: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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