Are Asian real exchange rates stationary?
By applying the newly developed nonlinear stationary test advanced by Kapetanios et al. [Journal of Econometrics 112 (2003) 359] in examining the stationary property of 11 Asian real exchange rates, this paper rejects unit root in 8 US dollar-based and 6 Japanese yen-based rates, whereas the augment...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | E-Article |
| Language: | English |
| Published: |
Elsevier B.V.
2004
|
| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/18639/7/Are%20Asian%20real%20exchange%20rates%20stationary%20%28abstract%29.pdf http://ir.unimas.my/id/eprint/18639/ https://doi.org/10.1016/j.econlet.2003.10.021 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|