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Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5

Utilizing formal nonlinear unit root test (Sarno, The behavior of US public debt: a nonlinear perspective. Economics Letters 2001: 119 – 125), this study provides robust evidence of nonlinear mean reversion in the real exchange rates of 4 major ASEAN countries. We conclude that the bulk of the evide...

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Main Authors: Ahmad Zubaidi, Baharumshah, Liew, Khim Sen, Lau, Evan
格式: Article
語言:English
出版: Munich University Library 2003
主題:
HB Economic Theory
在線閱讀:http://ir.unimas.my/id/eprint/3226/1/Ahmad%20Zabidi.pdf
http://ir.unimas.my/id/eprint/3226/
https://econpapers.repec.org/paper/wpawuwpit/0308001.htm
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record_format eprints
spelling my.unimas.ir.32262022-01-19T02:04:28Z http://ir.unimas.my/id/eprint/3226/ Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5 Ahmad Zubaidi, Baharumshah Liew, Khim Sen Lau, Evan HB Economic Theory Utilizing formal nonlinear unit root test (Sarno, The behavior of US public debt: a nonlinear perspective. Economics Letters 2001: 119 – 125), this study provides robust evidence of nonlinear mean reversion in the real exchange rates of 4 major ASEAN countries. We conclude that the bulk of the evidence based on conventional unit root tests may be biased against long run Purchasing Power Parity (PPP) Munich University Library 2003 Article NonPeerReviewed text en http://ir.unimas.my/id/eprint/3226/1/Ahmad%20Zabidi.pdf Ahmad Zubaidi, Baharumshah and Liew, Khim Sen and Lau, Evan (2003) Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5. Munich Personal RePEc Archive. ISSN 2285-6803 https://econpapers.repec.org/paper/wpawuwpit/0308001.htm
institution Universiti Malaysia Sarawak
building Centre for Academic Information Services (CAIS)
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Sarawak
content_source UNIMAS Institutional Repository
url_provider http://ir.unimas.my/
language English
topic HB Economic Theory
spellingShingle HB Economic Theory
Ahmad Zubaidi, Baharumshah
Liew, Khim Sen
Lau, Evan
Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5
description Utilizing formal nonlinear unit root test (Sarno, The behavior of US public debt: a nonlinear perspective. Economics Letters 2001: 119 – 125), this study provides robust evidence of nonlinear mean reversion in the real exchange rates of 4 major ASEAN countries. We conclude that the bulk of the evidence based on conventional unit root tests may be biased against long run Purchasing Power Parity (PPP)
format Article
author Ahmad Zubaidi, Baharumshah
Liew, Khim Sen
Lau, Evan
author_facet Ahmad Zubaidi, Baharumshah
Liew, Khim Sen
Lau, Evan
author_sort Ahmad Zubaidi, Baharumshah
title Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5
title_short Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5
title_full Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5
title_fullStr Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5
title_full_unstemmed Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5
title_sort nonlinear mean reversion in real exchange rates: evidence from the asean-5
publisher Munich University Library
publishDate 2003
url http://ir.unimas.my/id/eprint/3226/1/Ahmad%20Zabidi.pdf
http://ir.unimas.my/id/eprint/3226/
https://econpapers.repec.org/paper/wpawuwpit/0308001.htm
_version_ 1724078425794150400
score 13.250246

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