Is Malaysia exchange rate misalignment before the 1997 crisis?

This paper seeks to use the flexible-price monetary model in the cointegration and vector error correction model (VECM) contexts to determine whether there was misalignment in the Malaysian ringgit - U.S. dollar before the 1997 currency crisis. Unit roots, cointegration and weak exogeneity are teste...

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Bibliographic Details
Main Authors: Lee, Chin, Mohamed, Azali, Yusop, Zulkornain, Yusoff, Mohammed
Format: Article
Language:English
Published: Labuan Faculty of International Finance, Universiti Malaysia Sabah 2008
Online Access:http://psasir.upm.edu.my/id/eprint/15308/1/15308.pdf
http://psasir.upm.edu.my/id/eprint/15308/
http://wwwkal.ums.edu.my/lbibf/index.php/published-articles-downloadable/category/10-volume-6-2008
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