Evidence on real exchange rate – Inflation causality: An application of Toda-Yamamoto dynamic Granger causality test

The paper provides further evidence of the real exchange rate and inflation causal relationship using Toda-Yamamoto (1995) augmented Granger causality test in Malaysia, Nigeria, Philippines and South Africa.The critical values used in this study are simulated based on the leverage bootstrap.The re...

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Bibliographic Details
Main Authors: Umar, Mohammed, Dahalan, Jauhari
Format: Conference or Workshop Item
Language:English
Published: 2015
Subjects:
Online Access:http://repo.uum.edu.my/15492/1/1.pdf
http://repo.uum.edu.my/15492/
http://www.pakrdw.com/?ic=details&id=12
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