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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| 主要な著者: | , |
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| フォーマット: | Conference or Workshop Item |
| 言語: | English |
| 出版事項: |
2015
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| 主題: | |
| オンライン･アクセス: | 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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