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Evidence on real exchange rate-inflation causality: an application of Toda-Yamamoto dynamic granger causality test

The study provides further evidence of the real exchange rate and inflation causal relationship using Toda and Yamamoto 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 result...

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书目详细资料
Main Authors:	Umar, Mohammed, Dahalan, Jauhari
格式:	Article
语言:	English
出版:	Medwell Journals 2015
主题:	HC Economic History and Conditions
在线阅读:	http://repo.uum.edu.my/15496/1/5.pdf http://repo.uum.edu.my/15496/ http://www.medwelljournals.com/abstract/?doi=ibm.2015.666.675
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