Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
This study provides evidence of nonlinear long-run relationship between peso-yen exchange rate and its monetary determinants implied by the reduced-form flexible-price monetary model for the Philippines, using Breitung's (2001) nonlinear cointegration testing procedures. The existence of such r...
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| Format: | Article |
| Language: | en |
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Economics Bulletin
2009
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| Online Access: | http://ir.unimas.my/id/eprint/18495/1/SSRN-id1421784%20%28abstrak%29.pdf http://ir.unimas.my/id/eprint/18495/ http://www.springer.com/economics/policy/journal/10160 |
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