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Volumn 83, Issue 3, 2004, Pages 313-316

Are Asian real exchange rates stationary?

Author keywords

Asia; Mean reversion; Nonlinear stationary test; Real exchange rates

Indexed keywords


EID: 1942476887     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2003.10.021     Document Type: Article
Times cited : (77)

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    • Liew K.S. Baharumshah A.Z. Lau E.P.H. Nonlinear adjustment to purchasing power parity: empirical evidence from Asian exchange rates. In: Azali M. Yusoff M. Habibullah M.S. Mansor S.A. Mustafa R. Mohamad S. Yusop Z. Radam A. Hassan A. Pilai S. (Eds.), Proceedings of Asian Pacific Economics and Business Conference 2002 2002 902-910 Universiti Putra Malaysia Press Malaysia
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    • Liew, K.S.1    Baharumshah, A.Z.2    Lau, E.P.H.3
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    • Sarno, L.1    Taylor, M.P.2
  • 8
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    • Specification, estimation, and evaluation of smooth transition autoregressive models
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    • Teräsvirta, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.