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Volumn 6, Issue 1, 2004, Pages

Nonlinear adjustment of ASEAN-5 real exchange rates: Symmetrical or asymmetrical?

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Indexed keywords


EID: 77953489307     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (15)

References (17)
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  • 2
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  • 4
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    • in by S. B. Chew and J. D. Kendall, eds., Nanyang Technology University: Singapore
    • Cao, Y. and W.L. Ong (1995) "PPP and the monetary model of exchange-rate determination: the case of Singapore" in Regional Issues in Economics by S. B. Chew and J. D. Kendall, eds., Nanyang Technology University: Singapore.
    • (1995) Regional Issues in Economics
    • Cao, Y.1    Ong, W.L.2
  • 5
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    • "Analysis of exchange rate movements: a case study of Singapore
    • in by S. B. Chew and J. D. Kendall, eds., Nanyang Technology University: Singapore
    • Chia, A. and J.G. Bauer (1995) "Analysis of exchange rate movements: a case study of Singapore" in Regional Issues in Economics by S. B. Chew and J. D. Kendall, eds., Nanyang Technology University: Singapore.
    • (1995) Regional Issues in Economics
    • Chia, A.1    Bauer, J.G.2
  • 6
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    • Dumas, B. (1992) "Dynamic equilibrium and the real exchange rate in a spatially seperated world" Review of Financial Studies 5, 153 - 180.
    • (1992) Review of Financial Studies , vol.5 , pp. 153-180
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  • 7
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    • Gan, W.B.1
  • 8
    • 0003978170 scopus 로고
    • Modelling Nonlinear Economic Relationship
    • Oxford University Press: Oxford
    • Granger, C.W.J and T. Teräsvirta (1993) Modelling Nonlinear Economic Relationship, Oxford University Press: Oxford.
    • (1993)
    • Granger, C.W.J.1    Teräsvirta, T.2
  • 10
    • 0142156489 scopus 로고    scopus 로고
    • The inadequacy of linear autoregressive model for real exchange rates: empirical evidences from Asian economies
    • Liew, V.K.S., T.T.L. Chong and K.P. Lim (2003) "The inadequacy of linear autoregressive model for real exchange rates: empirical evidences from Asian economies" Applied Economics 35, 1387 - 1392.
    • (2003) Applied Economics , vol.35 , pp. 1387-1392
    • Liew, V.K.S.1    Chong, T.T.L.2    Lim, K.P.3
  • 12
    • 0000894103 scopus 로고
    • Testing Linearity against Smooth Transition Autoregressive Models
    • Luukkonen, R., P. Saikkonen and T. Teräsvirta (1988) "Testing Linearity against Smooth Transition Autoregressive Models" Biometrika 75,491-499.
    • (1988) Biometrika , vol.75 , pp. 491-499
    • Luukkonen, R.1    Saikkonen, P.2    Teräsvirta, T.3
  • 14
    • 0034385761 scopus 로고    scopus 로고
    • Real exchange rate behaviour in the Middle East: a re-examination
    • Sarno, L. (2000) "Real exchange rate behaviour in the Middle East: a re-examination" Economic Letters 66, 127-136.
    • (2000) Economic Letters , vol.66 , pp. 127-136
    • Sarno, L.1
  • 15
    • 0034135003 scopus 로고    scopus 로고
    • Non-linear adjustment, long-run equilibrium and exchange rate fundamentals
    • Taylor, M.P. and D.A. Peel (2000) "Non-linear adjustment, long-run equilibrium and exchange rate fundamentals" Journal of International Money and Finance 19, 33-53.
    • (2000) Journal of International Money and Finance , vol.19 , pp. 33-53
    • Taylor, M.P.1    Peel, D.A.2
  • 16
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    • Characterizing non-linearities in business cycles using smooth transition autoregressive models
    • in by M.H. Pesaran and S.M. Potter, Eds., John Wiley and Sons: New York
    • Teräsvirta, T. and H.M. Anderson (1993) "Characterizing non-linearities in business cycles using smooth transition autoregressive models" in Non-linear Dynamics, Choas and Econometrics by M.H. Pesaran and S.M. Potter, Eds., John Wiley and Sons: New York.
    • (1993) Non-linear Dynamics, Choas and Econometrics
    • Teräsvirta, T.1    Anderson, H.M.2
  • 17
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    • in by S. B. Chew and J. D. Kendall, eds., Nanyang Technology University: Singapore
    • Toh, K.S. and J.D. Kendall (1996) "Purchasing power parity in theory and practice: the case of Singapore" in Regional Issues in Economics by S. B. Chew and J. D. Kendall, eds., Nanyang Technology University: Singapore.
    • (1996) Regional Issues in Economics
    • Toh, K.S.1    Kendall, J.D.2


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