Are Asian real exchange rates stationary?
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AbstractBy applying the newly developed nonlinear stationary test advanced by Kapetanios et al. [Journal of Econometrics 112 (2003) 359] in examining the stationary property of 11 Asian real exchange rates, this paper rejects unit root in 8 US dollar-based and 6 Japanese yen-based rates, whereas the augmented Dickey-Fuller (ADF) test has led to no rejection at all. (C) 2004 Elsevier B.V. All rights reserved.
All Author(s) ListLiew VKS, Baharumshah AZ, Chong TTL
Journal nameEconomics Letters
Detailed descriptionTo ORKTS: there are two coauthors,
I don't know how to edit them into the system. they are
Venus Liew and A.Z. Baharumshah
Volume Number83
Issue Number3
Pages313 - 316
LanguagesEnglish-United Kingdom
KeywordsADF test; Asia; mean reversion; nonlinear stationary test; real exchange rates
Web of Science Subject CategoriesBusiness & Economics; Economics; ECONOMICS

Last updated on 2020-13-09 at 00:46