Non-linear cointegration and adjustment: exponential smooth-transition model for Malaysian export demand

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Non-linear cointegration and adjustment: exponential smooth-transition model for Malaysian export demand

The present study attempts to analyze the long-run equilibrium relationship between real exchange rate and export demand by non-linear cointegration tests. The Engle-Granger two-step cointegration test is expanding to incorporate an exponential smooth-transition error correction term (ESTAR model)...

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Bibliographic Details
Main Author:	Duasa, Jarita
Format:	Article
Language:	English
Published:	Serials Publications 2012
Subjects:	HA29 Theory and method of social science statistics HB131 Methodology.Mathematical economics. Quantitative methods
Online Access:	http://irep.iium.edu.my/31549/ http://irep.iium.edu.my/31549/1/5-Jarita_Duasa.pdf

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