Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia

QR Code

Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia

The finding of exchange rate–relative price nonlinear cointegration relationship in Malaysia, among others, suggests that nonlinear Purchasing Power Parity (PPP) equilibrium may be regarded as reference point in judging the short run misalignment of the Ringgit currency and thereby deducing effectiv...

Full description

Bibliographic Details
Main Authors:	Venus, Khim-Sen Liew, Kian−Ping, Lim, Evan, Lau, Chee-Keong, Choong
Format:	Article
Language:	English
Published:	AccessEcon 2005
Subjects:	HC Economic History and Conditions
Online Access:	http://ir.unimas.my/id/eprint/1612/ http://ir.unimas.my/id/eprint/1612/1/Exchange%20Rate%20%E2%80%93%20Relative%20Price%20Nonlinear%20Cointegration%20%2810%25%29.pdf

Similar Items

Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests
by: Lau, Evan, et al.
Published: (2010)

Is there a nonlinear long-run relation in the U.S. interest rate and inflation?
by: lee, Hwa-tae, et al.
Published: (2013)

Testing Nonlinear Convergence in Malaysia
by: Muzafar Shah, Habibullah, et al.
Published: (2008)

Oil price shocks and sectoral outputs : Empirical evidence from Malaysia
by: Liew, Venus Khim-Sen, et al.
Published: (2017)

Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates
by: Liew, Venus Khim-Sen, et al.
Published: (2004)

Export-led growth hypothesis in Malaysia : an investigation using bounds test
by: Choong, Chee Keong, et al.
Published: (2005)

Nonlinear Adjustment of ASEAN−5 Real Exchange Rates: Symmetrical or Asymmetrical?
by: Liew, Venus Khim-Sen
Published: (2004)

Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
by: Liew, Venus Khim-Sen
Published: (2009)

Nonlinear Adjustment Of Real Exchange Rates Towards Purchasing Power Parity And The Asian Financial Crisis
by: Liew, Venus Khim-Sen, et al.
Published: (2005)

Nonlinear mean reversion in stock prices: evidence from Asian markets
by: Lim, Kian-Ping, et al.
Published: (2007)

Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2003)

Nonlinear Real Exchange Rate Behavior: Are the African Currencies Exceptional?
by: Anoruo, Emmanuel, et al.
Published: (2006)

Does Debts Foster Economic Growth?: The Experience of Malaysia
by: Lau, Evan, et al.
Published: (2010)

Impact of exchange rate and oil price on FDI inflows in BRICs :does volatility matter?
by: Foo, Lin Yie
Published: (2014)

Energy Growth Causality: A Panel Analysis
by: Evan, Lau, et al.
Published: (2011)

Revisiting Purchasing Power Parity of Papua New Guinea
by: Liew, Venus Khim-Sen, et al.
Published: (2011)

Exchange rate and trade balance nexus in Asean-5
by: Lau, Evan, et al.
Published: (2008)

On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea
by: Liew, Venus Khim-Sen, et al.
Published: (2012)

ASEAN-5 Exchange Rate Determination In The Presence Of Nonlinearity
by: Venus Liew, Khim Sen, et al.
Published: (2011)

Asean-5 exchange rate determination in the presence of nonlinearity.
by: Liew, Venus Khim-Sen, et al.
Published: (2011)

Hedge funds, exchange rates and causality: evidence from Thailand and Malaysia
by: Evan, Lau, et al.
Published: (2010)

Oil Price and Economic Growth in Small Pacific Island Countries
by: Evan, Lau, et al.
Published: (2011)

The Linearity Property Of Asean-5 Real Exchange Rates In Pre-Asian Currency Crisis Period
by: Venus, Khim-Sen Liew, et al.
Published: (2004)

Foreign Direct Investment Volatility And Economic Growth In Asean-Five Countries
by: Choong, Chee-Keong, et al.
Published: (2011)

Exchange Rate And Trade Balance Relationship: The Experience Of Asean Countries
by: Liew, Venus Khim-Sen, et al.
Published: (2003)

Contagious Effects Of Oil Prices On Asian Stock Markets’ Behaviour
by: Jok-Tong, Wan, et al.
Published: (2016)

Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
by: Liew, Venus Khim-Sen, et al.
Published: (2009)

Episodic Non-Linearity And Non-Stationarity In Asean Exchange Rates Returns Series
by: Lim, Kian-Ping, et al.
Published: (2003)

An empirical investigation of purchasing power parity for a transition economy - Cambodia
by: Liew, Venus Khim-Sen, et al.
Published: (2009)

Exchange rate shock on Malaysian prices of imports and exports: An empirical analysis
by: Duasa, Jarita
Published: (2009)

Re-investigating the tenability of environmental Kuznets curve for carbon dioxide emission: an ARDL cointegration approach for Nigeria
by: Usman, Abdus Salam, et al.
Published: (2011)

The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies
by: Liew, Venus Khim-Sen, et al.
Published: (2003)

The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies
by: Liew, Venus Khim Sen, et al.
Published: (2003)

The relationship between gold price and exchange rate of Asean currencies (Ringgit Malaysia , Singapore Dollar, Thai Baht) against U.S. Dollar
by: Chin, Amy Ee Ling
Published: (2011)

Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era
by: Liew, Venus Khim-Sen, et al.
Published: (2003)

Exchange rates forecasting model: an alternative estimation procedure
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2004)

Does research and development expenditure cointegrate with the gross national income of ASEAN countries?
by: Fennee, Chong, et al.
Published: (2016)

Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2006)

Forecasting performance of exponential smooth transition autoregressive exchange rate models
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2006)

Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions
by: Liew, Venus Khim-Sen, et al.
Published: (2002)