Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen

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Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen

This study provides evidence of nonlinear long-run relationship between peso-yen exchange rate and its monetary determinants implied by the reduced-form flexible-price monetary model for the Philippines, using Breitung's (2001) nonlinear cointegration testing procedures. The existence of such r...

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Bibliographic Details
Main Author:	Liew, Venus Khim-Sen
Format:	Article
Language:	English
Published:	Economics Bulletin 2009
Subjects:	HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/18495/ http://ir.unimas.my/id/eprint/18495/1/SSRN-id1421784%20%28abstrak%29.pdf

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