Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions

QR Code

Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions

Exponential Smooth Transition Autoregressive (ESTAR) model is widely adopted in the exchange rate study as its symmetrical distribution matches that of the symmetrical exchange rate adjustment behaviour. In contrast, another specification of STAR model, namely the LSTAR (logistic STAR) model is dis...

Full description

Bibliographic Details
Main Authors:	Liew, Venus Khim-Sen, Ahmad Zubaidi, Baharumshah
Format:	Article
Language:	English
Published:	Munich University Library 2002
Subjects:	HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/18601/ http://ir.unimas.my/id/eprint/18601/7/Forecasting%20Performance%20of%20Logistic%20STAR%20%28abstract%29.pdf

Similar Items

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

Forecasting performance of logistic star exchange rate model: the original and reparameterised versions / Venus Khim-Sen Liew, Ahmad Zubaidi Baharumshah and Sie-Hoe Lau
Published: (2005)

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

Performances of Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models in Forecasting the Ringgit-Yen Rate
by: Liew, Venus Khim-Sen, et al.
Published: (2002)

Assessing the forecastibility of ESTAR Models: Evidence from ringgit/yen Rate
by: Liew, Venus Khim-Sen, et al.
Published: (2007)

Are Asian real exchange rates stationary?
by: Liew, Venus Khim-Sen, et al.
Published: (2004)

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

The Predibility of Asean-5 Exchange Rates
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2000)

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

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

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

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

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

How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models
by: Liew, Venus Khim-Sen, et al.
Published: (2002)

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

Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2008)

The Real Interest Rate Differential : International Evidence Based On Non-Linear Unit Root Tests
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2009)

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

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

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

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

Time series modelling and forecasting of Sarawak black pepper price
by: Liew, Venus Khim-Sen, et al.
Published: (2006)

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

Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates
by: Tuck, Cheong Tang, et al.
Published: (2009)

On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity
by: Liew, Venus Khim-Sen, et al.
Published: (2004)

Evidence on the Day-of-the-Week Effect and Asymmetric Behavior in the Bombay Stock Exchange
by: Chia, Ricky Chee-Jiun, et al.
Published: (2010)

The Predibility of Asean-5 Exchange Rates
by: Liew, Khim Sen, et al.
Published: (2000)

Are Asian real exchange rates stationary?
by: Liew, Venus Khim Sen, et al.
Published: (2004)

Asymmetry dynamics in real exchange rates: New results on East Asian currencies
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2010)

Asymmetry dynamics in real exchange rates: new results on East Asian currencies
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2010)

The Validity of PPP Revisited: An Application of Non-linear Unit Root Test
by: Liew, Venus Khim-Sen
Published: (2003)

Predictability of ASEAN-5 exchange rates in the post-crisis era
by: Liew, Khim Sen, et al.
Published: (2003)

Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies The Case of the Kuala Lumpur Stock Exchange
by: Lim, Kian-Ping, et al.
Published: (2003)

Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
by: Liew, Venus Khim-Sen, et al.
Published: (2008)

Monetary model of exchange rate for Thailand : long-run relationship and monetary restrictions.
by: Liew, Venus Khim Sen, et al.
Published: (2009)

Performances of non-linear smooth transition autoregressive and linear autoregressive models in forecasting the Ringgit-Yen rate
by: Liew, Khim Sen, et al.
Published: (2002)

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

Forecasting performance of the P-star model: The case of Indonesia
by: Tang, M.M.-J., et al.
Published: (2015)

Real interest rates equalization: The case of Malaysia and Singapore
by: Ling, Tai-Hu, et al.
Published: (2006)

Income convergence: fresh evidence from the Nordic countries
by: Liew, Venus Khim-Sen, et al.
Published: (2009)