On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity

This study re-examines the validity of relationship between Singapore Dollar-US Dollar exchange rate and the relative price using the latest econometric methodologies that accounts for non-linearity. Among others, this study finds Exponential Smooth Transition Autoregressive (ESTAR)-type non-linear...

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Bibliographic Details
Main Authors: Liew, Venus Khim-Sen, Ahmad Zubaidi, Baharumshah, Lim, Kian-Ping
Format: Article
Language:English
Published: World Scientific Publishing Co. Pte. Ltd. 2004
Subjects:
Online Access:http://ir.unimas.my/id/eprint/18604/
http://ir.unimas.my/id/eprint/18604/1/On%20Singaporean.pdf