ASEAN-5 Exchange Rate Determination In The Presence Of Nonlinearity

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ASEAN-5 Exchange Rate Determination In The Presence Of Nonlinearity

This study finds that nominal exchange rate exhibits nonlinear long-run relationship with money supplies and aggregate outputs, in the context of ASEAN-5 countries, thereby validating the monetary model of exchange rate. While it is consistent with the earlier findings using the linear testing proce...

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Bibliographic Details
Main Authors:	Venus Liew, Khim Sen, Ahmad Zubaidi, Baharumshah, Muzafar Shah, Habibullah, Habshah, Midi
Format:	Article
Language:	English
Published:	Serials Publications 2011
Subjects:	HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/18606/ http://ir.unimas.my/id/eprint/18606/7/ASEAN-5%20EXCHANGE%20RATE%20DETERMINATION%20%28abstract%29.pdf

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