Are Asian real exchange rates stationary?
By applying the newly developed nonlinear stationary test advanced by Kapetanios et al. [Journal of Econometrics 112 (2003) 359] in examining the stationary property of 11 Asian real exchange rates, this paper rejects unit root in 8 US dollar-based and 6 Japanese yen-based rates, whereas the augment...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Elsevier B.V.
2004
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/18639/ http://ir.unimas.my/id/eprint/18639/7/Are%20Asian%20real%20exchange%20rates%20stationary%20%28abstract%29.pdf |
| _version_ | 1848838555221098496 |
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| author | Liew, Venus Khim-Sen Ahmad Zubaidi, Baharumshah Chong, Terence Tai-Leung |
| author_facet | Liew, Venus Khim-Sen Ahmad Zubaidi, Baharumshah Chong, Terence Tai-Leung |
| author_sort | Liew, Venus Khim-Sen |
| building | UNIMAS Institutional Repository |
| collection | Online Access |
| description | By applying the newly developed nonlinear stationary test advanced by Kapetanios et al. [Journal of Econometrics 112 (2003) 359] in examining the stationary property of 11 Asian real exchange rates, this paper rejects unit root in 8 US dollar-based and 6 Japanese yen-based rates, whereas the augmented Dickey–Fuller (ADF) test has led to no rejection at all. D 2004 Elsevier B.V. All rights reserved. |
| first_indexed | 2025-11-15T06:57:25Z |
| format | Article |
| id | unimas-18639 |
| institution | Universiti Malaysia Sarawak |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T06:57:25Z |
| publishDate | 2004 |
| publisher | Elsevier B.V. |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | unimas-186392017-11-21T01:10:19Z http://ir.unimas.my/id/eprint/18639/ Are Asian real exchange rates stationary? Liew, Venus Khim-Sen Ahmad Zubaidi, Baharumshah Chong, Terence Tai-Leung HB Economic Theory By applying the newly developed nonlinear stationary test advanced by Kapetanios et al. [Journal of Econometrics 112 (2003) 359] in examining the stationary property of 11 Asian real exchange rates, this paper rejects unit root in 8 US dollar-based and 6 Japanese yen-based rates, whereas the augmented Dickey–Fuller (ADF) test has led to no rejection at all. D 2004 Elsevier B.V. All rights reserved. Elsevier B.V. 2004 Article PeerReviewed text en http://ir.unimas.my/id/eprint/18639/7/Are%20Asian%20real%20exchange%20rates%20stationary%20%28abstract%29.pdf Liew, Venus Khim-Sen and Ahmad Zubaidi, Baharumshah and Chong, Terence Tai-Leung (2004) Are Asian real exchange rates stationary? Economics Letters, 83. pp. 313-316. ISSN 0165-1765 https://doi.org/10.1016/j.econlet.2003.10.021 doi:10.1016/j.econlet.2003.10.021 |
| spellingShingle | HB Economic Theory Liew, Venus Khim-Sen Ahmad Zubaidi, Baharumshah Chong, Terence Tai-Leung Are Asian real exchange rates stationary? |
| title | Are Asian real exchange rates stationary? |
| title_full | Are Asian real exchange rates stationary? |
| title_fullStr | Are Asian real exchange rates stationary? |
| title_full_unstemmed | Are Asian real exchange rates stationary? |
| title_short | Are Asian real exchange rates stationary? |
| title_sort | are asian real exchange rates stationary? |
| topic | HB Economic Theory |
| url | http://ir.unimas.my/id/eprint/18639/ http://ir.unimas.my/id/eprint/18639/ http://ir.unimas.my/id/eprint/18639/ http://ir.unimas.my/id/eprint/18639/7/Are%20Asian%20real%20exchange%20rates%20stationary%20%28abstract%29.pdf |