Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions

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Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions

This paper examines the long-run relationship between exchange rate and its determinants based on the flexible-price monetary model. Multivariate cointegration approach (Johansan 1988, 1989 and Johansen-Juselius 1990) is adopted to attain our objective of study. The empirical results provide evidenc...

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Bibliographic Details
Main Authors:	Liew, Venus Khim-Sen, Ahmad Zubaidi, Baharumshah, Puah, Chin-Hong
Format:	Working Paper
Language:	English
Published:	Universiti Malaysia Sarawak (UNIMAS) 2008
Subjects:	AC Collections. Series. Collected works HG Finance HJ Public Finance
Online Access:	http://ir.unimas.my/id/eprint/3221/ http://ir.unimas.my/id/eprint/3221/1/Monetary%20model.pdf

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