Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5

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Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5

Utilizing formal nonlinear unit root test (Sarno, The behavior of US public debt: a nonlinear perspective. Economics Letters 2001: 119 – 125), this study provides robust evidence of nonlinear mean reversion in the real exchange rates of 4 major ASEAN countries. We conclude that the bulk of the evide...

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Bibliographic Details
Main Authors:	Ahmad Zubaidi, Baharumshah, Liew, Khim Sen, Lau, Evan
Format:	Article
Language:	English
Published:	Munich University Library 2003
Subjects:	HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/3226/ http://ir.unimas.my/id/eprint/3226/1/Ahmad%20Zabidi.pdf

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