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. The multivariate cointegration approach is adopted to attain our objective of this study. The empirical results provide evidence favoring the monetary approach to exch...
| Main Authors: | Liew, Venus Khim Sen, Baharumshah, Ahmad Zubaidi, Puah, Chin Hong |
|---|---|
| Format: | Article |
| Language: | English English |
| Published: |
Routledge
2009
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/15719/ http://psasir.upm.edu.my/id/eprint/15719/1/Monetary%20model%20of%20exchange%20rate%20for%20Thailand.pdf |
Similar Items
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
by: Liew, Venus Khim-Sen, et al.
Published: (2008)
by: Liew, Venus Khim-Sen, et al.
Published: (2008)
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
by: Liew, Venus Khim-Sen
Published: (2009)
by: Liew, Venus Khim-Sen
Published: (2009)
Non-Linearity In Monetary Models Of Exchange Rate In Five Asean Countries
by: Liew, Khim Sen
Published: (2008)
by: Liew, Khim Sen
Published: (2008)
On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries
by: Puah, Chin-Hong, et al.
Published: (2008)
by: Puah, Chin-Hong, et al.
Published: (2008)
On the long-run monetary neutrality : evidence from the SEACEN countries.
by: Puah, Chin Hong, et al.
Published: (2008)
by: Puah, Chin Hong, et al.
Published: (2008)
The Relevance of monetary aggregates for monetary policy Purposes in Malaysia
by: Muzafar Shah, Habibullah, et al.
Published: (2002)
by: Muzafar Shah, Habibullah, et al.
Published: (2002)
Testing Long-Run Monetary Neutrality in Malaysia: Revisiting Divisia Money
by: Puah, Chin-Hong, et al.
Published: (2011)
by: Puah, Chin-Hong, et al.
Published: (2011)
On the predictive power of monetary exchange rate model:
the case of the Malaysian Ringgit/US Dollar rate.
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2009)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2009)
Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries.
by: Lee, Chin, et al.
Published: (2009)
by: Lee, Chin, et al.
Published: (2009)
Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era
by: Liew, Venus Khim-Sen, et al.
Published: (2003)
by: Liew, Venus Khim-Sen, et al.
Published: (2003)
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2006)
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2006)
Forecasting performance of exponential smooth transition autoregressive exchange rate models
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2006)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2006)
The performance of divisia monetary aggregates in the monetary model of exchange rate in ASEAN-four countries
by: Leong, Choi Meng
Published: (2015)
by: Leong, Choi Meng
Published: (2015)
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions
by: Liew, Venus Khim-Sen, et al.
Published: (2002)
by: Liew, Venus Khim-Sen, et al.
Published: (2002)
The monetary model of exchange rate: evidence from The Philippines
by: Chin, Lee, et al.
Published: (2007)
by: Chin, Lee, et al.
Published: (2007)
The Monetary Approach to Exchange Rate Determination in Five ASEAN Countries
by: Lee, Chin
Published: (2005)
by: Lee, Chin
Published: (2005)
Is there a nonlinear long-run relation in the U.S. interest rate and inflation?
by: lee, Hwa-tae, et al.
Published: (2013)
by: lee, Hwa-tae, et al.
Published: (2013)
The Predibility of Asean-5 Exchange Rates
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2000)
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2000)
The Predibility of Asean-5 Exchange Rates
by: Liew, Khim Sen, et al.
Published: (2000)
by: Liew, Khim Sen, et al.
Published: (2000)
Are Asian real exchange rates stationary?
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
Are Asian real exchange rates stationary?
by: Liew, Venus Khim Sen, et al.
Published: (2004)
by: Liew, Venus Khim Sen, et al.
Published: (2004)
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
Exchange market pressure and monetary policies
by: Tey, Sheik Kyin, et al.
Published: (2017)
by: Tey, Sheik Kyin, et al.
Published: (2017)
Does Monetary Policy Work Effectively In 10 European Countries? New Evidence From Fisher Effect
by: Ling, Tai-Hu, et al.
Published: (2013)
by: Ling, Tai-Hu, et al.
Published: (2013)
Asymmetry dynamics in real exchange rates: New results on East Asian currencies
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2010)
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2010)
Asymmetry dynamics in real exchange rates: new results on East Asian currencies
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2010)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2010)
Monetary Conditions Index in Singapore.
by: Poon, Wai Ching, et al.
Published: (2008)
by: Poon, Wai Ching, et al.
Published: (2008)
Predictability of ASEAN-5 exchange rates in the post-crisis era
by: Liew, Khim Sen, et al.
Published: (2003)
by: Liew, Khim Sen, et al.
Published: (2003)
The relationship of monetary dynamics and exchange rate in Malaysia / Ervinna Maslina Abd Muslikh Mashuri
by: Abd Muslikh Mashuri, Ervinna Maslina
Published: (2007)
by: Abd Muslikh Mashuri, Ervinna Maslina
Published: (2007)
ASEAN-5 Exchange Rate Determination In The Presence Of Nonlinearity
by: Venus Liew, Khim Sen, et al.
Published: (2011)
by: Venus Liew, Khim Sen, et al.
Published: (2011)
Asean-5 exchange rate determination in the presence of nonlinearity.
by: Liew, Venus Khim-Sen, et al.
Published: (2011)
by: Liew, Venus Khim-Sen, et al.
Published: (2011)
Monetary policy and exchange market pressure in Malaysia
by: Tey, Sheik Kyin, et al.
Published: (2013)
by: Tey, Sheik Kyin, et al.
Published: (2013)
The relationship between monetary base and monetary aaggregates in asean - 5
by: Ng,, Chai Chet.
Published: (2007)
by: Ng,, Chai Chet.
Published: (2007)
Monetary policy rules in Malaysia, Singapore and Thailand
by: Tan, Chai Thing, et al.
Published: (2020)
by: Tan, Chai Thing, et al.
Published: (2020)
Monetary policy, economic activity and the stock market: an empirical analysis of the Kuala Lumpur Stock Exchange
by: Muzafar Shah Habibullah,, et al.
Published: (1998)
by: Muzafar Shah Habibullah,, et al.
Published: (1998)
Nonlinear Adjustment Of Real Exchange Rates Towards Purchasing Power Parity And The Asian Financial Crisis
by: Liew, Venus Khim-Sen, et al.
Published: (2005)
by: Liew, Venus Khim-Sen, et al.
Published: (2005)
Short and long-term interest rates and the effectiveness of monetary and macroprudential policies
by: Rubio, Margarita
Published: (2016)
by: Rubio, Margarita
Published: (2016)
Nonlinear Adjustment of ASEAN−5 Real Exchange Rates: Symmetrical or Asymmetrical?
by: Liew, Venus Khim-Sen
Published: (2004)
by: Liew, Venus Khim-Sen
Published: (2004)
The stability of money demand and monetary transmission mechanism in Thailand
by: Raksong, Saranya
Published: (2010)
by: Raksong, Saranya
Published: (2010)
Exchange rates forecasting model: an alternative estimation procedure
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2004)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2004)
Similar Items
-
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
by: Liew, Venus Khim-Sen, et al.
Published: (2008) -
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
by: Liew, Venus Khim-Sen
Published: (2009) -
Non-Linearity In Monetary Models Of Exchange Rate In Five Asean Countries
by: Liew, Khim Sen
Published: (2008) -
On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries
by: Puah, Chin-Hong, et al.
Published: (2008) -
On the long-run monetary neutrality : evidence from the SEACEN countries.
by: Puah, Chin Hong, et al.
Published: (2008)