Are Asian real exchange rates stationary?

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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...

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Bibliographic Details
Main Authors:	Liew, Venus Khim Sen, Baharumshah, Ahmad Zubaidi, Chong, Terence Tai Leung
Format:	Article
Language:	English
Published:	Elsevier 2004
Online Access:	http://psasir.upm.edu.my/id/eprint/40288/ http://psasir.upm.edu.my/id/eprint/40288/1/Are%20Asian%20real%20exchange%20rates%20stationary.pdf

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