Currency crises and purchasing power parity in the asian countries: evidence based on second-generation panel unit-root tests

Currency crises and purchasing power parity in the asian countries: evidence based on second-generation panel unit-root tests

This study applies a second-generation panel unit-root tests to determine the stochastic properties of real exchange rates for 14 Asian countries. Based on three popular alternative definitions of a currency crisis, we identify the several important currency crisis episodes in the region. The purcha...

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Bibliographic Details
Main Authors: Siew, Voon Soon, Baharumshah, Ahmad Zubaidi, Md. Shariff, Nurul Sima, Ibrahim, Saifuzzaman
Format: Article
Language:English
Published: Faculty of Economics & Administration, University of Malaya and Malaysian Economic Association 2017
Online Access:http://psasir.upm.edu.my/id/eprint/61269/
http://psasir.upm.edu.my/id/eprint/61269/1/Currency%20crises%20and%20purchasing%20power%20parity%20in%20the%20Asian%20countries%20evidence%20based%20on%20second-generation%20panel%20unit-root%20tests.pdf

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