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    Nonlinear Adjustment Of Real Exchange Rates Towards Purchasing Power Parity And The Asian Financial Crisis

    Nonlinear Adjustment Of Real Exchange Rates Towards Purchasing Power Parity And The Asian Financial Crisis by Liew, Venus Khim-Sen, Ahmad Zubaidi, Baharumshah, Lim, Kian-Ping

    Published 2005
    “…To accomplish this task, we estimate the standard linearity test statistics as suggested by Lukkonen, Saikkonen and Teräsvirta (1988), which has power against the Exponential Smooth Transition Autoregressive (ESTAR) model. …”
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