Linearity and stationarity of South Asian real exchange rates

Liew, Venus Khim Sen and Lee, Hock Ann and Lim, Kian Ping and Lee, Huay Huay (2006) Linearity and stationarity of South Asian real exchange rates. ICFAI Journal of Applied Economics, 7 (5). pp. 48-58.

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Abstract

The linearity and stationarity of the real exchange rates of India, Nepal, Pakistan and Sri Lanka are investigated using formal linearity and the recently developed nonlinear stationary test procedures. Results obtained show that these real exchange rates are stationary albeit the presence of nonlinearity.

Item Type: Article
Uncontrolled Keywords: Nonlinearity , Real exchange rates , South Asia , linearity test , nonlinear stationary test
Subjects: D History General and Old World > DS Asia
Divisions: FACULTY > Labuan Faculty of International Finance
Depositing User: Noraini
Date Deposited: 10 Jul 2018 06:59
Last Modified: 10 Jul 2018 06:59
URI: http://eprints.ums.edu.my/id/eprint/20450

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