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 |
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| Keyword: | Nonlinearity , Real exchange rates , South Asia , linearity test , nonlinear stationary test |
| Subjects: | D World History and History Of Europe, Asia, Africa, Australia, New Zealand, Etc. > DS Asia |
| Department: | FACULTY > Labuan Faculty of International Finance |
| Depositing User: | NORAINI LABUK - |
| Date Deposited: | 10 Jul 2018 14:59 |
| Last Modified: | 10 Jul 2018 14:59 |
| URI: | https://eprints.ums.edu.my/id/eprint/20450 |
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