Linearity and stationarity of South Asian real exchange rates

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.

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Year of publication:	2006-02
Authors:	Liew, Venus Khim-Sen ; Lee, Hock-Ann ; Lim, Kian-Ping ; Lee, Huay-Huay

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Type of publication:	Book / Working Paper
Language:	English
Notes:	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.
Classification:	N15 - Asia including Middle East ; F14 - Country and Industry Studies of Trade ; C51 - Model Construction and Estimation
Source:	BASE

Persistent link: https://www.econbiz.de/10015239808