Random walk, excess sensitivity, and cointegration : testing the robustness of RE/PIH for ASEAN economies
Ahmed M. Khalid
| Year of publication: |
1995
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| Authors: | Khalid, Ahmed M. |
| Published in: |
Malaysian journal of economic studies. - Kuala Lumpur, ISSN 1511-4554, ZDB-ID 11487896. - Vol. 32.1995, 2, p. 1-16
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | RE/PIH = Rational Expectations/Permanent Income Hypothesis |
| Source: |
Persistent link: https://www.econbiz.de/10009935443