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Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5

Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-Sen; Lau, Evan - EconWPA - 2003

Utilizing formal nonlinear unit root test (Sarno, The behavior of US public debt: a nonlinear perspective. Economics Letters 2001: 119 – 125), this study provides robust evidence of nonlinear mean reversion in the real exchange rates of 4 major ASEAN countries. We conclude that the bulk of the...

Persistent link: https://www.econbiz.de/10005119239

Are Asian real exchange rates stationary?

Liew, Venus Khim-sen; Baharumshah, Ahmad Zubaidi; … - In: Economics letters 83 (2004) 3, pp. 313-316

Persistent link: https://www.econbiz.de/10002049128

On Singapore dollar-U.S. dollar and purchasing power parity

Liew, Venus Khim-sen; Baharumshah, Ahmad Zubaidi; Lim, … - In: The Singapore economic review : journal of the Economic … 49 (2004) 1, pp. 71-84

Persistent link: https://www.econbiz.de/10002095175

Asymmetry dynamics in real exchange rates : new results on East Asian currencies

Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen; … - In: International review of economics & finance : IREF 19 (2010) 4, pp. 648-661

Persistent link: https://www.econbiz.de/10009007003

Purchasing power parity

Liew, Venus Khim-sen; Baharumshah, Ahmad Zubaidi - In: Open economy macroeconomics in East Asia, (pp. 61-79). 2005

Persistent link: https://www.econbiz.de/10003230752

Purchasing power parity in South East Asian countries economies : a cointegration approach

Baharumshah, Ahmad Zubaidi - In: Asian economic journal : journal of the East Asian … 11 (1997) 2, pp. 141-153

Persistent link: https://www.econbiz.de/10001241507

The effects of real exchange rate on the demand for exports : a case of Malaysian primary commodities

BinYusoff, Mohammed - In: ASEAN economic bulletin 9 (1993) 3, pp. 338-347

Persistent link: https://www.econbiz.de/10001140910

Does PPP hold between Asian and Japanese economies? : Evidence using panel unit root and panel cointegration

Azali, Mohamed; Habibullah, M. S.; Baharumshah, Ahmad … - In: Japan and the world economy : international journal of … 13 (2001) 1, pp. 35-50

Persistent link: https://www.econbiz.de/10001559608

Purchasing power parity in the ASEAN region : an analysis based on spectral regression and co-integration

Tan, Hui Boon; Baharumshah, Ahmad Zubaidi - In: The Asia Pacific journal of economics and business : APJEB 2 (1998) 2, pp. 51-68

Persistent link: https://www.econbiz.de/10001651060

Open economy macroeconomics in East Asia

Baharumshah, Ahmad Zubaidi (ed.) - 2005

Persistent link: https://www.econbiz.de/10002421307