Non-linear cointegration and adjustment: exponential smooth-transition model for Malaysian export demand
The present study attempts to analyze the long-run equilibrium relationship between real exchange rate and export demand by non-linear cointegration tests. The Engle-Granger two-step cointegration test is expanding to incorporate an exponential smooth-transition error correction term (ESTAR model)...
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| Format: | Article |
| Language: | English |
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Serials Publications
2012
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| Online Access: | http://irep.iium.edu.my/31549/1/5-Jarita_Duasa.pdf http://irep.iium.edu.my/31549/ http://www.serialspublications.com/journals1.asp?jid=196&jtype=1 |
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