Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5
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 evide...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | en |
| Published: |
Munich University Library
2003
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/3226/1/Ahmad%20Zabidi.pdf http://ir.unimas.my/id/eprint/3226/ https://econpapers.repec.org/paper/wpawuwpit/0308001.htm |
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