Are Asian real exchange rates stationary?

DOI10.1016/j.econlet.2003.10.021zbMath1254.91678OpenAlexW1974689480MaRDI QIDQ1927504

Venus Khim-Sen Liew, Terence Tai-Leung Chong, Ahmad Zubaidi Baharumshah

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://psasir.upm.edu.my/id/eprint/40288/1/Are%20Asian%20real%20exchange%20rates%20stationary.pdf

zbMATH Keywords

real exchange ratesmean reversionADF testAsianonlinear stationary test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (2)

A Detrended Range Unit Root (DRUR) Test ⋮ Testing diffusion processes for non-stationarity

Cites Work

• Real exchange rate behavior in the Middle East: A re-examination
• Testing for a unit root in the nonlinear STAR framework
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

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