Add to ORKGThe major finding of this study is that the long run purchasing power parity (PPP) deviations of the major ASEAN exchange rates exhibit nonlinear adjustment which may be characterised by the Smooth Transition Autoregressive (STAR) model. This finding warrants us that policy decision based on inappropriate linear studies may not be effectiveness. Besides, exchange rates with deviations with higher speed of adjustment are found to be more pruned to currency crisis
In an effort to fight relatively high inflation, many developing countries try to manage their nomin...
Abstract We used panel data analysis to evaluate the relative purchasing power parity (PPP) hypothes...
This paper employs smooth transition autoregressive (STAR) models to investigate the nonlinear dynam...
This paper investigates the underlying dynamics of the adjustment process of the deviations of two s...
This paper models the dynamics of adjustment process to Indonesian long run purchasing power parity ...
Since the late nineties, both theoretical and empirical analysis devoted to the real exchange rate s...
This paper provides new evidence on the purchasing power parity (PPP) hypothesis in six East Asian c...
We investigate the behaviour of real exchange rates of six East-Asian countries in relation to their...
The finding of nonlinear cointegration between Asian exchange rates with the corresponding relative ...
This paper aims to expand PPP literature by twofold. First, the performance of the conventional lin...
In this paper, the mean reversion behavior of CPI-based real exchange rates in US dollar is investig...
We propose an empirical model for deviations from long-run purchasing power parity (PPP) that simult...
This paper investigates relative purchasing power parity for a sample of nine Asian economies during...
Utilizing formal nonlinear unit root test (Sarno, The behavior of US public debt: a nonlinear perspe...
We examine the purchasing power parity (PPP) hypothesis of 10 members of ASEAN. A battery of panel u...
In an effort to fight relatively high inflation, many developing countries try to manage their nomin...
Abstract We used panel data analysis to evaluate the relative purchasing power parity (PPP) hypothes...
This paper employs smooth transition autoregressive (STAR) models to investigate the nonlinear dynam...
This paper investigates the underlying dynamics of the adjustment process of the deviations of two s...
This paper models the dynamics of adjustment process to Indonesian long run purchasing power parity ...
Since the late nineties, both theoretical and empirical analysis devoted to the real exchange rate s...
This paper provides new evidence on the purchasing power parity (PPP) hypothesis in six East Asian c...
We investigate the behaviour of real exchange rates of six East-Asian countries in relation to their...
The finding of nonlinear cointegration between Asian exchange rates with the corresponding relative ...
This paper aims to expand PPP literature by twofold. First, the performance of the conventional lin...
In this paper, the mean reversion behavior of CPI-based real exchange rates in US dollar is investig...
We propose an empirical model for deviations from long-run purchasing power parity (PPP) that simult...
This paper investigates relative purchasing power parity for a sample of nine Asian economies during...
Utilizing formal nonlinear unit root test (Sarno, The behavior of US public debt: a nonlinear perspe...
We examine the purchasing power parity (PPP) hypothesis of 10 members of ASEAN. A battery of panel u...
In an effort to fight relatively high inflation, many developing countries try to manage their nomin...
Abstract We used panel data analysis to evaluate the relative purchasing power parity (PPP) hypothes...
This paper employs smooth transition autoregressive (STAR) models to investigate the nonlinear dynam...