| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5054215 | Economic Modelling | 2013 | 7 Pages |
Abstract
⺠We examine the stationarity of ten East Asian real exchange rates against the US dollar. ⺠The rigorous evidence of the stationarity is found in four out of ten real exchange rates. ⺠The multiple testing identifies which country holds the PPP in East Asian countries. ⺠The small-sample property of the test is investigated by using a Monte Carlo experiment.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Takashi Matsuki, Kimiko Sugimoto,