Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062369 | Economics Letters | 2008 | 7 Pages |
Abstract
Using a nonlinear unit root test, we reject the null hypothesis of nonstationarity for most of the Asian-Pacific real exchange rates, but not for the Japanese yen based rates. There is more evidence for level stationarity in the Singapore dollar based rates than in other currency based rates.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Su Zhou,