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Testing the validity of the monetary model for ASEAN with structural break

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  • Lee Chin
  • M. Azali

Abstract

This study examines the validity of the long run structural relations underlying the monetary exchange rate model for Malaysia, Singapore, The Philippines and Thailand. Take into consideration the possibility of structural change, we examined the models using recent developed techniques of testing unit root and cointegration with a structural break. Our findings of three cointegrating relations among the variables in the system were further identified by testing theoretical restrictions on the cointegrating equations. The long run relationships were able to be interpreted according to the theory, hence, support the long run validity of the monetary exchange rate model.

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File URL: http://hdl.handle.net/10.1080/00036846.2011.570726
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Bibliographic Info

Article provided by Taylor & Francis Journals in its journal Applied Economics.

Volume (Year): 44 (2012)
Issue (Month): 25 (September)
Pages: 3229-3236

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Handle: RePEc:taf:applec:44:y:2012:i:25:p:3229-3236

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Cited by:
  1. Hideaki Hirata & M. Ayhan Kose & Christopher Otrok, 2013. "Regionalization vs. Globalization," IMF Working Papers 13/19, International Monetary Fund.
  2. Emilio Espino & Julian Kozlowski & Juan M. Sánchez, 2013. "Regionalization vs. globalization," Working Papers 2013-002, Federal Reserve Bank of St. Louis.

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