Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia
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- Onatunji Olufemi, 2019. "Do real exchange rate changes have symmetric or asymmetric effects on trade balance in Nigeria? Evidence from Non-linear ARDL Model," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 11(1), pages 14-23, June.
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More about this item
KeywordsAsymmetric cointegration; Trade balance; Threshold autoregressive; Momentum-threshold autoregressive;
All these keywords.
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F10 - International Economics - - Trade - - - General
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-IFN-2009-04-13 (International Finance)
- NEP-INT-2009-04-13 (International Trade)
- NEP-SEA-2009-04-13 (South East Asia)
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