Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia
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References listed on IDEAS
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- Dincer Dedeoglu & Kaan Ogut, 2017. "Asymmetric cointegration with threshold adjustment model of exchange rates and the trade balance in Turkey," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 26(2), pages 174-194, February.
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"The impact of the real exchange rate on non-oil exports. Is there an asymmetric adjustment towards the equilibrium?,"
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- Fakhri Hasanov, 2012. "The impact of the real exchange rate on non-oil exports. Is there an asymmetric adjustment towards the equilibrium?," Working Papers 2012-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- 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.
- Alhaji Jibrilla Aliyu & Shehu Mohammed Tijjani & Caroline Elliott, 2015. "Asymmetric cointegration between exchange rate and trade balance in Nigeria," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1045213-104, December.
More about this item
KeywordsAsymmetric cointegration; Trade balance; Threshold autoregressive; Momentum-threshold autoregressive;
- 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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