Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia
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References listed on IDEAS
- Balke, Nathan S & Fomby, Thomas B, 1997. "Threshold Cointegration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(3), pages 627-645, August.
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- Shu-Chen Chang, 2008. "Asymmetric cointegration relationship among Asian exchange rates," Economic Change and Restructuring, Springer, vol. 41(2), pages 125-141, June.
- Janardhanan Als & Mohsen Bahmani-Oskooee, 1995. "Do devaluations improve or worsen the terms of trade?," Journal of Economic Studies, Emerald Group Publishing, vol. 22(6), pages 16-25, October.
- Paresh Kumar Narayan, 2007. "Are Nominal Exchange Rates and Price Levels Co-Integrated? New Evidence from Threshold Autoregressive and Momentum-Threshold Autoregressive Models," The Economic Record, The Economic Society of Australia, vol. 83(260), pages 74-85, March.
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- Hasanov, Fakhri, 2012.
"The impact of the real exchange rate on non-oil exports. Is there an asymmetric adjustment towards the equilibrium?,"
43728, University Library of Munich, Germany.
- 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, Research Program on Forecasting.
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- repec:taf:jitecd:v:26:y:2017:i:2:p:174-194 is not listed on IDEAS
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-ALL-2009-04-13 (All new papers)
- 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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