Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s)
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi, 2012. "Financial Integration between China and Asia Pacific Trading Partners: Parities Evidence from the First- and Second-generation Panel Tests," MPRA Paper 37801, University Library of Munich, Germany.
- Chan, Tze-Haw, 2012. "Assessing the international parity conditions and transmission mechanism for Malaysia-China," MPRA Paper 38930, University Library of Munich, Germany.
More about this item
KeywordsReal Exchange Rates; Endogenous Breaks; Non-linearity; Half-life;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- N15 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations - - - Asia including Middle East
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-06-13 (All new papers)
- NEP-CBA-2008-06-13 (Central Banking)
- NEP-FMK-2008-06-13 (Financial Markets)
- NEP-IFN-2008-06-13 (International Finance)
- NEP-OPM-2008-06-13 (Open Economy Macroeconomics)
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