Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia
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- Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong, 2003. "Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia," International Finance 0312001, EconWPA.
References listed on IDEAS
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More about this item
KeywordsExchange rate; Nonlinearity; stationarity; Purchasing Power Parity; Exponential Smooth Transition Autoregressive (ESTAR); Malaysia.;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-12-07 (All new papers)
- NEP-IFN-2003-12-07 (International Finance)
- NEP-SEA-2003-12-07 (South East Asia)
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