Venus, Khim-Sen Liew and Lee, Hock-Ann and Lim, Kian-Ping and Lee, Huay-Huay (2006) Linearity and Stationarity of South Asian Real Exchange Rates.
![[img]](http://ir.unimas.my/style/images/fileicons/text.png) |
PDF
Linearity.pdf Download (349kB) |
Abstract
The linearity and stationarity of the real exchange rates of India, Nepal, Pakistan and Sri Lanka are investigated using formal linearity and the recently developed nonlinear stationary test procedures. Results obtained show that these real exchange rates are stationary albeit the presence of non linearity.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Nonlinearity; Real exchange rates; South Asia; linearity test; nonlinear stationary test, unimas, university, universiti, Borneo, Malaysia, Sarawak, Kuching, Samarahan, ipta, education, research, Universiti Malaysia Sarawak. |
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | Academic Faculties, Institutes and Centres > Faculty of Economics and Business Faculties, Institutes, Centres > Faculty of Economics and Business |
| Depositing User: | Gani |
| Date Deposited: | 06 May 2020 01:59 |
| Last Modified: | 19 Jan 2022 07:17 |
| URI: | http://ir.unimas.my/id/eprint/29591 |
Actions (For repository members only: login required)
 |
View Item |
