Linearity and stationarity of South Asian real exchange rates

Linearity and stationarity of South Asian real exchange rates

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 nonlin...

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Bibliographic Details
Main Authors: Liew, Venus Khim Sen, Lee, Hock Ann, Lim, Kian Ping, Lee, Huay Huay
Format: Article
Language:English
Published: 2006
Subjects:
DS Asia
Online Access:https://eprints.ums.edu.my/id/eprint/20450/1/Linearity%20and%20stationarity%20of%20South%20Asian%20real%20exchange%20rates.pdf
https://eprints.ums.edu.my/id/eprint/20450/
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Institution: Universiti Malaysia Sabah
Language: English
Description
Summary: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 nonlinearity.

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