Evidence on real exchange rate-inflation causality: an application of Toda-Yamamoto dynamic granger causality test
The study provides further evidence of the real exchange rate and inflation causal relationship using Toda and Yamamoto augmented granger causality test in Malaysia, Nigeria, Philippines and South Africa. The critical values used in this study are simulated based on the leverage bootstrap.The result...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Medwell Journals
2015
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| Subjects: | |
| Online Access: | http://repo.uum.edu.my/15496/1/5.pdf http://repo.uum.edu.my/15496/ http://www.medwelljournals.com/abstract/?doi=ibm.2015.666.675 |
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| Institution: | Universiti Utara Malaysia |
| Language: | English |