Title of article
Stationarity of Asian-Pacific real exchange rates
Author/Authors
Su Zhou، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
7
From page
16
To page
22
Abstract
Using a nonlinear unit root test, we reject the null hypothesis of nonstationarity for most of the Asian-Pacific real exchange rates, but not for the Japanese yen based rates. There is more evidence for level stationarity in the Singapore dollar based rates than in other currency based rates.
Keywords
Nonlinear stationarity , PPP , Asian-Pacific real exchange rates
Journal title
Economics Letters
Serial Year
2008
Journal title
Economics Letters
Record number
436360
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