• 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