An Application of Asymmetric Toda-Yamamoto Causality on Exchange Rate-Inflation Differentials in Emerging Economies

An Application of Asymmetric Toda-Yamamoto Causality on Exchange Rate-Inflation Differentials in Emerging Economies

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The paper employs asymmetric causality test based on Toda-Yamamoto (1995) causality approach to further investigate the causal relationship between exchange rate and inflation differentials in Brunei, Malaysia and Singapore. We simulate critical values based on leverage bootstrapping and asymmetric...

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Bibliographic Details
Main Authors:	Mohammed Umar, Jauhari Dahalan
Format:	Article
Language:	English
Published:	EconJournals 2016-04-01
Series:	International Journal of Economics and Financial Issues
Online Access:	http://mail.econjournals.com/index.php/ijefi/article/view/1758

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