Non-Parametric Cointegration Analysis of ASEAN-5 Real Exchange Rates
This study employs the Bierens's (1997) non-parametric cointegration methodology to test the Purchasing Power Parity (PPP) hypothesis forfiz~e major ASEAN economies - Indonesia, Malaysia, the Philippines, Singapore and Thailand, with the U.S. and Japan data as base countries. The results provid...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
UUM Press
2004-06-01
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| Series: | International Journal of Management Studies |
| Subjects: | |
| Online Access: | https://e-journal.uum.edu.my/index.php/ijms/article/view/9159 |