Asymmetric cointegration relationship between real exchange rate and trade variables: the case of Malaysia

Asymmetric cointegration relationship between real exchange rate and trade variables: the case of Malaysia

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The present study attempts to analyze the long-run equilibrium relationship between real exchange rate and trade balance, imports and exports demand by cointegration tests assuming asymmetric adjustment. Following Enders and Siklos (2001), the Engle-Granger two-step cointegration test is expanding t...

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Bibliographic Details
Main Author:	Duasa, Jarita
Format:	Monograph
Language:	English
Published:	- 2009
Subjects:	HG Finance
Online Access:	http://irep.iium.edu.my/1336/1/Asymmetric_Cointegration_Relationship_between_Real_Exchange_Rate_and_Trade_Variables-The_Case_of_Malaysia.pdf

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