Evidence on real exchange rate – Inflation causality: An application of Toda-Yamamoto dynamic Granger causality test
The paper provides further evidence of the real exchange rate and inflation causal relationship using Toda-Yamamoto (1995) augmented Granger causality test in Malaysia, Nigeria, Philippines and South Africa.The critical values used in this study are simulated based on the leverage bootstrap.The re...
| Հիմնական հեղինակներ: | , |
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| Ձևաչափ: | Conference or Workshop Item |
| Լեզու: | English |
| Հրապարակվել է: |
2015
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| Խորագրեր: | |
| Առցանց հասանելիություն: | https://repo.uum.edu.my/id/eprint/15492/1/1.pdf |