An application of asymmetric Toda–Yamamoto causality on exchange rate-inflation differentials in emerging economies

The paper employs asymmetric causality test based on Toda and 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 asymm...

Ausführliche Beschreibung

Bibliographische Detailangaben
Hauptverfasser: Umar, Mohammed, Dahalan, Jauhari
Format: Artikel
Sprache:English
Veröffentlicht: EconJournals 2016
Schlagworte:
Online Zugang:https://repo.uum.edu.my/id/eprint/19646/1/IJEFI%20%206%202%202016%20%20420-426.pdf