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Nonlinear Mean-Reversion in Southeast Asian Real Exchange Rates

https://doi.org/10.2139/ssrn.1588369
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0922-1425(96)88806-2openalex-extracted
Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen
inferredcites →https://doi.org/10.1016/j.asieco.2004.02.009openalex-extracted
Are real exchange rates non-stationary? The Pacific Basin perspective
inferredcites →https://doi.org/10.1016/j.econlet.2003.10.021openalex-extracted
Are Asian real exchange rates stationary?
inferredcites →https://doi.org/10.1016/j.econmod.2008.05.009openalex-extracted
The purchasing power parity of Southeast Asian currencies: A time-varying coefficient approach
inferredcites →https://doi.org/10.1016/s0261-5606(00)00043-7openalex-extracted
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era
inferredcites →https://doi.org/10.1016/s0304-4076(02)00202-6openalex-extracted
Testing for a unit root in the nonlinear STAR framework
inferredcites →https://doi.org/10.1016/s0304-4076(03)00092-7openalex-extracted
Testing for unit roots in heterogeneous panels
inferredcites →https://doi.org/10.1016/s0922-1425(00)00047-5openalex-extracted
Evidence of long-run purchasing power parity: analysis of real asian exchange rates in terms of the Japanese yen
inferredcites →https://doi.org/10.1016/s0922-1425(00)00055-4openalex-extracted
Does PPP hold between Asian and Japanese economies? Evidence using panel unit root and panel cointegration
inferredcites →https://doi.org/10.1016/s0922-1425(96)00239-3openalex-extracted
The cointegration of Asian currencies revisited
inferredcites →https://doi.org/10.1017/cbo9780511754159.005openalex-extracted
Purchasing power parity and the real exchange rate
inferredcites →https://doi.org/10.1080/01621459.1994.10476462openalex-extracted
Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
inferredcites →https://doi.org/10.1080/096031098332619openalex-extracted
Modelling real exchange rate behaviour: a cross-country study
inferredcites →https://doi.org/10.1086/262096openalex-extracted
Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation
inferredcites →https://doi.org/10.1093/oso/9780198773191.001.0001openalex-extracted
Modelling Nonlinear Economic Relationships
inferredcites →https://doi.org/10.1093/rfs/5.2.153openalex-extracted
Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World
inferredcites →https://doi.org/10.1111/1468-0262.00257openalex-extracted
Threshold Autoregression with a Unit Root
inferredcites →https://doi.org/10.1111/1468-2354.00144openalex-extracted
Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb04060.xopenalex-extracted
The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity
inferredcites →https://doi.org/10.2139/ssrn.274992openalex-extracted
PPP and the Real Exchange Rate - Real Interest Rate Differential Puzzle Revisited: Evidence from Non-Stationary Panel Data
inferredcites →https://doi.org/10.2307/1060764openalex-extracted
Modelling Nonlinear Economic Relationships
inferredcites →https://doi.org/10.2307/1392185openalex-extracted
Comparing Predictive Accuracy
inferredcites →https://doi.org/10.2307/1392506openalex-extracted
Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates
inferredcites →https://doi.org/10.2307/2527284openalex-extracted
Threshold Cointegration
inferredcites →https://doi.org/10.2307/2951766openalex-extracted
Nonlinear Dynamic Structures
inferredcites →https://doi.org/10.2307/3872492openalex-extracted
Purchasing Power Parity and the Real Exchange Rate
inferredcites →https://doi.org/10.1017/s0266466608080663openalex-snapshot
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP
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