Linearity and stationarity of South Asian real exchange rates

Venus Liew, Hock-Ann Lee (), Kian-Ping Lim and Huay-Huay Lee

MPRA Paper from University Library of Munich, Germany

Abstract: The linearity and stationarity of the real exchange rates of India, Nepal, Pakistan and Sri Lanka are investigated using formal linearity and the recently developed nonlinear stationary test procedures. Results obtained show that these real exchange rates are stationary albeit the presence of nonlinearity.

Keywords: Nonlinearity; Real exchange rates; South Asia; linearity test; nonlinear stationary test (search for similar items in EconPapers)
JEL-codes: C51 F14 N15 (search for similar items in EconPapers)
Date: 2006-02
New Economics Papers: this item is included in nep-cba, nep-cwa, nep-ifn and nep-sea
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Related works:
Journal Article: Linearity and Stationarity of South Asian Real Exchange Rates (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:517

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