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Purchasing power parity in Asian economies: further evidence from rank tests for cointegration

Liew, Venus Khim-Sen; Lee, Hock-Ann; Lim, Kian-Ping - Volkswirtschaftliche Fakultät, … - 2005

The finding of nonlinear cointegration between Asian exchange rates with the corresponding relatives prices and …

Persistent link: https://www.econbiz.de/10011267871

Purchasing power parity in Asian economies: further evidence from rank tests for cointegration

Liew, Venus Khim-Sen; Lee, Hock-Ann; Lim, Kian-Ping - Volkswirtschaftliche Fakultät, … - 2005

The finding of nonlinear cointegration between Asian exchange rates with the corresponding relatives prices and …

Persistent link: https://www.econbiz.de/10005025696

Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen

Liew, Venus Khim-Sen - Volkswirtschaftliche Fakultät, … - 2009

cointegration testing procedures. The existence of such relationship is probably resulted from the strong and consistent bilateral …

Persistent link: https://www.econbiz.de/10005025686

Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries

Liew, Venus Khim-Sen; Chia, Ricky Chee-Jiun; Ling, Tai-Hu - Volkswirtschaftliche Fakultät, … - 2009

Breitung’s (2001) rank tests for cointegration. Results from further analysis indicates that nominal exchange rates and …

Persistent link: https://www.econbiz.de/10005055498

On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea

Liew, Venus Khim-Sen; Ling, Tai-Hu; Chia, Ricky Chee-Jiun; … - In: Economic Modelling 29 (2012) 2, pp. 326-332

. Various testing procedures are already available to test for the existence of nonlinear cointegration. For example, Breitung … application of the rank cointegration tests, particularly to economic variables that evidence certain behavior. As an illustration …

Persistent link: https://www.econbiz.de/10010573311