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The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies

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References

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Cited by

2011Nonlinear adjustment of Asian real exchange rates40 cited
2009Long-run purchasing power parity with asymmetric adjustment: further evidence from African countries25 cited

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2006Nonlinear Adjustment of ASEAN−5 Real Exchange Rates: Symmetrical or Asymmetrical?23 cited

2006Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies21 cited

2006Does PPP hold in African countries? Further evidence based on a highly dynamic non-linear (logistic) unit root test18 cited

2012Purchasing Power Parity in Tradable Goods18 cited

2008Purchasing power parity in Asian economies: further evidence from rank tests for cointegration17 cited

2010Asymmetry dynamics in real exchange rates: New results on East Asian currencies16 cited

2009Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries16 cited

2008Long‐run purchasing power parity with asymmetric adjustment: evidence from nine major oil‐exporting countries15 cited