Publication in refereed journal
香港中文大学研究人员 ( 现职)
| 庄太量教授 (经济学系) |
全文
| 数位物件识别号 (DOI) http://dx.doi.org/10.1016/j.econlet.2003.10.021 |
引用次数
Web of Sciencehttp://aims.cuhk.edu.hk/converis/portal/Publication/44WOS source URL
其它资讯
摘要By applying the newly developed nonlinear stationary test advanced by Kapetanios et al. [Journal of Econometrics 112 (2003) 359] in examining the stationary property of 11 Asian real exchange rates, this paper rejects unit root in 8 US dollar-based and 6 Japanese yen-based rates, whereas the augmented Dickey-Fuller (ADF) test has led to no rejection at all. (C) 2004 Elsevier B.V. All rights reserved.
着者Liew VKS, Baharumshah AZ, Chong TTL
期刊名称Economics Letters
详细描述To ORKTS: there are two coauthors,
I don't know how to edit them into the system. they are
Venus Liew and A.Z. Baharumshah
出版年份2004
月份6
日期1
卷号83
期次3
出版社ELSEVIER SCIENCE SA
页次313 - 316
国际标準期刊号0165-1765
电子国际标準期刊号1873-7374
语言英式英语
关键词ADF test; Asia; mean reversion; nonlinear stationary test; real exchange rates
Web of Science 学科类别Business & Economics; Economics; ECONOMICS
