Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore

Author:

Baharumshah Ahmad Zubaidi,Masih A. Mansur M.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference38 articles.

1. Structural breaks, cointegration, and speed of adjustment: evidence from 12 LDCs money demand;Arize;International Review of Economics and Finance,1999

2. Baharumshah, A.Z., 2002. Purchasing power parity in East-Asian countries, Department of Economic Working paper, Universiti Putra Malaysia.

3. Banerjee, A., Urga, G., 1995. Looking for structural breaks in cointegrated systems, London Business School, Center for Economic Forecasting, Discussion Paper No. DP 18–95.

4. A novel test of the monetary approach using black market exchange rates and the Johansen–Juselius cointegration method;Berg;Economics Letters,1993

5. The relationship between power and level for generic unit root test in finite sample;Blough;Journal of Applied Econometrics,1992

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