An application of asymmetric Toda–Yamamoto causality on exchange rate-inflation differentials in emerging economies
The paper employs asymmetric causality test based on Toda and Yamamoto (1995) causality approach to further investigate the causal relationship between exchange rate and inflation differentials in Brunei, Malaysia and Singapore. We simulate critical values based on leverage bootstrapping and asymm...
保存先:
| 主要な著者: | , |
|---|---|
| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
EconJournals
2016
|
| 主題: | |
| オンライン･アクセス: | http://repo.uum.edu.my/19646/1/IJEFI%20%206%202%202016%20%20420-426.pdf http://repo.uum.edu.my/19646/ http://www.econjournals.com/index.php/ijefi/article/view/1758 |
| タグ: |
タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
|