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

Author: Liew Venus Khim-Sen   Chong Terence Tai-Leung   Lim Kian-Ping  

Publisher: Routledge Ltd

ISSN: 1466-4283

Source: Applied Economics, Vol.35, Iss.12, 2003-08, pp. : 1387-1392

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Abstract