Are Southeast Asian Real Exchange Rates Mean Reverting?

Since the late nineties, both theoretical and empirical analysis devoted to the real exchange rate suggest that their dynamics might be well approximated by nonlinear models. This paper examines this possibility for post-1970 monthly ASEAN-5 data, extending the existing research in two directions. F...

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Bibliographic details
Main Author: Bec, Frédérique
Zeng, Songlin
Format: Paper
Language: English
Place of publication: 2012
Related: THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
Data of publication: 2012
Series: THEMA Working Papers
Subjects:
Online Access: available in Bonn?
Database: RePEc
RePEc IDEAS
Database information Databases - DBIS