Modeling Non-Linearities in ASEAN’s Real Effective Exchange Rates

碩士 === 朝陽科技大學 === 財務金融系碩士班 === 92 === A number of exchange rates forecast literature are focus on the major industrial country in the world, less discuss in the developing country; We use the smooth transition autoregression (STAR) developed by Granger and Terasvita (1993) to examame the ASEAN’s REE...

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Bibliographic Details
Main Authors: Ji-Yuan Lee, 李季原
Other Authors: none
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/21255856943023729032