Asian monetary integration: a structural VAR approach.

DOI10.1016/S0378-4754(03)00110-1MaRDI QIDQ1427762zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Zhaoyong Zhang, Kiyotaka Sato, Michael McAleer

Publication date 14 March 2004

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-4754(03)00110-1

zbMATH Keywords

Exchange rateEast Asian regionOptimum currency areaVector autoregressions

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cited in

(7)

• Is Greater China a currency union?: A tale of the Chinese trio
• The suitability of a monetary union in east Asia: what does the cointegration approach tell?
• AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS
• A dollar or yen currency union in East Asia
• Testing for contagion in ASEAN exchange rates
• Asian currency baskets: An answer in search of a question?
• The spillovers from US monetary policy to Asian economies

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