The article examines financial integration among ASEAN+5 countries and East Asian nations like China, Japan, and Korea. The researchers use panel cointegration and unit root tests to analyze long-term relationships between interest rates, exchange rates, prices, and real output. They find a strong connection among these variables, with exchange rates influencing real output. Short-term causality from exchange rates to real output is not observed. The study shows that neural networks provide more accurate long-run estimations compared to traditional econometric models.