Real Exchange Rates and Purchasing Power Parity in South Asia

Simple item page
dc.contributor.authorNoman,Abdullah M
dc.contributor.authorKhan,Tamanna Z
dc.contributor.authorArif,Ishtiaque
dc.date.accessioned2025-05-23T08:42:31Z
dc.date.available2026-07-07T10:06:56Z
dc.date.issued2009-05-27
dc.description.abstractThe paper investigates the time series properties of seven South Asian currencies' real exchange rates using ADF and PP unit root tests. The results show that the null hypothesis of a unit root (indicating non-stationarity) is rejected in only 2 out of 21 cases for the ADF test and 2 cases for the PP test. This suggests that the real exchange rates of these South Asian currencies are non-stationary, contradicting the Purchasing Power Parity (PPP) theory, which predicts that real exchange rates should be stationary.
dc.identifier.citationNoman, A. M., Khan, T. Z., & Arif, I. (2009).
dc.identifier.otherhttp://dspace.uttarauniversity.edu.bd:8080/server/api/core/items/69ce6ddb-b74e-4489-a7d1-163c4efabb45
dc.identifier.urihttp://dspace.uttarauniversity.edu.bd:4000/handle/123456789/867
dc.language.isoen
dc.publisherSchool of Business, Uttara Uniersity, Dhaka-1230, Bangladesh.
dc.sourceUttara University Institutional Repository
dc.subjectPurchasing Power padty
dc.subjectreal exchange
dc.subjectSouth Asia
dc.subjectunit root tests
dc.titleReal Exchange Rates and Purchasing Power Parity in South Asia
dc.typeArticle

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
APznzabXOYp7aZaQ8430BJ3vP2RmAP3sfGrLDKTJ62jHbbm7B17mcGoWs30dAa2Sj_ffMgglHjHW9OH6dHin8mwMRDYrVD9tqrEtdlVHCiI1HAi8ZbB8kBdiDQKkmfy9co1iFZsyxLJjZNZBAS7tUClMjaOAxyEn14jDgr8zjLMBIkQTlH7dFUQpjVOMP6Us0k_CDOxjfZIoS3us7 (1).pdf
Size:
3.71 MB
Format:
Adobe Portable Document Format
Download

Collections

Volume 1, Issue 1, 2009