IDEAS home Printed from https://ideas.repec.org/a/cvv/journ2/v4y2017i2p130-148.html

Nominal Exchange Rate Dynamics for the Taka

Author

Listed:
  • Thomas M. FULLERTON

    (Department of Economics & Finance, University of Texas at El Paso, El Paso, TX 79968-0543, USA.)

  • Dipanwita BARAI

    (Department of Economics & Finance, University of Texas at El Paso, El Paso, TX 79968-0543, USA.)

  • Adam G. WALKE

    (Department of Economics & Finance, University of Texas at El Paso, El Paso, TX 79968-0543, USA.)

Abstract

Error correction modeling is used to model the nominal exchange rate for the Bangladeshi taka. Based on existing trade volumes and trade practices, the bilateral exchange rate of the taka with the dollar is analyzed. Annual frequency data are utilized for the study. The sample data cover the four decade period from 1976 to 2015. Results indicate that a balance of payments modeling approach performs more reliably than a monetary balances approach.

Suggested Citation

  • Thomas M. FULLERTON & Dipanwita BARAI & Adam G. WALKE, 2017. "Nominal Exchange Rate Dynamics for the Taka," Turkish Economic Review, EconSciences Journals, vol. 4(2), pages 130-148, June.
  • Handle: RePEc:cvv:journ2:v:4:y:2017:i:2:p:130-148
    as

    Download full text from publisher

    File URL: http://econsciences.com/index.php/TER/article/download/1316/1353
    Download Restriction: no

    File URL: http://econsciences.com/index.php/TER/article/view/1316
    Download Restriction: no
    ---><---

    Other versions of this item:

    More about this item

    Keywords

    ;
    ;
    ;

    JEL classification:

    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • O53 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Asia including Middle East

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cvv:journ2:v:4:y:2017:i:2:p:130-148. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Bilal KARGI (email available below). General contact details of provider: https://journals.econsciences.com/index.php/TER .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.