Mean Reversion of the Real Exchange Rate and the validity of PPP Hypothesis in the context of Bangladesh: A Holistic Approach
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Cited by:
- Mitra Lal Devkota, 2019. "Testing The Causality And Cointegration Between Exports, Imports, And Exchange Rates: Evidence From India," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 5-13, February.
- Mitra Lal Devkota, 2018. "The Dynamic Causality Between Stock Prices And Macroeconomic Variables: Evidence From Nepal," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 6, pages 5-14, December.
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Keywords
PPP Hypothesis; Real Exchange Rate; Stationarity; Unit Root; Panel Unit Root; Cross Section Dependence; Structural Break;JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- F31 - International Economics - - International Finance - - - Foreign Exchange
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