Real Exchange Rates and Purchasing Power Parity in South Asia

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dc.contributor.authorNoman,Abdullah M
dc.contributor.authorKhan,Tamanna Z
dc.contributor.authorArif,Ishtiaque
dc.date.accessioned2025-05-23T08:42:31Z
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.issn1996-3637
dc.identifier.urihttp://dspace.uttarauniversity.edu.bd:4000/handle/123456789/867
dc.language.isoen
dc.publisherSchool of Business, Uttara Uniersity, Dhaka-1230, Bangladesh.
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

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Volume 1, Issue 1, 2009