Publication:
The dynamics of Thailand’s real exchange rate
| DC Field | Value | |
|---|---|---|
| dc.contributor.author | Muzafar Shah Habibullah | |
| dc.contributor.author | Azali Mohamed | |
| dc.contributor.author | Chow Li Shen | |
| dc.contributor.author | Baharom Abdul Hamid | |
| dc.date.accessioned | 2016-08-01T10:33:51Z | |
| dc.date.available | 2016-08-01T10:33:51Z | |
| dc.date.disclosure | 2016-07-22 | |
| dc.date.issued | 2011 | |
| dc.description.abstract | This study examines the fundamental determinants of the real exchange rate in Thailand during the period of 1976-2006, using the Bounds testing approach suggested by Pesaran et al. (2001). Three main fundamentals are used to identify the RER, namely, the productivity differentials (proxied by GDP per capita), the net foreign assets position (proxied by the current account balance, CAB), and the real interest rate differential (RIR). The empirical results demonstrate stable long run relationship between the real exchange rate (RER) and GDP per capita (GDPPC), real interest rate (RIR) and current account balance (CAB). | |
| dc.identifier.citation | Abdul Hamid, Baharom and Habibullah, Muzafar Shah and Mohamed, Azali and Chow, Li Shen. (2011). The dynamics of Thailand’s real exchange rate. Interdisciplinary Journal of Contemporary Research in Business, 2 (11). pp. 23-31. | |
| dc.identifier.uri | https://ikr.inceif.edu.my/handle/INCEIF/1768 | |
| dc.language | English | |
| dc.language.iso | eng | |
| dc.publisher | Institute of Interdisciplinary Business Research | |
| dc.rights | 2011. Institute of Interdisciplinary Business Research | |
| dc.source | CRP | |
| dc.subject | Real exchange rate | |
| dc.subject | Thailand | |
| dc.subject | ARDL | |
| dc.title | The dynamics of Thailand’s real exchange rate | |
| dc.type | Journal Article | |
| dlc.maintopic | Conventional finance | |
| dlc.subtopic | Economics | |
| dspace.entity.type | Publication | |
| ikr.doctype | Scholarly Works | |
| ikr.topic.maintopic | Conventional finance | |
| ikr.topic.subtopic | Conventional finance | |
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| Appears in Collections |