On the Relationship Between Nominal and Real Effective Exchange Rates in India: Evidence from the ARDL Bounds Tests

: This study investigates the relationship between nominal and real effective exchange rates. Both short run and long run relationships between the two are examined by employing Autoregressive Distributed Lag (ARDL) bounds testing approach to cointegration. The results of the study reveal that nominal and real exchange rates bear a long-run relationship (cointegrated), while the error correction results confirm short-run deviations in the relationship.

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Year of publication:	2012
Authors:	Nain, Md. Zulquar ; Kamaiah, Bandi
Published in:	The IUP Journal of Applied Economics. - IUP Publications. - Vol. XI.2012, 4, p. 50-59
Publisher:	IUP Publications

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010595648