arbiter
JournalsPricingAccount

AN AUTOREGRESSIVE DISTRIBUTED LAG APPROACH TO ESTIMATING REAL EXCHANGE RATE FOR THAILAND

Baban Hasnat et al.

Global Journal of Accounting and Finance2022https://doi.org/10.47177/gjaf.06.01.2022.081article
ABDC C
Weight
0.26

What the paper says

This paper uses the stock-flow approach to examine the behavior of the real equilibrium exchange rate in Thailand. A simple model is developed in line with The model is then tested by the autoregressive distributed lag approach to the cointegration for the long run and using the error correction model to examine the short-run dynamic relationship among real exchange rate, dual productivity differentials, net foreign assets, and real absorption. The empirical analysis is based on the annual data series from 1980 to 2018, collected electronically from the online databases of the International Monetary Fund, the Penn World Table (10.0), and the World Bank. The study finds that increased capital flow, greater real absorption, and faster productivity growth in the tradable sector relative to that of the non-tradable sector led to real exchange rate appreciation. The estimated parameters are also stable.

Open paper page →

Cite this paper

https://doi.org/https://doi.org/10.47177/gjaf.06.01.2022.081

Or copy a formatted citation

@article{baban2022,
  title        = {{AN AUTOREGRESSIVE DISTRIBUTED LAG APPROACH TO ESTIMATING REAL EXCHANGE RATE FOR THAILAND}},
  author       = {Baban Hasnat et al.},
  journal      = {Global Journal of Accounting and Finance},
  year         = {2022},
  doi          = {https://doi.org/https://doi.org/10.47177/gjaf.06.01.2022.081},
}

Paste directly into BibTeX, Zotero, or your reference manager.

Flag this paper

AN AUTOREGRESSIVE DISTRIBUTED LAG APPROACH TO ESTIMATING REAL EXCHANGE RATE FOR THAILAND

Flags are reviewed by the Arbiter methodology team within 5 business days.

Evidence weight

0.26

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.20 × 0.15 = 0.03
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.