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Augmented quantity theory of money and Bangladesh Taka-US Dollar exchange rate dynamics

Banerjee, Prashanta K.; Rahman, A. K. M. Matiur - In: The journal of developing areas 43 (2009/10) 1, pp. 121-136

Persistent link: https://www.econbiz.de/10003927313

A threshold cointegration analysis of asymmetric adjustment of OPEC and non-OPEC monthly crude oil prices

Ghassan, Hassan B.; Banerjee, Prashanta K. - In: Empirical economics : a journal of the Institute for … 49 (2015) 1, pp. 305-323

Persistent link: https://www.econbiz.de/10011325705

Causal nexus of electricity consumption and economic growth : evidence for eight selected Asian countries

Rahman, A. K. M. Matiur; Banerjee, Prashanta K. - In: The Journal of energy and development 38 (2012/13) 1/2, pp. 31-44

Persistent link: https://www.econbiz.de/10010249909

Causal nexus of electricity consumption and economic growth : evidence for selected eight Asian countries

Rahman, A. K. M. Matiur; Banerjee, Prashanta K. - In: Bangladesh journal of political economy 31 (2015) 2, pp. 463-478

Persistent link: https://www.econbiz.de/10011846310

Augmented quantity theory of money and Bangladesh Taka – U.S. dollar exchange rate dynamics

Banerjee, Prashanta K.; Rahman, Matiur - In: Journal of Developing Areas 43 (2009) 1, pp. 121-136

This paper studies the dynamics of the Taka-U.S.Dollar exchange rate for Bangladesh by augmenting the Quantity Theory of Money. The standard cointegration methodology (Engle and Granger, 1987) is employed in addition to the ARDL (Autoregressive Distributed Lag) procedure. The ADF and KPSS tests...

Persistent link: https://www.econbiz.de/10011213074

A Threshold Cointegration Analysis of Asymmetric Adjustment of OPEC and non-OPEC Monthly Crude Oil Prices

Ghassan, Hassan B.; Banerjee, Prashanta K. - Volkswirtschaftliche Fakultät, … - 2013

The purpose of this paper is to analyze the dynamics of crude oil prices of OPEC and non-OPEC countries using threshold cointegration. To capture the long run asymmetric price transmission mechanism, we develop an error correction model within a threshold cointegration and CGARCH errors...

Persistent link: https://www.econbiz.de/10011170146