TESTING THE CAUSALITY AND COINTEGRATION BETWEEN EXPORTS, IMPORTS, AND EXCHANGE RATES: EVIDENCE FROM INDIA

The aim of this paper is to investigate the dynamic causality and cointegration between the exports, imports, and the USD exchange rate in India. The quarterly time series data from 2002:Q1 to 2018:Q3 are used. Stationarity of the variables are diagnosed using the Ng-Perron unit root test, and th...

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Bibliographic Details
Published in:	Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie
Main Author:	MITRA LAL DEVKOTA
Format:	Article
Language:	English
Published:	Academica Brâncuşi 2019-02-01
Subjects:	Exchange Rate Export Import Granger Causality International Budget Constraints
Online Access:	http://www.utgjiu.ro/revista/ec/pdf/2019-01/01_MitraLalDevkota.pdf

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