Real and nominal effective exchange rates in MENA countries: 1970-2004

C-Tier
Journal: Applied Economics
Year: 2007
Volume: 39
Issue: 19
Pages: 2489-2501

Authors (2)

Mohsen Bahmani Oskooee (not in RePEc) Magda Kandil

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The main purposes of this article are 3-fold. First, we construct measures of real and nominal effective exchange rates for 14 Middle East and North African countries over the 1970-2004 period. Second, we test the validity of the Purchasing Power Parity (PPP) by applying the ADF and KPSS tests to the real effective exchange rates. Finally, we employ the bounds testing approach to cointegration and error-correction modelling to show that nominal devaluation leads to real devaluation in the short-run as well as in the long-run in many of the countries.

Technical Details

RePEc Handle
repec:taf:applec:v:39:y:2007:i:19:p:2489-2501
Journal Field
General
Author Count
2
Added to Database
2026-01-24