The impact of macroeconomic, oil prices and socio-economic factors on exchange rate in Pakistan: an auto regressive distributed lag approach

The study examines the linkages among the nominal exchange rate, oil prices, terrorism and three selected macroeconomic variables: Real growth rate, inflation rate and interest rate. The paper employed auto regressive distributed lag to test the long run and short run dynamics over the period 1980-2...

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Bibliographic Details
Main Authors: Ramakrishnan, Suresh, Butt, Shamaila, Ahmad Anuar, Melati
Format: Article
Language:English
Published: EconJournal 2017
Subjects:
Online Access:http://eprints.utm.my/80594/1/SureshRamakrishnan2017_TheImpactofMacroeconomic%2COilPrices.pdf