Browsing Economic and Management Sciences by Author "Mokoena, Thabo Mishack"

Browsing Economic and Management Sciences by Author "Mokoena, Thabo Mishack"

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  • Exchange rate puzzles : a review of the recent theoretical and empirical developments 
    Mokoena, Thabo Mishack; Gupta, Rangan; Van Eyden, Renee (ICFAI Press, 2010)
    This paper presents a comprehensive literature review of the theoretical and empirical developments that have taken place over the last two decades in an attempt to address the exchange rate puzzles. Specifically, we ...
  • Exchange rate puzzles : a review of the recent theoretical and empirical developments 
    Gupta, Rangan; Van Eyden, Renee; Mokoena, Thabo Mishack (University of Pretoria, Department of Economics, 2008-07)
    This paper presents a comprehensive literature review of the theoretical and empirical developments that have taken place over the last two decades in an attempt to address the exchange rate puzzles. Specifically, we ...
  • Finding theoretical and empirical solutions to the three major puzzles of exchange rate economics : applications in respect of Southern African macroeconomic data 
    Mokoena, Thabo Mishack (University of Pretoria, 2008-07-02)
    The thesis focuses on finding solutions to major exchange rate puzzles, which were discussed in detail by Obstfeld and Rogoff (2000). The first puzzle is the purchasing power parity puzzle. The first version of the latter ...
  • Half-life deviations from PPP in the SADC 
    Gupta, Rangan; Van Eyden, Renee; Mokoena, Thabo Mishack (University of Pretoria, Department of Economics, 2008-07)
    This paper utilises various recently developed econometric methods to obtain better approximations to the half-life for real exchange rates of ten South African Development Community (SADC) countries and to generate ...
  • Half-life deviations from PPP in the South African Development Community (SADC) 
    Mokoena, Thabo Mishack; Gupta, Rangan; Van Eyden, Renee (Euro-American Association of Economic Development, 2009-01)
    This paper utilises various recently developed econometric methods to obtain better approximations to the half-life for real exchange rates of ten South African Development Community (SADC) countries and to generate ...
  • Market microstructure approach to the exchange rate determination puzzle 
    Gupta, Rangan; Van Eyden, Renee; Mokoena, Thabo Mishack (University of Pretoria, Department of Economics, 2008-06)
    The market microstructure approach has been applied to the three major puzzles of exchange rate economics: the forward bias puzzle, the excess volatility puzzle, and the exchange rate determination puzzle. It claims that ...
  • Testing for fractional integration in SADC real exchange rates 
    Gupta, Rangan; Van Eyden, Renee; Mokoena, Thabo Mishack (University of Pretoria, Department of Economics, 2008-06)
    This paper utilises “a class test for fractional integration” associated with the seminal contribution of Hinich and Chong (2007) to appraise the possibility that South African Development Community (SADC) real exchange ...
  • Testing for fractional integration in Southern African Development Community real exchange rates 
    Mokoena, Thabo Mishack; Gupta, Rangan; Van Eyden, Renee (Wiley-Blackwell, 2009-12)
    This paper utilises "a class test for fractional integration" associated with the seminal contribution of Hinich and Chong to appraise the possibility that Southern African Development Community (SADC) real exchange rates ...
  • Testing for PPP using SADC real exchange rates 
    Gupta, Rangan; Van Eyden, Renee; Mokoena, Thabo Mishack (University of Pretoria, Department of Economics, 2008-06)
    This paper attempts to provide evidence indicating that the Purchasing Power Parity (PPP) puzzle is becoming less of a puzzle. It present the results of Augmented Dickey- Fuller (ADF) test, nonlinear tests of nonstationarity, ...