Elbejaoui, Hayet Jihene - In: Economie Internationale (2013) 135-136, pp. 29-46
This paper investigates possible asymmetries in the reaction of export and import prices to changes in the exchange rate for 4 advanced countries between the 1981q1 and2011q2 period. This exercise is conducted using an asymmetric cointegrating autoregressive distributed lag (ARDL) model, with...