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Purchasing power parity for developing and developed countries : what can we learn from non-stationary panel data models?

Drine, Imed (contributor); Rault, Christophe (contributor) - 2008

Persistent link: https://www.econbiz.de/10003662794

Budgetary and external imbalances relationship : a panel data diagnostic

Afonso, António; Rault, Christophe - 2009

, using recent bootstrap panel cointegration techniques and SUR methods. We investigate the magnitude of the relationship … panel cointegration tests used allow for within and between correlation, while the SUR results show both positive and … balances. -- Budget balance ; external balance ; EU ; panel cointegration …

Persistent link: https://www.econbiz.de/10003808652

On the influence of oil prices on stock markets : evidence from panel analysis in GCC countries

Arouri, Mohamed; Rault, Christophe - 2009

This paper implements recent bootstrap panel cointegration techniques and Seemingly Unrelated regression (SUR) methods … stock prices, except in Saudi Arabia. -- GCC stock markets ; oil prices ; panel cointegration analysis …

Persistent link: https://www.econbiz.de/10003854428

International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence

Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009

integration ; misalignment ; second-generation panel unit-root and cointegration tests …

Persistent link: https://www.econbiz.de/10003891665

Oil prices and stock markets : what drives what in the gulf corporation council countries?

Arouri, Mohamed; Rault, Christophe - 2010

implements the panel-data approach of Kónya (2006), which is based on SUR systems and Wald tests with country-specific bootstrap …

Persistent link: https://www.econbiz.de/10003937088

Oil prices and GCC stock markets : new evidence from smooth transition models

Cheikh, Nidhaleddine Ben; Ben Naceur, Samy; Kanaan, … - 2018

Our paper examines the effect of oil price changes on Gulf Cooperation Council (GCC) stock markets using nonlinear smooth transition regression (STR) models. Contrary to conventional wisdom, our empirical results reveal that GCC stock markets do not have similar sensitivities to oil price...

Persistent link: https://www.econbiz.de/10011859438