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A re-examination of the link between real exchange rates and real interest rate differentials
Hoffmann, Mathias; MacDonald, Ronald - 2003
first clarify the logic of applying cointegration methods to the RERI and propose an alternative way of testing the …
Persistent link: https://www.econbiz.de/10011506475
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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
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Cointegration tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003377315
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Terms of trade, catch-up, and home market effect : the example of Japan
Urban, Dieter M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003624594
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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
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Exchange rate dynamics : where is the saddle path?
Cheung, Yin-Wong; Gardeazabal, Javier; Vázquez, Jesús - 2004
Persistent link: https://www.econbiz.de/10011402689
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Fiscal sustainability of the German Laender : time series evidence
Burret, Heiko T.; Feld, Lars P.; Köhler, Ekkehard A. - 2014
Germany using an unprecedentedly comprehensive fiscal dataset for the time period from 1950 to 2011 for West German Laender …-run relation between expenditures and revenues in a cointegration analysis within each Land. The results provide evidence against …
Persistent link: https://www.econbiz.de/10010388609
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Hysteresis in West German unemployment reconsidered
Reutter, Michael - 2000
The view that high unemployment in West Germany and other European countries is caused by a path dependence effect - or … is argued that in a cointegration framework it is reasonable to define hysteresis as the absence of weak exogeneity of … the explanatory variables. Building on a cointeg ration model of the employment rate in West Germany, I find only weak …
Persistent link: https://www.econbiz.de/10009781510
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Exchange rate misalignments and crises
Stein, Jerome L.; Paladino, Giovanna - 1999
changes in France, Germany and Italy. …
Persistent link: https://www.econbiz.de/10009781700
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The euro exchange rate and Germany's trade surplus
Hohberger, Stefan; Ratto, Marco; Vogel, Lukas - 2019
We estimate a three-region (DE-REA-RoW) structural macroeconomic model, and we provide a counterfactual on how nominal exchange rate flexibility would have affected the German trade balance (TB) by simulating the shocks of the estimated model under a counterfactual flexible exchange rate regime....
Persistent link: https://www.econbiz.de/10011983671