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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

The Euro-Dollar exchange rate : is it fundamental?

Camarero Olivas, Mariam; Ordóñez, Javier; Tamarit … - 2002

-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus …

Persistent link: https://www.econbiz.de/10011538958

The behavioural zloty/euro equilibrium exchange rate

Be̜za-Bojanowska, Joanna; MacDonald, Ronald - 2009

which the zloty enters ERM II. -- Equilibrium exchange rate ; BEER ; PEER ; cointegration analysis ; Gonzalo …

Persistent link: https://www.econbiz.de/10003813605

Endogenous growth in an open economy and the real exchange rate

Federici, Daniela; Gandolfo, Giancarlo - 2001

This paper is a step in the direction of a larger research project aimed at determining the long run equilibrium value of the euro/dollar real exchange rate. Given this value, one could then give a precise meaning to the notion of undervaluation or overvaluation of the euro, and calculate its...

Persistent link: https://www.econbiz.de/10011399353

Exchange rate misalignment : the case of the Chinese Renminbi

Cheung, Yin-Wong - 2012

Assessing exchange rate misalignment is not an easy task. With reference to the debate on the value of China's currency, the renminbi (RMB), this article highlights a few challenges in properly assessing the extent of currency misalignment. The results derived from the fundamental equilibrium...

Persistent link: https://www.econbiz.de/10009533965

The impacts of the dollar-renminbi exchange rate misalignment on the China-United States commodity trade : an asymmetric analysis

Ferjani, Sabrine; Saafi, Sami; Nouira, Ridha; Rault, … - 2022

Contrary to most existing studies of the literature that assumed that the effects of real exchange rate (RE) misalignment on trade flows are symmetric, this paper considers a more general and realistic framework allowing for possible asymmetric effects. We use monthly time-series data over the...

Persistent link: https://www.econbiz.de/10013177135

Political risk and real exchange rate : what can we learn from recent developments in panel data econometrics for emerging and developing countries?

Bahmani-Oskooee, Mohsen; Hadj Amor, Thouraya; Nouira, Ridha - 2019

Cross- Sectionally Augmented ARDL approach of Chudik and Pesaran (2015b), and the panel threshold estimation of Chudik et al …

Persistent link: https://www.econbiz.de/10011955761

A panel data investigation of real exchange rate misalignment and growth

MacDonald, Ronald; Vieira, Flavio Vilela - 2010

of real exchange rate misalignment using panel cointegration methods. The variables used in our real exchange rate models … using time series data from 1980 to 2004. We first estimate a panel data model (using fixed and random effects) for the real …-step System GMM panel growth models indicate that the coefficients for real exchange rate misalignment are positive for different …

Persistent link: https://www.econbiz.de/10003969632

Cash in circulation and the shadow economy : an empirical investigation for Euro area countries and beyond

Seitz, Franz; Reimers, Hans-Eggert; Schneider, Friedrich - 2018

within a panel cointegration framework. Besides the total net issues, we distinguish between large, medium and small euro … purposes, we also present panel results for eight non-euro area countries (Australia, Canada, Japan, Norway, Sweden …

Persistent link: https://www.econbiz.de/10011872942

Payment innovations, the shadow economy and cash demand of households in euro area countries

Reimers, Hans-Eggert; Schneider, Friedrich; Seitz, Franz - 2020

panel cointegration framework. Besides the traditional determinants of cash demand like transactions balances and …

Persistent link: https://www.econbiz.de/10012291866