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Non-fundamental exchange rate volatility and welfare

Straub, Roland; Tchakarov, Ivan - 2004

We lay out an empirical and a theoretical model to analyze the effects of non-fundamental exchange rate volatility on economic activity and welfare. In the first part of the paper, the GARCH-SVARmodel is applied to measure empirically the effect of the conditional exogenous exchange rate...

Persistent link: https://www.econbiz.de/10009636551

Persistence, cointegration and aggregation : a disaggregated analysis of output fluctuations in the US economy

Pesaran, M. Hashem; Pierse, Richard G.; Lee, Kevin C. - 1990

Persistent link: https://www.econbiz.de/10000805454

A simple, non-parametric test of predictive performance

Pesaran, M. Hashem; Timmermann, Allan - 1990

Persistent link: https://www.econbiz.de/10000805460

Forecasting ultimate resource recovery

Pesaran, M. Hashem; Samiei, Hossein - 1993

Persistent link: https://www.econbiz.de/10000881078

New directions in applied macroeconomic modelling

Pesaran, M. Hashem; Smith, Ron - 1995

Persistent link: https://www.econbiz.de/10000560434

Testing for unit roots in heterogeneous panels

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 1995

Persistent link: https://www.econbiz.de/10000560436

Decision-making in the presence of heterogeneous information and social interactions

Binder, Michael; Pesaran, M. Hashem - 1995

Persistent link: https://www.econbiz.de/10000561676

Solution of multivariate linear rational expectations models and large sparse linear systems

Binder, Michael; Pesaran, M. Hashem - 1997

Persistent link: https://www.econbiz.de/10000628999

Structural analysis of vector error correction models with exogenous I(1) variables

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997

Persistent link: https://www.econbiz.de/10000629002

Diagnostics for IV regressions

Pesaran, M. Hashem; Taylor, Larry W. - 1997

Persistent link: https://www.econbiz.de/10000629003

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