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The pass-through of exchange rate in the context of the European sovereign debt crisis

Ben Cheikh, Nidhaleddine; Rault, Christophe - 2015

This paper investigates whether exchange rate pass-through (ERPT) into import prices is a nonlinear phenomenon for five heavily indebted Euro area countries, namely the so-called GIIPS group (Greece, Ireland, Italy, Portugal, and Spain). Using logistic smooth transition models, we explore the...

Persistent link: https://www.econbiz.de/10011376318

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/10013187157

Are entrepreneurs aware of covered interest parity and dollar shortage?

Nariman, Farhad; Heshmati, Almas - 2022

-oriented businesses. The VIX index (Chicago Board Options Exchange market volatility index) was once employed as a barometer of the …

Persistent link: https://www.econbiz.de/10013173246

International labour force participation rates by gender : unit root or structural breaks?

Ozdemir, Zeynel Abidin; Balcilar, Mehmet; Tansel, Aysıt - 2011

in the total, female and male labour force participation rates (LFPR) for Australia, Canada and the USA. We extend the …

Persistent link: https://www.econbiz.de/10009516900

Are labor force participation rates really non-stationary? : evidence from three OECD countries

Ozdemir, Zeynel Abidin; Balcilar, Mehmet; Tansel, Aysıt - 2012

rate (LFPR) series of Australia, Canada and the USA. Therefore we allow for endogenously determined multiple structural … previous research the LFPRs of Australia, Canada and the USA are stationary implying that the informational value of the …

Persistent link: https://www.econbiz.de/10009580583

Exchange rate volatility effects on the German labour market : a survey of recent results and extensions

Buscher, Herbert S.; Mueller, Claudia - 1999

In this paper, a survey on theoretically expected and empirically proved impacts of exchange rate volatility is given …. With regard to the West German unemployment, the effects of volatility are empirically analysed using three different … volatility measures and four country groups. In autoregressive models, a significant disturbing impact of volatility can be found …

Persistent link: https://www.econbiz.de/10011294706

VC : a method for estimating time-varying coefficients in linear models

Schlicht, Ekkehart - 2020

. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time …

Persistent link: https://www.econbiz.de/10012161405

On the exchange rate and economic policy uncertainty nexus: a panel VAR approach for emerging markets

Abid, Abir; Rault, Christophe - 2020

We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR …

Persistent link: https://www.econbiz.de/10012239005

On the role of sectoral and national components in the wage bargaining process

Dreger, Christian; Reimers, Hans-Eggert - 2010

This paper provides an empirical analysis on the determination of wages at the sectoral level in main industrial economies. Nominal wages are bargained between labour unions and employers in imperfect competitive markets, where spillovers across sectors might occur. Using a principal component...

Persistent link: https://www.econbiz.de/10003959628

Testing dependence among serially correlated multi-category variables

Pesaran, M. Hashem (contributor); … - 2006

The contingency table literature on tests for dependence among discrete multi-category variables is extensive. Existing tests assume, however, that draws are independent, and there are no tests that account for serial dependencies -- a problem that is particularly important in economics and...

Persistent link: https://www.econbiz.de/10003344606