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Budgetary and External Imbalances Relationship : a Panel Data Diagnostic

Afonso, António; Rault, Christophe - ISEG - School of Economics and Management, Department … - 2008

We assess the cointegration relationship between current account and budget balances, and effective real exchange rates, using recent bootstrap panel cointegration techniques and SUR methods. We investigate the magnitude of the relationship between the two imbalances for each country for the...

Persistent link: https://www.econbiz.de/10005761272

Bootstrap Panel Granger-Causality Between Government Budget and External Deficits for the EU

Afonso, António; Rault, Christophe - ISEG - School of Economics and Management, Department … - 2009

We investigate the existence of Granger-causality between current account and government budget balances over the period 1970-2007, for different EU and OECD country groupings. We use a panel-data approach based on SUR systems and Wald tests with country specific bootstrap critical values. Our...

Persistent link: https://www.econbiz.de/10005184983

Real-time macroeconomic monitoring using mixed frequency data : evidence from China

Zhang, Wei; He, Jie; Ge, Chanyuan; Xue, Rui - In: Economic modelling 117 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10014229194

Causal interactions between CO 2 emissions, FDI, and economic growth : evidence from dynamic simultaneous-equation models

Omri, Anis; Nguyen, Duc Khuong; Rault, Christophe - In: Economic modelling 42 (2014), pp. 382-389

Persistent link: https://www.econbiz.de/10010478088

CO 2 emissions, output, energy consumption, and trade in Tunisia

Farhani, Sahbi; Chaibi, Anissa; Rault, Christophe - In: Economic modelling 38 (2014), pp. 426-434

Persistent link: https://www.econbiz.de/10010419023

Immigration, unemployment and GDP in the host country : bootstrap panel Granger causality analysis on OECD countries

Boubtane, Ekrame; Coulibaly, Dramane; Rault, Christophe - In: Economic modelling 33 (2013), pp. 261-269

Persistent link: https://www.econbiz.de/10010192959

Profitability of reversal strategies : a modified version of the Carhart model in China

Zhang, Wei; Wang, Guanying; Wang, Xingchun; Xiong, Xiong; … - In: Economic modelling 69 (2018), pp. 26-37

Persistent link: https://www.econbiz.de/10012016080

Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis

Shen, Dehua; Li, Xiao; Zhang, Wei - In: Economic modelling 69 (2018), pp. 127-133

Persistent link: https://www.econbiz.de/10012016139

External monetary shocks and monetary integration : evidence from the Bulgarian currency board

Minea, Alexandru; Rault, Christophe - In: Economic modelling 28 (2011) 5, pp. 2271-2281

Persistent link: https://www.econbiz.de/10009273478

Daily happiness and stock returns : the case of Chinese company listed in the United States

Li, Xiao; Shen, Dehua; Xue, Mei; Zhang, Wei - In: Economic modelling 64 (2017), pp. 496-501

Persistent link: https://www.econbiz.de/10011761297