This paper attempts to assess empirically the short-run dynamic between commodity price uncertainty and manufactured exports in Morocco and Tunisia. To this end, we propose a novel model Component with Multiple Threshold-GARCH (CMT-GARCH) that extends Weighted-GARCH of Bauwens and Storti (2008)....

This paper assesses the link between exchange volatility and exports in Egypt by combining wavelet analysis with an optimal GARCH model chosen among various extensions. The observed outcomes reveal that this relationship is complex and depends then widely to frequency-to-frequency variation and...

This paper attempts to assess two interesting issues for two small open economies (Morocco and Tunisia). First, it analyses the historical behaviour of nominal exchange rate, differential price and real exchange rate uncertainties. Second, it investigates the stability of the interaction between...

We use the autoregressive distributed lag (ARDL) bounds testing approach for cointegration with structural breaks and the vector error correction model (VECM) Granger causality approach in order to investigate relationships between per capita CO2 emissions, GDP, renewable and non-renewable...

Based on the Environmental Kuznets Curve (EKC) hypothesis, this paper uses panel cointegration techniques to investigate the short and the long-run relationship between CO2 emissions, economic growth, renewable energy consumption and trade openness for a panel of 24 Sub-Saharan Africa countries...

This study addresses the robustness of the connection between exchange rate uncertainty and Tunisia’s exports along several econometric methods, acknowledging the complexity of this relationship. To this end, we apply conventional methods (OLS by threshold, instrumental variable by threshold...

We use the autoregressive distributed lag (ARDL) bounds approach to cointegration in order to investigate the short and long-run relationship between per capita CO2 emission, GDP, renewable and non-renewable energy consumption and trade openness for Tunisia during the period 1980-2009. The...

We use panel cointegration techniques to examine the relationship between renewable energy consumption, trade and output in a sample of 11 African countries covering the period 1980-2008. The results from panel error correction model reveal that there is evidence of bidirectional causality...

The core focus of this paper is to analyze the dynamic interactions between changes in exchange rate (nominal and real terms) and exports to GDP ratio in Russia. To this end, we apply a new approach based on a time varying dynamic coherence function, called, evolutionary co-spectral analysis....

Several factors have been highlighted to explain the controversial effect of exchange rate uncertainty on international trade. However, the empirical evidence is rather mixed. The main focus of this paper is to reconcile the apparently conflicting results from 59 studies published between 1984...