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Budgetary and external imbalances relationship : a panel data diagnostic
Afonso, António; Rault, Christophe - 2009
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 … panel cointegration tests used allow for within and between correlation, while the SUR results show both positive and …
Persistent link: https://www.econbiz.de/10003808652
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Budgetary and external imbalances relationship : a panel data diagnostic
Afonso, António; Rault, Christophe - 2008
Persistent link: https://www.econbiz.de/10010376814
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Budgetary and external imbalances relationship : a panel data diagnostic
Afonso, António; Rault, Christophe; Estay, Christophe - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 84-110
Persistent link: https://www.econbiz.de/10010338347
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Budgetary and external imbalances relationship : a panel data diagnostic
Afonso, António; Rault, Christophe - 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 … panel cointegration tests used allow for within and between correlation, while the SUR results show both positive and …
Persistent link: https://www.econbiz.de/10003803327
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Short- and long-run behaviour of long-term sovereign bond yields
Afonso, António; Rault, Christophe - In: Applied economics 47 (2015) 37/39, pp. 3971-3993
Persistent link: https://www.econbiz.de/10011294673
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Budgetary and External Imbalances Relationship : A Panel Data Diagnostic
Afonso, António; Rault, Christophe - 2021
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 … panel cointegration tests used allow for within and between correlation, while the SUR results show both positive and …
Persistent link: https://www.econbiz.de/10013316457
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Learning about the long-run determinants of real exchange rats for developing countries : a panel data investigation
Drine, Imed; Rault, Christophe - In: Panel data econometrics : theoretical contributions and …, (pp. 307-325). 2006
Persistent link: https://www.econbiz.de/10003331443
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On the influence of oil prices on stock markets : evidence from panel analysis in GCC countries
Arouri, Mohamed; Rault, Christophe - 2009
This paper implements recent bootstrap panel cointegration techniques and Seemingly Unrelated regression (SUR) methods … October 2008, and from January 1996 to December 2007, our investigation shows that there is evidence for cointegration of oil … stock prices, except in Saudi Arabia. -- GCC stock markets ; oil prices ; panel cointegration analysis …
Persistent link: https://www.econbiz.de/10003854428
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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/10003889635
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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