Similar Search Results

Recent estimates of exchange rate pass-through to import prices in the Euro area

Cheikh, Nidhaleddine Ben; Rault, Christophe - 2015

This paper provides an update on the exchange rate pass-through (ERPT) estimates for 12 euro area (EA) countries. First, based on quarterly data over the 1990-2012 period, our study does not find a significant heterogeneity in the degree of pass-through across the monetary union members, in...

Persistent link: https://www.econbiz.de/10010518820

Europe agreements and trade balance : evidence from four new EU members

Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2011

Estimation Pooled - Hausman-Taylor (CCEPHT, Serlenga and Shin, 2007) are applied to analyse the effects of the agreement variable …. Our estimation results indicate a positive and significant impact of EA on trade flows. However, there is an asymmetric …

Persistent link: https://www.econbiz.de/10009010184

Recent estimates of exchange rate pass-through to import prices in the Euro area

Cheikh, Nidhaleddine Ben; Rault, Christophe - 2014

Persistent link: https://www.econbiz.de/10010412919

Europe agreements and trade balance : evidence from four new EU members

Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2011

Persistent link: https://www.econbiz.de/10009296317

Should we care for structural breaks when assessing fiscal sustainability?

Afonso, António (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003602933

Testing for inflation convergence between the Euro Zone and its CEE partners

Drine, Imed (contributor); Rault, Christophe (contributor) - 2005

Persistent link: https://www.econbiz.de/10002999147

3-Step analysis of public finances sustainability : the case of the European Union

Afonso, António (contributor); … - 2008

We use a 3-step analysis to assess the sustainability of public finances in the EU27. Firstly, we perform the SURADF specific panel unit root test to investigate the mean-reverting behaviour of general government expenditures and revenues ratios. Secondly, we apply the bootstrap panel...

Persistent link: https://www.econbiz.de/10003751092

3-step analysis of public finances sustainability : the case of the European Union

Afonso, António (contributor); … - 2008

We use a 3-step analysis to assess the sustainability of public finances in the EU27. Firstly, we perform the SURADF specific panel unit root test to investigate the meanreverting behaviour of general government expenditure and revenue ratios. Secondly, we apply the bootstrap panel cointegration...

Persistent link: https://www.econbiz.de/10003782655

Bootstrap panel Granger-causality between government budget and external deficits for the EU

Afonso, António; Rault, Christophe - 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 the panel-data approach of Kónya (2006), which is based on SUR systems and Wald tests with country specific...

Persistent link: https://www.econbiz.de/10003818006

Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area

Ben Cheikh, Nidhaleddine - 2014

This paper provides an update on the exchange rate pass-through (ERPT) estimates for 12 Euro area (EA) countries. First, based on quarterly data over the 1990-2012 period, our study does not find a significant heterogeneity in the degree of pass-through across the monetary union members, in...

Persistent link: https://www.econbiz.de/10013045898