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Angebot und Nachfrage im Außenhandel : Theoretische Überlegungen und eine Kointegrationsanalyse für Deutschland
Meurers, Martin - ifo Leibniz-Institut für Wirtschaftsforschung an der …
Im Mittelpunkt der Arbeit steht die theoretische und empirische Analyse von Angebot und Nachfrage auf den Im- und Exportmärkten. Sie ist mit dem Ziel verknüpft, die Reagibilität von Preisen und Mengen im Außenhandel in Bezug auf Änderungen des realen Wechselkurses und der wirtschaftlichen...
Persistent link: https://www.econbiz.de/10008791347
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Testing Purchasing Power Parity in Romania using standard unit root tests, with one structural break and cointegration analysis
Ghiba, Nicolae; Sadoveanu, Diana - In: Romanian Economic Journal 15 (2012) 44, pp. 225-242
exchange rate compared with traditional tests like Augmented Dickey-Fuller and Phillips-Perron and cointegration analysis in … PPP strong form. We identify evidence of cointegration for all three models, but we don’t find any evidence to support …
Persistent link: https://www.econbiz.de/10010970425
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Cointegration tests of purchasing power parity
Wallace, Frederick - In: Review of World Economics (Weltwirtschaftliches Archiv) 149 (2013) 4, pp. 779-802
Im et al. (Unpublished working paper, <CitationRef CitationID="CR11">2008</CitationRef>) develop cointegration tests … using stationary instrumental variables. Their tests avoid the need to simulate critical values for the cointegration … two well-known, single equation cointegration methods to test for purchasing power parity. The estimations with …
Persistent link: https://www.econbiz.de/10010992906
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Determinants of real exchange rates: An empirical investigation
Kakkar, Vikas; Yan, Isabel - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2014
The large and persistent deviations of nominal exchange rates from their purchasing power parities comprise a key stylized fact in international economics. This paper sheds light on these persistent deviations by combining two disparate strands of empirical work. The first strand focuses on real...
Persistent link: https://www.econbiz.de/10011019069
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Purchasing power parity in the eastern Caribbean currency union
Simmons, Walter; Aggarwal, Raj - In: Journal of Developing Areas 38 (2004) 2, pp. 155-169
There is increasing interest in regional trade, investment, and currency blocs, and in the optimal public policies for such blocs. There is also much managerial interest in the co-movement of exchange rates in a region. The Eastern Caribbean Currency Bloc is one of only three (and one of the...
Persistent link: https://www.econbiz.de/10011213280
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Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
Liew, Venus Khim-Sen; Lee, Hock-Ann; Lim, Kian-Ping - Volkswirtschaftliche Fakultät, … - 2005
The finding of nonlinear cointegration between Asian exchange rates with the corresponding relatives prices and …
Persistent link: https://www.econbiz.de/10011267871
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EMPIRICAL VERIFICATION OF THE PURCHASING POWER PARITY
Wisniewski, Jakub - In: Oeconomia Copernicana 3 (2012) 3, pp. 37-61
cointegration of exchange rates and prices, as well as the stationarity of real exchange rates. The analysis used quarterly data …
Persistent link: https://www.econbiz.de/10011273781
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EMPIRICAL VERIFICATION OF THE PURCHASING POWER PARITY
Wiœniewski, Jakub - In: Oeconomia Copernicana 3 (2012), pp. 37-61
cointegration of exchange rates and prices, as well as the stationarity of real exchange rates. The analysis used quarterly data …
Persistent link: https://www.econbiz.de/10011273859
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An Empirical Study on the Long-Run Determinants of Exchange Rate
Chiu, I-Ming - In: Review of Pacific Basin Financial Markets and Policies … 11 (2008) 03, pp. 389-409
The behavior of exchange rates has been an important issue in the international finance literature. Although exchange rate is erratic and unpredictable in the short run, its long-run behavior is believed to be guided by economic fundamentals. This paper empirically tests the long-run...
Persistent link: https://www.econbiz.de/10005080742
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Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
Liew, Venus Khim-Sen; Lee, Hock-Ann; Lim, Kian-Ping - Volkswirtschaftliche Fakultät, … - 2005
The finding of nonlinear cointegration between Asian exchange rates with the corresponding relatives prices and …
Persistent link: https://www.econbiz.de/10005025696