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of equations vector auto regression (VAR) approach that maintains the information relating to the feedback between …
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vector autoregressive (VAR), autoregressive moving average (ARMA) and vector error correction models (VECM), the econometric … Zeitreihenökonometrie und speziell auf Preisanalyse. Unter Verwendung von vector autoregressive (VAR), autoregressive moving average (ARMA … regional proximity between European and Black Sea markets. These results are in line with the findings of a VAR analysis …
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Purpose - The theoretical and empirical literature stipulated that exchange rate shocks do influence the domestic price of imports. Hence, this paper aims to investigate the underlying relationship between the exchange rate and prices known as the exchange rate pass-through....
Persistent link: https://www.econbiz.de/10012156873
Purpose - This paper aims to investigate the relationship between global economic fluctuations and human development through four transmission channels (foreign direct investment (FDI), official development aid (ODA), remittances and export earnings) in Egypt as an open developing economy, in...
Persistent link: https://www.econbiz.de/10014364336
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Purpose - This paper aims to empirically investigate the sources of real exchange rate fluctuations in Egypt using structural vector autoregression (SVAR). The data covers the period between 1980 and 2016, where exchange regime has been changed more than once. Design/methodology/approach - This...
Persistent link: https://www.econbiz.de/10014496915