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Is the ‘Euro Effect’ on Trade So Small After All? New Evidence Using Gravity Equations With Panel Cointegration Techniques

Gomez-Herrera, Estrella - 2019

In this paper we present new evidence on the aggregate effect of the euro on trade using data for 26 OECD countries for the period 1967–2008. We strive to fill the gaps present in the previous literature through a second-generation panel cointegration tests and estimators that account for both...

Persistent link: https://www.econbiz.de/10012890063

Regional Integration: economic growth through export diversification?

Pupko, Gabriela Mordecki; Talice, Matías Piaggio - In: Revista de Economía y Estadística XLIX (2011) 1, pp. 51-79

This paper analyses the determinants of Uruguayan manufactured exports without agricultural inputs to Argentina and Brazil (where they are principally destined). This was studied through a Vector Error Correction Model (VECM) including these exports to both countries, external demand and...

Persistent link: https://www.econbiz.de/10010727625

A re-assessment of German import demand

Stephan, Sabine - 2007

low price elasticities. Furthermore, estimation results strongly depend on the observation period. Minor variations in the … estimation period typically lead to insignificant price terms often displaying the wrong sign. Based on an extensive econometric … estimation period neither change the impact nor the significance of the determinants of imports. …

Persistent link: https://www.econbiz.de/10003747642

Cointegration analysis in an inflationary environment : what can we learn from Ukraine's nominal exports?

Strauß, Hubert - 2001

Ukrainian exports can be explained by standard demand theory in the long run. Using the Johansen procedure the data do not reject the hypothesis of a unit foreign-production elasticity of Ukrainian exports, which are rather price-elastic inputs for foreign producers. It is argued that due to...

Persistent link: https://www.econbiz.de/10011476237

Import demand function for Turkey

Çulha, Olcay Yücel; Eren, Okan; Öğünç, Ferya - In: Central Bank review / Central Bank of the Republic of Turkey 19 (2019) 1, pp. 9-19

This study revisits the import demand function for Turkey using the newly defined national income data and examines the evolution of the income and price elasticities over time. In this respect, demand functions are estimated for the total imports and its subcomponents separately, and the...

Persistent link: https://www.econbiz.de/10012000879

Empirical estimates for the Brazilian total imports equation using quarterly national accounts data (1996-2010)

Gouvêa, Raphael Rocha; Schettini, Bernardo Patta - In: Economia : revista da ANPEC 16 (2015) 2, pp. 250-271

specification needs a better theoretical grounding. Evidence of nonlinearities has been found by different estimation techniques …

Persistent link: https://www.econbiz.de/10011865510

Macroeconomic Stress-Testing of Mortgage Default Rate Using a Vector Error Correction Model and Entropy Pooling

Ardia, David - 2017

' population (i.e., aggregate probability of default) through simulation from a vector error correction model and entropy pooling …

Persistent link: https://www.econbiz.de/10012968851

Macroeconomic stress-testing of mortgage default rate using a vector error correction model and entropy pooling

Ardia, David; Guerrouaz, Anas; Rey, Jeanne - In: Assurances et gestion des risques : revue trimestrielle 83 (2016) 3/4, pp. 115-133

Persistent link: https://www.econbiz.de/10011637834

Are current account deficits sustainable? : new evidence from Iran using bounds test approach to level relationship

Heidari, Hassan; Katırcıoğlu, Salih Turan; Davoudi, … - 2012

This paper provides new evidence on the long-run relationship between exports and imports of the Iranian economy by employing bounds test approach to level relationship. In Iran, there have been many unusual policy changes and/or external shocks to the economy which resulted in the occurrence of...

Persistent link: https://www.econbiz.de/10009528917

Exports and capacity constraints : evidence for several euro area countries

Belke, Ansgar; Oeking, Anne; Setzer, Ralph - 2015

We argue that, under certain conditions, firms consider exports as a substitute for domestic demand. Our econometric model for six euro area countries suggests domestic demand and capacity constraints as additional variables for export equations. We apply the exponential and logistic variant of...

Persistent link: https://www.econbiz.de/10011300368

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