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The empirical analysis of exchange rate regimes and nonlinear econometrics
Winschel, Viktor - 2005
Persistent link: https://www.econbiz.de/10003300833
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Stabilitätseinbußen durch die Europäische Währungsunion : theoretische und empirische Untersuchungen
Knoppik, Christoph - 1997
Persistent link: https://www.econbiz.de/10000613040
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Does the euro make a difference? : spatio-temporal transmission of global shocks to real effective exchange rates in an infinite VAR
Bussière, Matthieu; Chudik, Alexander; Mehl, Arnaud - 2011
, the paper applies a newly developed methodology based on infinite VAR theory featuring a dominant unit to a large set of … dollar shock, generalised impulse response function shocks and a global shock to risk aversion. Our results show that the way … depends crucially on the nature of the shock. This result is noteworthy given the apparent divergence in competitiveness …
Persistent link: https://www.econbiz.de/10008901483
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Symmetry and separability in two-country cointegrated VAR models : representation and testing
Krolzig, Hans-Martin; Heinlein, Reinhold - 2013
Introducing the approach by Masanao Aoki (1981) to time series econometrics, we show that the dynamics of symmetric linear possibly cointegrated two-country VAR models can be separated into two autonomous subsystems: the country averages and country differences, where the latter includes the...
Persistent link: https://www.econbiz.de/10010228330
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Does the Euro Make a Difference? Spatio-Temporal Transmission of Global Shocks to Real Effective Exchange Rates in an Infinite VAR
Bussière, Matthieu - 2011
, the paper applies a newly developed methodology based on infinite VAR theory featuring a dominant unit to a large set of … dollar shock, generalised impulse response function shocks and a global shock to risk aversion. Our results show that the way … depends crucially on the nature of the shock. This result is noteworthy given the apparent divergence in competitiveness …
Persistent link: https://www.econbiz.de/10013130602
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Interest rates, exchange rates and world monetary policy
Floyd, John E. - 2010
Persistent link: https://www.econbiz.de/10003888281
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Interest Rates, Exchange Rates and World Monetary Policy
Floyd, John E. - 2010
A Theoretical Framework -- Specifications and Assumptions -- Underlying Equilibrium Growth Paths -- Variations in Employment -- Some Important Implications -- Exchange Rate Overshooting -- Exchange Rate Determination -- Issues Regarding Exchange Rate Determination -- Time Series Properties of...
Persistent link: https://www.econbiz.de/10013521314
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Role of exchange rate on the road towards the Euro area : the case of Baltic and central emerging European economies
Beker Pucar, Emilija; Glavaški, Olgica - In: Ekonomický časopis : časopis pre ekonomickú … 68 (2020) 3, pp. 289-317
Persistent link: https://www.econbiz.de/10012504584
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The EMU-REER spillovers on Southeastern European Economies : a G-VAR model
Golitsis, Petros; Bellos, Sotirios K.; Alexandridis, … - In: Applied economics quarterly 66 (2020) 4, pp. 259-290
Persistent link: https://www.econbiz.de/10012803223
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Modelling determinants of inflation in CESEE countries : global vector autoregressive approach
Jakši, Saša - In: Národohospodářský obzor : časopis věnovaný … 22 (2022) 2, pp. 137-169
Persistent link: https://www.econbiz.de/10013270502