In this paper we analyze the impact of exchange rate uncertainty on export flows among a panel of 27 countries … throughout the 1994/01-2014/12 period. In order to do this, we apply a panel vector autoregressive model approach. By dividing … the panel into two subgroups that involve manufacturing-exporting and commodity-exporting economies, we observe a …

the period 1980 - 2007. Based on a panel vector autoregression, I compare the effects of equity price shocks to those … fluctuations, equity prices, panel vector autoregression …

, using quarterly data from1995 to2020. Through the use of panel Granger causality tests and a panel SUR model, we conclude …

deficit of 0.318 pp of GDP, which supports the Twin Deficits Hypothesis. On the other hand, dynamic panel estimates partially …

-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus …

approaches of the balance of payments to derive and clarify these relationships. Next, we perform panel VAR estimates in a sample …

volatility) for the current account using a panel data analysis for a set of 58 countries, over the period of 1994-2014. The …