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Real Exchange Rate Response to Capital Flows in Mexico : An Empirical Analysis
Dabos, Marcelo Pedro - 2010
After the 1980s, capital flows have accelerated in the less developed countries and since Salter's seminal paper in 1959, it has been widely accepted that the real exchange rate respond to capital flows. Based on a simple model derived by Sjaastad and Manzur (1996) along the lines of Salter...
Persistent link: https://www.econbiz.de/10013135346
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Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets
Funke, Michael; Loermann, Julius; Tsang, Andrew - 2020
We analyse volatility spillovers between the on- and offshore (CNY and CNH) Renminbi exchange rates towards the US dollar (USD). The volatility impulse response (VIRF) methodology introduced by Hafner and Herwatz (2006) is applied to several shocks between January 2012 and December 2019....
Persistent link: https://www.econbiz.de/10012294928
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Purchasing Power Parity in High Inflation Countries : A Cointegration Analysis of Integrated Variables with Trend Breaks
Zhou, Su - 1998
test PPP using Johansen's (1988) multivariate cointegration technique. The cointegration tests are conducted with the …
Persistent link: https://www.econbiz.de/10014071881
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Symmetry and separability in two-country cointegrated VAR models : representation and testing
Krolzig, Hans-Martin; Heinlein, Reinhold - 2013
five different country pairs in the post-Bretton-Woods era. We find evidence for the symmetry of the cointegration space …, which is of practical importance as it allows for the identification of the cointegration vectors in much smaller systems …
Persistent link: https://www.econbiz.de/10010228330
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Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha; Czudaj, Robert - In: Economics letters 123 (2014) 2, pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
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The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech; Welfe, Aleksander - In: Economic modelling 89 (2020), pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
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Exchange rate volatility in Nigeria : consistency, persistency & severity analyses
Adeoye, Babatunde W.; Atanda, Akinwande A. - In: CBN journal of applied statistics 2 (2011) 2, pp. 29-49
transition from fixed exchange rate regime to floating exchange rate regime in Nigeria. Ever since, the exchange rate of naira … naira vis-à-vis U.S dollar in Nigeria. This however proves the ineffectiveness of monetary policy in stabilizing exchange …
Persistent link: https://www.econbiz.de/10011477452
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An econometric estimation and prediction of the effects of nominal devaluation on real devaluation : does the Marshal-Lerner (M-L) assumptions fits in Nigeria?
Rafindadi, Abdulkadir Abdulrashid; Yusof, Zarinah - In: International journal of economics and financial issues … 4 (2014) 4, pp. 819-835
Persistent link: https://www.econbiz.de/10010528503
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The relationship between stock prices and macroeconomic factors in the Nigerian stock market
Olowe, Rufus Ayodeji - In: African review of money finance and banking (2007), pp. 79-98
Persistent link: https://www.econbiz.de/10003799762
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The Relationship between Budget Deficits and Capital Inflows : Further Econometric Evidence
Murthy, N.R. Vasudeva; Phillips, Joseph M. - 2001
) and Johansen and Juselius (1990) to do cointegration tests. The results find a long run relationship between budget …
Persistent link: https://www.econbiz.de/10014076498