Narrow search
Showing 1 - 10 of 1,640
Cover Image
Household consumption and exchange rate extreme dynamics : multiple asymmetric threshold non-linear autoregressive distributed lag model perspective
Uche, Emmanuel; Chang, Bisharat Hussain; Effiom, Lionel - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 3437-3450
Persistent link: https://www.econbiz.de/10014327758
Cover Image
The recent effects of exchange rate on international trade
Choi, Myoung Shik - In: Prague economic papers : a bimonthly journal of … 26 (2017) 6, pp. 661-689
Persistent link: https://www.econbiz.de/10011780227
Cover Image
Macroeconomic implications of oil-price shocks to emerging economies: A Markov regime-switching approach
Togonidze, Sophio; Kočenda, Evžen - 2022
We investigate an impact of oil-price shocks on GDP and exchange rate dynamics in resource-heterogeneous economies. We …-exporting, and less-resource-intensive economies. On average, real GDP in oil-exporting economies exhibits substantial contraction …, while for metal exporters there is a significant real GDP expansion suggesting an offsetting effect of metal exports on oil …
Persistent link: https://www.econbiz.de/10014301793
Cover Image
Macroeconomic implications of oil-price shocks to emerging economies : a Markov regime-switching approach
Togonidze, Sophio; Kočenda, Evžen - 2022
We investigate an impact of oil-price shocks on GDP and exchange rate dynamics in resource-heterogeneous economies. We …-exporting, and less-resource-intensive economies. On average, real GDP in oil-exporting economies exhibits substantial contraction …, while for metal exporters there is a significant real GDP expansion suggesting an offsetting effect of metal exports on oil …
Persistent link: https://www.econbiz.de/10013369064
Cover Image
Identification of Non Linear Dependence Episodes in the Mexican Peso
Coronado, Semei - 2012
This document identifies non linear dependence events in the Mexican exchange rate (Mexican peso/U.S. Dollar), between January 1995 and September 2010. For this purpose the Hinich Portmanteau test, which uses a high frequency test to detect nonlinear episodes through small window functions, is...
Persistent link: https://www.econbiz.de/10013103286
Cover Image
Dutch Disease Scare in Kazakhstan : Is it Real?
Égert, Balázs; Scott Leonard, Carol - 2021
In this paper we explore the evidence that would establish that Dutch disease is at work in, or poses a threat to, the Kazakh economy. Assessing the mechanism by which fluctuations in the price of oil can damage non-oil manufacturing and thus long-term growth prospects in an economy that relies...
Persistent link: https://www.econbiz.de/10013317109
Cover Image
Assessing Russia's Non-fuel Trade Elasticities : Does the Russian Economy React "Normally" to Exchange Rate Movements?
Gianella, Christian - 2006
leads on average to a non-fuel current account deterioration (improvement) of around 1% of GDP. Moreover, the short …
Persistent link: https://www.econbiz.de/10012446616
Cover Image
Why does the Mexican peso depreciate against the dollar? : the role of productivity differentials
López Marmolejo, Arnoldo; Ventosa-Santaulària, Daniel - 2018
Over the last three decades, Mexico’s macroeconomic policy has been driven by a sound orthodox strategy: an open economy via many trade agreements signed since the mid-1980s, a nominal exchange rate under a flexible regime since 1994, central bank autonomy, and responsible fiscal policy, among...
Persistent link: https://www.econbiz.de/10011927050
Cover Image
An Empirical Analysis of the Black Market Exchange Rate in Iran
Valadkhani, Abbas - 2005
cointegration techniques and the annual time series data from 1960 to 2002. Consistent with previous studies and the monetary … consumer price indices in Iran and the U.S., real GDP and the relative import prices. However, in the short run only the rising … relative prices and a meagre real GDP growth have been responsible for the depreciation of Iranian currency …
Persistent link: https://www.econbiz.de/10014066776
Cover Image
Temporal Granger causality and the dynamics examination on the tourism-growth nexus in Malaysia
Tang, Chor Foon - Volkswirtschaftliche Fakultät, … - 2011
This study applied the cointegration, error-correction modelling and persistence profile to analyse the dynamic …
Persistent link: https://www.econbiz.de/10008871309