Narrow search
Showing 1 - 10 of 7,568
Cover Image
The Impact of Exchange Rate Uncertainty on Exports : A Panel VAR Analysis
Muinelo-Gallo, Leonel; Miranda Lescano, Ronald; … - 2021
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 …
Persistent link: https://www.econbiz.de/10013251922
Cover Image
Asset Prices, Real Exchange Rate and Current Account Fluctuations : Some Structural VAR Evidence for Thailand
Jiranyakul, Komain - 2017
This paper is motivated by the controversial issue in the literature pertaining to the impact of real exchange rate, housing prices and stock prices on current account fluctuations. Thailand's quarterly data are used to examine the impacts of shocks to asset prices and real exchange rate on the...
Persistent link: https://www.econbiz.de/10012967437
Cover Image
Capital flows and GDP in emerging economies and the role of global spillovers
Beckmann, Joscha; Czudaj, Robert - 2017
-varying panel VAR framework in the spirit of Canova and Ciccarelli (2009). Based on a sample of 24 economies, our results show a …
Persistent link: https://www.econbiz.de/10011776962
Cover Image
Impacts of Real Effective Exchange Rate on Sudan Macroeconomic Variables
Mohamed, Issam A.W; Hamza, Hamza - 2012
The purpose of this study is to estimate the effects of Real Effective Exchange Rate (REER) on Sudan trade balance (TB). The present situation is confusing for all in Sudan with discrepancies in market effective foreign currencies and government declared prices. For example, one US$ in the...
Persistent link: https://www.econbiz.de/10014041198
Cover Image
The role of exchange rate for current account: a panel data analysis
Vieira, Flavio Vilela; MacDonald, Ronald - In: Economia : revista da ANPEC 21 (2020) 1, pp. 57-72
volatility) for the current account using a panel data analysis for a set of 58 countries, over the period of 1994-2014. The …
Persistent link: https://www.econbiz.de/10012287467
Cover Image
Are US-Dollar-Hedged-ETF Investors Aggressive on Exchange Rates? A Panel VAR Approach
Shank, Corey A. - 2017
benchmark and foreign exchange rate from July 2011 to November 2015 using a panel VAR approach. We find that investors are able …
Persistent link: https://www.econbiz.de/10012969245
Cover Image
Effective exchange rates, current accounts and global imbalances : conference paper
Beckmann, Joscha; Czudaj, Robert - 2014
This study analyzes the dynamics between real effective exchange rates and current account patterns from a novel perspective. We start by dissecting long-run and time-varying short-run dynamics between both variables. Following this, we extend our framework by including interest rates into our...
Persistent link: https://www.econbiz.de/10010483886
Cover Image
Effective exchange rates, current accounts and global imbalances
Beckmann, Joscha; Czudaj, Robert - 2016
einer Verschlechterung der Leistungsbilanz einhergeht. Das Anpassungsmuster verändert sich jedoch über die Zeit und deutet … darauf hin, dass die Kausalität in erster Linie von effektiven Wechselkursen in Richtung Leistungsbilanz läuft. Eine …
Persistent link: https://www.econbiz.de/10011440876
Cover Image
The Role of Exchange Rate on Balance of Trade : Empirical From Pakistan
Hussain, Adnan - 2010
Objective of this study is to estimate the impact of real exchange rate depreciation on balance of trade in Pakistan. The study examines validity of the Marshall Lerner condition in Pakistan data (1970-2008) by using impulse response function which fulfills the J-curve idea. To evaluate long run...
Persistent link: https://www.econbiz.de/10013137656
Cover Image
Current Account and Real Effective Exchange Rate Misalignments in Central Eastern EU Countries : An Update Using the Macroeconomic Balance Approach
Comunale, Mariarosaria - 2015
country's performance, any evaluation must take account of each country's particular characteristics. We use a panel setup of …
Persistent link: https://www.econbiz.de/10013011996