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Exchange rate movements and structural break on China FDI inflows

Lee, Jung Wan; Brahmasrene, Tantatape - In: Contemporary economics 14 (2020) 2, pp. 112-126

other developing countries. Methodology used in the study consists of co-integration tests, vector error correction models …

Persistent link: https://www.econbiz.de/10012237231

Exchange rate pass-through to inflation in Nigeria

Bada, Abiodun S.; Olufemi, Ajibola I.; Tata, Inuwa A.; … - In: CBN journal of applied statistics 7 (2016) 1, pp. 49-70

prices in Nigeria for the period 1995Q1 - 2015Q1. Utilizing the Johansen approach to cointegration and a vector error … correction methodology, the paper found the exchange rate pass-through into Nigeria's CPI inflation to be incomplete. The long … Nigeria. …

Persistent link: https://www.econbiz.de/10011460225

Measuring the impact of exchange rate movements on domestic prices : a cointegrated VAR analysis

Ben Cheikh, Nidhaleddine; Louhichi, Waël - 2014

Persistent link: https://www.econbiz.de/10010360438

Measuring the impact of exchange rate movements on domestic prices : a cointegrated VAR analysis

Ben Cheikh, Nidhaleddine; Louhichi, Waël - 2014

This paper measures the pass-through of exchange rate changes into domestic inflation within a cointegrated VAR (CVAR) framework. This issue is of particular interest for the euro area (EA) as Member Sates cede their national currencies and no longer have options of using monetary policy to...

Persistent link: https://www.econbiz.de/10011346364

Testing for UIP : nonlinearities, monetary announcements and interest rate expectations

Anderl, Christina; Caporale, Guglielmo Maria - 2021

This paper re-examines the UIP relation by estimating first a benchmark linear Cointegrated VAR including the nominal exchange rate and the interest rate differential as well as central bank announcements, and then a Cointegrated Smooth Transition VAR (CVSTAR) model incorporating nonlinearities...

Persistent link: https://www.econbiz.de/10012508617

Currency substitution and exchange rate volatility in Nigeria : an autoregressive distributed lag approach

Ajibola, Isaiah O.; Udoette, Sylvanus U.; Muhammad, Rabia A. - In: CBN journal of applied statistics 11 (2020) 2, pp. 1-28

This study investigates the relationship between exchange rate volatility and cur-rency substitution in Nigeria, using …

Persistent link: https://www.econbiz.de/10012513264

Oil price fluctuations and exchange rate dynamics in the MENA region : evidence from non-causality-in-variance and asymmetric non-causality tests

Nouira, Ridha; Hadj Amor, Thouraya; Rault, Christophe - 2018

The aim of this paper is to investigate the exchange rate consequences of oil-price fluctuations and to test for the dynamics of oil price volatility by examining interactions between oil market and exchange rate in selected MENA countries (Egypt, Jordan, Morocco, Qatar, Saudi Arabia, Tunisia,...

Persistent link: https://www.econbiz.de/10011897569

Why has the Norwegian krone exchange rate been persistently weak? : a fully simultaneous VAR approach

Benedictow, Andreas; Hammersland, Roger - 2022

We identify variables that help explain the persistent weakness of the Norwegian krone since 2016 within a fully simultaneous model of the underlying process driving the krone-euro exchange rate. In addition to a set of fundamental variables we consider non-traditional explanatory variables...

Persistent link: https://www.econbiz.de/10013257136

Is the floating exchange rate a shock absorber in Albania? : evidence from SVAR models

Miteza, Ilir; Tanku, Altin; Vika, Ilir - In: Economic change & restructuring 56 (2023) 2, pp. 1297-1326

Persistent link: https://www.econbiz.de/10014252490

Exchange Rate Dynamics in Indonesia : 1980-1998

Saxena, Sweta Chaman - 2004

using cointegration approach, unobserved component model and structural vector autoregression (SVAR). The paper uses these …

Persistent link: https://www.econbiz.de/10014073319