Narrow search
Showing 1 - 10 of 11,160
Cover Image
A panel VAR analysis of macro-financial imbalances in the EU
Comunale, Mariarosaria - 2017
financial (or output) gaps within EU countries. We apply panel techniques, including a Bayesian panel VAR, to 27 EU members over …
Persistent link: https://www.econbiz.de/10011637376
Cover Image
A panel VAR analysis of macro-financial imbalances in the EU
Comunale, Mariarosaria - 2017
Persistent link: https://www.econbiz.de/10011721038
Cover Image
A panel VAR analysis of macro-financial imbalances in the EU
Comunale, Mariarosaria - In: Journal of international money and finance 121 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013433254
Cover Image
How do macroeconomic imbalances interact? : evidence from a panel VAR analysis
Gnimassoun, Blaise; Mignon, Valérie - In: Macroeconomic dynamics 20 (2016) 7, pp. 1717-1741
Persistent link: https://www.econbiz.de/10011623511
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
Real exchange rates, current accounts and competitiveness issues in the euro area
Mirdala, Rajmund - 2016
This paper contributes to the understanding of the international financial linkages created by US banks by looking at the geographical composition and structure of the balance sheet of foreign branches. The empirical investigation, which is based on a novel dataset containing balance sheet...
Persistent link: https://www.econbiz.de/10011576937
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
The Euro-Dollar exchange rate : is it fundamental?
Camarero Olivas, Mariam; Ordóñez, Javier; Tamarit … - 2002
-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus …
Persistent link: https://www.econbiz.de/10011538958
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
Current-account imbalances, real exchange-rate misalignments, and output gaps
Camba-Crespo, Alfonso; García-Solanes, José; … - In: Economics : the open-access, open-assessment journal 16 (2022) 1, pp. 57-72
approaches of the balance of payments to derive and clarify these relationships. Next, we perform panel VAR estimates in a sample …
Persistent link: https://www.econbiz.de/10013252558