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International investment positions and exchange rate dynamics
Binder, Michael; Offermanns, Christian J. - 2014
dynamic panel data models. In particular, in our model the long-run relationship between effective exchange rates and domestic …
Persistent link: https://www.econbiz.de/10010414236
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The impact of exchange rate uncertainty on exports : a panel VAR analysis
Muinelo-Gallo, Leonel; Lescano, Ronald Miranda; … - In: Estudios de economía 47 (2020) 2, pp. 157-192
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/10012405919
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Analysis of Exchange-Rate Regime Effect on Growth : Theoretical Channels and Empirical Evidence with Panel Data
Petreski, Marjan - 2011
; Lucas critique; sample-selection bias and survivor bias. Applying dynamic system-GMM panel estimation on 169 countries over …
Persistent link: https://www.econbiz.de/10013132175
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Purchasing Power Parity Revisited
Sosvilla-Rivero, Simon; Garcia, Emma - 2004
This paper presents a selective survey on some recent empirical attempts to test the validity of Purchasing Power Parity (PPP) to explain exchange-rate movements in the main currencies, as well as the econometric methodology used in such tests. Finally, we offer some encouraging results...
Persistent link: https://www.econbiz.de/10014074186
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Fly with the eagles or scratch with the chickens? - zum Herdenverhalten von Wechselkursprognostikern
Pierdzioch, Christian; Schäfer, Dirk; Stadtmann, Georg - 2010
In diesem Beitrag wird analysiert, ob Wechselkursprognosen Anhaltspunkte dafür liefern, dass Prognostiker ein so genanntes Herdenverhalten zeigen. Auf der Basis unterschiedlicher theoretischer Modellansätze wird skizziert, warum Prognostiker einen Anreiz haben könnten, einem Herdentrieb zu...
Persistent link: https://www.econbiz.de/10008665578
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Long-Run Exchange Rate Dynamics : A Panel Data Study
Habermeier, Karl; Mesquita, Mario - 2021
Long-run movements of real exchange rates are studied using a panel data set comprising 51 economies. The purchasing …
Persistent link: https://www.econbiz.de/10013317711
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Does the Long-Run PPP Hypothesis Hold for Africa? : Evidence from Panel Co-Integration Study
Nagayasu, Jun - 2006
with the purchasing power parity (PPP) hypothesis. A recent econometric method, the panel co-integration test, enables us …
Persistent link: https://www.econbiz.de/10012782171
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PPP : A Disaggregated View
Fischer, Christoph A. - 2016
Persistent link: https://www.econbiz.de/10012991373
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PPP : A Disaggregated View
Fischer, Christoph A. - 2012
a single good and a weighted sum of relative prices between goods. When applying a battery of panel unit root tests to … PPP is invalid even if the LOP holds for all goods. The findings contrast with the result from panel unit root tests that …
Persistent link: https://www.econbiz.de/10013109647
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Do Relative Canada/U.S. Prices Equate to the Exchange Rate?
Macdonald, Ryan - 2012
Persistent link: https://www.econbiz.de/10013110131