Narrow search
Showing 1 - 10 of 8,285
Cover Image
Is the Chinese currency substantially misaligned to warrant further appreciation?
Qin, Duo; He, Xinhua - 2010
estimation is based on a commonly used economic approach, but with a wider and more up-to-date coverage of data and a more …
Persistent link: https://www.econbiz.de/10003933130
Cover Image
Is the Chinese currency substantially misaligned to warrant further appreciation?
Qin, Duo; He, Xinhua - 2010
estimation is based on a commonly used economic approach, but with a wider and more up-to-date coverage of data and a more …
Persistent link: https://www.econbiz.de/10003933930
Cover Image
Symmetry and separability in two-country cointegrated VAR models : representation and testing
Krolzig, Hans-Martin; Heinlein, Reinhold - 2013
Introducing the approach by Masanao Aoki (1981) to time series econometrics, we show that the dynamics of symmetric linear possibly cointegrated two-country VAR models can be separated into two autonomous subsystems: the country averages and country differences, where the latter includes the...
Persistent link: https://www.econbiz.de/10010228330
Cover Image
Is the Chinese Currency Substantially Misaligned to Warrant Further Appreciation?
Qin, Duo; He, Xinhua - 2011
estimation is based on a commonly used economic approach, but with a wider and more up-to-date coverage of data and a more …
Persistent link: https://www.econbiz.de/10014048983
Cover Image
Reconsidering the import demand function of China : evidence from asymmetric cointegration
Ghosh, Sudeshna - In: International journal of economics and business … 19 (2020) 3, pp. 245-265
Persistent link: https://www.econbiz.de/10012205603
Cover Image
Trend fundamentals and exchange rate dynamics
Huber, Florian; Kaufmann, Daniel - 2015
We estimate a multivariate unobserved components-stochastic volatility model to explain the dynamics of a panel of six …
Persistent link: https://www.econbiz.de/10011326550
Cover Image
Trend fundamentals and exchange rate dynamics
Huber, Florian; Kaufmann, Daniel - 2019
We estimate a multivariate unobserved components stochastic volatility model to explain the dynamics of a panel of six …
Persistent link: https://www.econbiz.de/10012118184
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
Exchange rate volatility in Nigeria : consistency, persistency & severity analyses
Adeoye, Babatunde W.; Atanda, Akinwande A. - In: CBN journal of applied statistics 2 (2011) 2, pp. 29-49
examines the consistency, persistency, and severity (degree) of volatility in exchange rate of Nigerian currency (naira) vis … were used to examine the degree or severity of volatility based on the first difference, standard deviation and coefficient … of deviation estimated volatility series for the nominal and real exchange rate of naira vis-a-vis the U.S dollar. The …
Persistent link: https://www.econbiz.de/10011477452
Cover Image
What drives commodity prices?
Chen, Shu-Ling; Jackson, John D.; Kim, Hyeongwoo; … - In: American journal of agricultural economics 96 (2014) 5, pp. 1455-1468
Persistent link: https://www.econbiz.de/10011279858