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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
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Nested stochastic possibility frontiers with heterogeneous capital inputs
Erber, Georg; Madlener, Reinhard - 2007
1980 to 2004, calculated and published by the Groningen Growth and Development Centre, are used in the empirical analysis …
Persistent link: https://www.econbiz.de/10010264965
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ICT Intermediates, Growth and Productivity Spillovers: Evidence from Comparison of Growth Effects inGerman and US Manufacturing Sectors
Strobel, Thomas - 2012
Recent pre-crisis growth accounting exercises attribute strong productivity growth toincreased investments in … differences is countries'TFP growth rates with about twice the size in the US. According to robust econometricanalysis there have … been strong spillover effects from increasing domestically-producedICT materials in German TFP growth, while for the US TFP …
Persistent link: https://www.econbiz.de/10010312069
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The Direct and Indirect Effects of Small Business Administration Lending on Growth : Evidence from U.S. County-Level Data
Young, Andrew T. - 2015
Conventional wisdom suggests that small businesses are innovative engines of Schumpetarian growth. However, as small …) lending and local economic growth using a spatial econometric framework across a sample of 3,035 U.S. counties for the years … income growth. We also find evidence of indirect negative effects on the growth rates of neighboring counties. Overall, a 10 …
Persistent link: https://www.econbiz.de/10013032373
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International stock return predictability : is the role of U.S. time-varying?
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan - In: Empirica : journal of european economics 44 (2017) 1, pp. 121-146
Persistent link: https://www.econbiz.de/10011741339
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What drives investors’ behaviour in different FX market segments? A VAR-based return decomposition analysis
Castrén, Olli; Osbat, Chiara; Sydow, Matthias - 2006
We apply the Campbell-Shiller return decomposition to exchange rate returns and fundamentals in a stationary panel vector autoregression framework. The return decomposition is then used to analyse how different investor segments react to news as captured by the different return components. The...
Persistent link: https://www.econbiz.de/10011604752
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Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates
Hossfeld, Oliver - 2010
We follow the behavioral equilibrium exchange rate approach by Clark and MacDonald (1998) to derive equilibrium real effective exchange rates and currency misalignments for the US and its 16 major trading partners. We apply cointegration and panel cointegration techniques to derive fully...
Persistent link: https://www.econbiz.de/10011374380
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Exchange Rate Risk in the U.S. Stock Market : A Pooled Panel Data Regression Approach
Lee, Cheng-Few - 2019
This paper focuses on revisiting an old issue by advanced econometrics analysis: the risks in the U.S. stock market. We analyze the firm's exposure to exchange rate, interest rate, and market shocks by the pooled regression with the error cross-section dependency. We not only examine the...
Persistent link: https://www.econbiz.de/10012868070
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How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
This paper examines the significance of different fundamental regimes by applying various monetary models of the exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro (the DM). We use monthly data from 1975:01 to 2007:12....
Persistent link: https://www.econbiz.de/10010265822
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How stable are monetary models of the Dollar-Euro exchange rate? A time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
This paper examines the significance of different fundamental regimes by applying various monetary models of the exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro (the DM). We use monthly data from 1975:01 to 2007:12....
Persistent link: https://www.econbiz.de/10010271135