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Persistent link: https://www.econbiz.de/10011656654
panel cointegration techniques to derive fully countryspecific measures of misalignment and measures based on panel …-of-sample performance prior to comparing it to two final panel specifications. Robustness of the results is supported by recently introduced … cross-sectionally augmented panel unit root tests by Pesaran (2007) and bootstrapped error correction-based panel …
Persistent link: https://www.econbiz.de/10011374380
with the underlyingtheory. Based on a panel version of the Engle and Granger (1987) two-stepprocedure we find that the …
Persistent link: https://www.econbiz.de/10011299983
for the validity of the monetary exchange rate modelwithin a panel of vector error correction models for three …
Persistent link: https://www.econbiz.de/10011302148
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
different approaches, the panel data analysis and fuzzy logic, and to compare the results. To a panel with the crosssection …. Then, this traditional panel approach is contrasted with an alternative investigation based on fuzzy logic. The key …
Persistent link: https://www.econbiz.de/10013082345
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
impact of deviations from the long-run sustainable real exchange rate equilibrium on real economic growth rate applying panel …
Persistent link: https://www.econbiz.de/10013252580
volatility) for the current account using a panel data analysis for a set of 58 countries, over the period of 1994-2014. The …
Persistent link: https://www.econbiz.de/10012287467
We look at a panel of Latin American countries from 1970 and 2016 to enquire how exchange rate pass-through has changed …
Persistent link: https://www.econbiz.de/10012020009