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Close-Embrace : Canada-US Common Trends
Entekhabi, Niloufar - 2008
- run restrictions derived from growth theory. Common trends, as well as transitory shocks to these two economies are … technological innovation is the main driving force of long-run growth for both economies. The results seem in line with the supply …
Persistent link: https://www.econbiz.de/10012723464
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Consumer preferences and the reliability of Euler equation tests of capital mobility : some simulation-based evidence
Buch, Claudia M.; Döpke, Jörg; Pierdzioch, Christian - 2002
The globalization of international financial markets has renewed interest in the measurement of capital mobility. Consumption-based tests such as the Euler equation test are commonly used. These tests, however, are derived under restrictive assumptions on consumer behavior. In this paper, we ask...
Persistent link: https://www.econbiz.de/10011475881
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Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence
Pierdzioch, Christian; Doepke, Joerg; Buch, Claudia M. - 2002
The globalization of international financial markets has renewed interest in the measurement of capital mobility. Consumption-based tests such as the Euler equation test are commonly used. These tests, however, are derived under restrictive assumptions on consumer behavior. In this paper, we ask...
Persistent link: https://www.econbiz.de/10010260543
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The euro introduction and non-euro currencies
Dijk, Dick van; Munandar, Haris; Hafner, Christian M. - 2006
This paper documents the existence of large structural breaks in the unconditional correlations among the British pound, Norwegian krone, Swedish krona, Swiss franc, and euro exchange rates (against the US dollar) during the period 1994-2003. Using the framework of dynamic conditional...
Persistent link: https://www.econbiz.de/10011343243
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Capital Controls and Stock Market Volatility in Frequency Domain
Orlov, Alexei G. - 2014
The link between capital controls and stock market volatility is examined using frequency domain techniques …. Conventional analyses of the second moments can produce spurious results if the high-frequency volatility is reduced (increased …) while the overall volatility is increased (reduced) …
Persistent link: https://www.econbiz.de/10013055581
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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
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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
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The growth-volatility relationship redux : what does volatility decomposition tell?
Mallick, Debdulal - In: The B.E. journal of macroeconomics 19 (2019) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10012027392
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Financial development and the volatility of growth : time series evidence for Mexico and United States
Cermeño, Rodolfo; Roa García, María José; González … - In: Monetaria : English edition 4 (2016) 2, pp. 195-232
Persistent link: https://www.econbiz.de/10011760389
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Balance of payments constrained growth models : history and overview
Thirlwall, Anthony P. - 2011
This paper surveys balance of payments constrained growth models from Thirlwall's original contribution in 1979 to the … employed. The basic model that long run GDP growth can be approximated by the ratio of export growth to the income elasticity … imbalances in the world economy. -- Balance of Payments Constrained Growth ; Harrod Trade Multiplier ; North-South Models …
Persistent link: https://www.econbiz.de/10009009686