Showing 1 - 10 of 3,158
series analysis. Investigating the order of integration of the time series and using cointegration analysis, empirical …
Persistent link: https://www.econbiz.de/10011741761
series analysis. Investigating the order of integration of the time series and using cointegration analysis, empirical …
Persistent link: https://www.econbiz.de/10011741554
This study examines the real exchange rate determination in Malaysia. The result of the autoregressive distributed lag approach shows that an increase in the real interest rate differential, productivity differential, the real oil price or reserve differential will lead to an appreciation of the...
Persistent link: https://www.econbiz.de/10010882989
Equilibrium real effective exchange rate estimate for the Slovak economy presented in this paper helps to evaluate the total impact of the development of nominal exchange rates against the currencies of Slovakia’s relevant trading partners, domestic and foreign inflation on the price...
Persistent link: https://www.econbiz.de/10010835385
1973-2011 we find evidence of time-varying cointegration relationship between effective exchange rates and national stock … the exchange rate exposure varies with the cointegration relation between stock and foreign exchange rate markets. This …
Persistent link: https://www.econbiz.de/10011207147
a vector error-correction model of daily highs and lows. Contrary to intuition, models based on co-integration of daily …
Persistent link: https://www.econbiz.de/10010461231
a vector error-correction model of daily highs and lows. Contrary to intuition, models based on co-integration of daily …
Persistent link: https://www.econbiz.de/10011340612
With the aid of econometric modeling, I investigate whether rapidly increasing house prices necessarily imply the existence of a bubble that will eventually burst. I consider four alternative econometric methods to construct indicators of housing market imbalances for the US, Finland and Norway....
Persistent link: https://www.econbiz.de/10012143889
a vector error-correction model of daily highs and lows. Contrary to intuition, models based on co-integration of daily …
Persistent link: https://www.econbiz.de/10011099986
-price monetary model. Multivariate cointegration approach (Johansan 1988, 1989 and Johansen-Juselius 1990) is adopted to attain our …
Persistent link: https://www.econbiz.de/10008544710