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Exchange rate dynamics and trade balance in selected African countries
Shuaibu, Mohammed Isa; Isah, Abdulrasheed - In: Journal of African Trade 7 (2020) 1/2, pp. 69-83
African countries have over the years experienced persistent current account deficits. The role of asymmetries in explaining the response of trade balance to exchange rate movement has not received adequate attention as linear models dominate extant empirical literature. In this paper, we...
Persistent link: https://www.econbiz.de/10013470700
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Testing the New Keynesian Model on U.S. and Euro Area Data
Juselius, Mikael - In: Economics: The Open-Access, Open-Assessment E-Journal 2 (2008) 2008-24, pp. 1-26
I apply the Johansen and Swensen (1999, 2004) method of testing exact rational expectations within the cointegrated VAR (Vector Auto-Regressive) model, to testing the New Keynesian (NK) model. This method permits the testing of rational expectation systems, while allowing for non-stationary...
Persistent link: https://www.econbiz.de/10010295321
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Structural breaks, parameter stability and energy demand modeling in Nigeria
Omisakin, Olusegun A.; Adeniyi, Oluwatosin A.; … - In: International Journal of Economic Sciences and Applied … 5 (2012) 2, pp. 129-144
conventional residual-based cointegration tests employed fail to identify any meaningful long run relationship in both functions …, the Gregory- Hansen structural break cointegration approach confirms the cointegration relationships despite the …
Persistent link: https://www.econbiz.de/10010289392
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Effects of exports instability on economic growth in SAARC region countries
Rashid, Farhat; Ullah, Sami; Bedi-uz-Zaman Ullah, Sami - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 6 (2012) 1, pp. 97-120
additional variables. The Augmented Dickey Fuller (ADF) and Johansson Cointegration tests are used to test stationarity for all … variables and cointegration respectively. The results of these tests demonstrate that all variables are non-stationary at levels …
Persistent link: https://www.econbiz.de/10011938302
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The casual nexus between child mortality rate, fertility rate, GDP, household final consumption expenditure, and food production index
Asumadu-Sarkodie, Samuel; Owusu, Phebe Asantewaa - In: Cogent Economics & Finance 4 (2016) 1, pp. 1-15
expenditure, and food production index in Ghana was investigated spanning from 1971 to 2013 using the Autoregressive and … Distributed Lag (ARDL) method. The study tested for unit root, ARDL bounds cointegration test, ARDL long-run elasticities, Granger … consumption expenditure will help reduce child mortality rates in Ghana. In order to reduce child mortality rates among children …
Persistent link: https://www.econbiz.de/10011559223
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Understanding crude oil import demand behaviour in Africa: The Ghana case
Marbuah, George - In: Journal of African Trade 4 (2017) 1/2, pp. 75-87
Persistent link: https://www.econbiz.de/10011985851
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A test of Wagner's hypothesis for the Ghanaian economy
Gatsi, John Gartchie; Owusu Appiah, Michael; Gyan, … - In: Cogent Business & Management 6 (2019), pp. 1-12
expenditure in Ghana between the period 1960 to 2017. The Johansen (1991, 1995) cointegration method, the Autoregressive …The economy of Ghana profiles a trajectory of increasing government expenditure at the backdrop of an inconsistent …
Persistent link: https://www.econbiz.de/10012117448
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Financial development and dollarization in Ghana: an empirical investigation
Tweneboah, George; Gatsi, John Garchie; Asamoah, … - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-21
case of Ghana using the autoregressive distributed lag modelling framework. The data for the study spanned from January …
Persistent link: https://www.econbiz.de/10014001488
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Stock market growth in Ghana: Do financial sector reforms matter?
Kamasa, Kofi; Owusu, Linda; Asante, Grace Nkansah - In: Cogent Business & Management 10 (2023) 1, pp. 1-21
stock market growth in Ghana from 1990 to 2019. A multidimensional index was constructed to measure the financial sector … reforms promote stock market growth in Ghana in the long run. By disaggregating the financial sector reforms, the findings …
Persistent link: https://www.econbiz.de/10014527830
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Argentinean real exchange rate 1900 - 2006: Testing purchasing power parity theory
dal Bianco, Marcos José - In: Estudios de Economía 35 (2008) 1, pp. 33-64
cointegration between the nominal exchange rate and the relative prices. In particular, the Argentinean RER appears to be trend …
Persistent link: https://www.econbiz.de/10010289485