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Short-term inflation projections model and its assessment in Latvia

Bessonovs, Andrejs; Krasnopjorovs, Olegs - In: Baltic Journal of Economics 21 (2021) 2, pp. 184-204

This paper builds a short-term inflation projections (STIP) model for Latvia. The model is designed to forecast highly disaggregated consumer prices using cointegrated ARDL approach of [Pesaran, M., & Shin, Y. (1998). An Autoregressive Distributed Lag Modelling Approach to Cointegration...

Persistent link: https://www.econbiz.de/10013470760

The Time Series Properties of the Real Exchange Rates Between the Member States of the European Monetary Union

Maurer, Rainer - In: Credit and Capital Markets – Kredit und Kapital 52 (2019) 2, pp. 149-171

The article "The Time Series Properties of the Real Exchange Rates Between the Member States of the European Monetary Union" analyses the time series behavior of the components of the real exchange rates between the founding member states of the EMU before and after the start of the EMU. Various...

Persistent link: https://www.econbiz.de/10014523488

Panel data analysis of the proposed monetary union in the Southern African development community

Zerihun, Mulatu Fekadu; Breitenbach, Marthinus C. - In: SPOUDAI - Journal of Economics and Business 67 (2017) 4, pp. 23-44

This paper examines the sensibility of a proposed monetary union in the Southern African Development Community (SADC). The study hypothesizes that the majority of the economies in the SADC region are candidates for a monetary union. We test this hypothesis against one of the prime optimal...

Persistent link: https://www.econbiz.de/10011994278

Choques de precios externos y tipo de cambio real: Nueva evidencia sobre la enfermedad holandesa ("dutch disease") en el caso argentino

Lanteri, Luis N. - In: Atlantic Review of Economics (ARoEc) 2 (2019) 1

This paper analyzes the impact of external price shocks on the real exchange rate and the existence of the Dutch disease, in the case of the Argentine economy. We consider the effects of shocks on the terms of tr ade, the supply of the agricultural sector (booming sector and main exporter) and...

Persistent link: https://www.econbiz.de/10012158983

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

short span data, this paper aims to fill a gap in the wide PPP literature by studding a developing country with a long … behavior of its RER and the validity of PPP. To check this, we use a wide set of econometric techniques and found that the PPP …

Persistent link: https://www.econbiz.de/10010289485

Purchasing Power Parity Influence on Real Exchange Rate Behavior in Romania

Ghiba, Nicolae - In: CES Working Papers 3 (2011) 4, pp. 524-536

Purchasing Power Parity (PPP) represents a fundamental concept in exchange rate modeling. The main idea is given by … behavior of real exchange rate between EURO and Romanian new leu (RON) under PPP paradigm. We use the Augmented Dickey …-Fuller and Phillips-Perron stationarity tests in order to check real exchange deviations from PPP. Also, we investigate the …

Persistent link: https://www.econbiz.de/10012016973

Do crude oil prices drive the relationship between stock markets of oil-importing and oil-exporting countries?

Youssegf, Manel; Mokni, Khaled - In: Economies 7 (2019) 3, pp. 1-22

The impact that oil market shocks have on stock markets of oil-related economies has several implications for both domestic and foreign investors. Thus, we investigate the role of the oil market in deriving the dynamic linkage between stock markets of oil-exporting and oil-importing countries....

Persistent link: https://www.econbiz.de/10013199582

Pass-through of crude oil prices at different stages in Turkey

Akcelik, Fatih; Ogunc, Fethi - In: Central Bank Review (CBR) 16 (2016) 1, pp. 41-51

This paper examines the degree of oil price pass-through to domestic prices at different stages of supply chain in Turkey. Our results, based on vector autoregressive models, point out that the pass-through to domestic motor fuel prices is considerably fast as expected and just one third of a...

Persistent link: https://www.econbiz.de/10012217425

Between institutions and global forces: Norwegian wage formation since industrialisation

Nymoen, Ragnar - In: Econometrics 5 (2017) 1, pp. 1-54

This paper reviews the development of labour market institutions in Norway, shows how labour market regulation has been related to the macroeconomic development, and presents dynamic econometric models of nominal and real wages. Single equation and multi-equation models are reported. The...

Persistent link: https://www.econbiz.de/10011755357

Choques macroeconómicos y tipo de cambio real: Alguna evidencia para Argentina

Lanteri, Luis N. - In: Atlantic Review of Economics 2 (2014), pp. 1-24

Dornbusch’s exchange rate overshooting hypothesis (1976) is a central building block in international macroeconomics. This paper analyzes the effects of monetary and other macroeconomic shocks on the real exchange rate in the case of a small economy like Argentina. The paper uses SVAR models...

Persistent link: https://www.econbiz.de/10011536983

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