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Measuring Long-Run Exchange Rate Pass-Through
Kozluk, Tomasz; Banerjee, Anindya; de Bandt, Olivier - In: Economics: The Open-Access, Open-Assessment E-Journal 2 (2008) 2008-6, pp. 1-36
ignored in existing empirical studies. We use time series and up-to-date panel data techniques to test for cointegration with … run cointegration relationship, where over the sample period the fixed component of the pass-through decreased while the …
Persistent link: https://www.econbiz.de/10010295304
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A note on the estimation of long-run relationships in panel equations with cross-section linkages
Di Iorio, Francesca; Fachin, Stefano - In: Economics: The Open-Access, Open-Assessment E-Journal 6 (2012) 2012-20, pp. 1-18
The authors address the issue of estimation and inference in dependent non-stationary panels of small cross-section dimensions. The main conclusion is that the best results are obtained applying bootstrap inference to single-equation estimators, such as fully modified ordinary least squares and...
Persistent link: https://www.econbiz.de/10010309047
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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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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
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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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Foreign direct investment - domestic investment nexus: Evidence from India
Babu, Abraham - In: Contemporary Economics 15 (2021) 3, pp. 267-275
investment and domestic investment was analysed using cointegration test. Thereafter, the vector error correction model was …
Persistent link: https://www.econbiz.de/10014544570
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Exchange rate movements and structural break on China FDI inflows
Lee, Jung Wan; Brahmasrene, Tantatape - In: Contemporary Economics 14 (2020) 2, pp. 112-126
other developing countries. Methodology used in the study consists of co-integration tests, vector error correction models …
Persistent link: https://www.econbiz.de/10014544664
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The impact of foreign direct investment on income inequality in Vietnam
In: Economies 9 (2021) 1, pp. 1-15
Foreign direct investments (FDI) is an important determinant of economic growth. FDI does not only contribute to the growth and economic development but also affects income through contributing to economic development and the impact on employment and salary structure of developing countries. The...
Persistent link: https://www.econbiz.de/10013199765
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International investment agreements provisions and foreign direct investment flows in the regional comprehensive economic partnership region
Uttama, Nathapornpan Piyaareekul - In: Economies 9 (2021) 1, pp. 1-23
ASEAN membership on investment creation and investment diversion toward the RCEP region. Using panel data on RCEP countries …
Persistent link: https://www.econbiz.de/10013199766