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The long-run validity of PPP in some major advanced and emerging countries using alternative models
Kyei-Mensah, Justice - In: Cogent economics & finance 11 (2023) 1, pp. 1-26
study employed the smooth time-varying cointegration (TVC) and time-varying detrended fluctuation analysis (DFA) methodology …
Persistent link: https://www.econbiz.de/10014500904
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Volatility linkages between agricultural commodity prices, oil prices and real USD exchange rate : the case of Colombia
Guellil, Mohammed Seghir; Belmokaddem, Mostéfa; … - In: Revista de métodos cuantitativos para la economía y … 26 (2018), pp. 71-83
evolution of the relative strength of the US dollar in a panel setting. We use panel cointegration and Panel Granger causality …
Persistent link: https://www.econbiz.de/10012023904
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Oil prices and their long-term relationship with macroeconomic and financial indicators
Bucevska, Vesna; Gjelevski, Borjan; Matevska, Lea - In: Economic review : journal of economics & business 21 (2023) 1, pp. 3-24
The objective of this paper is to find out whether there is a long-term relationship or in other words cointegration …
Persistent link: https://www.econbiz.de/10014466537
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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/10012237231
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Real exchange rate misalignment and economic growth in Nigeria (1960-2011)
Ibrahim, Waheed - In: CBN journal of applied statistics 7 (2016) 1, pp. 93-110
generalized method of moment (GMM) approaches. Through series of iterative processes, it was observed that it will take four years … exchange rate regime. The GMM estimate reveals that real exchange rate misalignment has negative but significant impact on …
Persistent link: https://www.econbiz.de/10011460320
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Argentinean real exchange rate 1900 - 2006 : testing purchasing power parity theory
Dal Bianco, Marcos - 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 … ; cointegration ; structural breaks. …
Persistent link: https://www.econbiz.de/10003746940
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The causal relationship between remittances and poverty reduction in developing country : using a non-stationary dynamic panel data
Gaaliche, Makram; Zayati, Montassar - In: Atlantic review of economics : AROE 1 (2014)
emerging and developing countries over the period 1980 - 2012. We proposed a cointegration analysis, using the method of non …
Persistent link: https://www.econbiz.de/10010385765
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Panel cointegration analysis of military expenditure and economic growth in the selected Balkan countries
Kalaš, Branimir; Mirović, Vera; Milenković, Nada - In: Ekonomske teme 59 (2021) 3, pp. 375-390
Macedonia, Serbia and Slovenia for the period 2004-2018. The analysis implies a panel unit root test, a panel cointegration test …
Persistent link: https://www.econbiz.de/10012888113
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Influencia de la asimetría cambiaria del peso mexicano frente al dólar norteamericano en la utilización de derivados financieros por las empresas no financieras mexicanas
Corona Dueñas, José Asunción; Guerrero Herrera, Juan … - In: Atlantic review of economics : AROE 2 (2014)
non-financial firms Mexican selected in the sample. This research question in light of the possible co-integration of the … is studied. In the first part of the exchange performance of the Mexican peso is analyzed immediately cointegration of …
Persistent link: https://www.econbiz.de/10011308139
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Examining evidence of "shift-contagion" in African stock markets : a CoVaR-copula approach
Boako, Gideon; Alagidede, Paul - In: Review of development finance 7 (2017) 2, pp. 142-156
This paper examines for the first time contagion to African stock markets with particular attention to the quantification of, and testing for the impact of (extreme) downside movements in foreign exchange and developed stock markets on the (extreme) downside risks in Africa stock markets. Using...
Persistent link: https://www.econbiz.de/10011779566