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Have real exchange rates and competitiveness in Central and Eastern Europe fundamentally changed?
Cuestas, Juan Carlos; Monfort, Mercedes; Ordóñez, Javier - In: International review of economics & finance : IREF 89 (2024) 1, pp. 618-628
Persistent link: https://www.econbiz.de/10014446508
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Has the relationship between the real exchange rate and its fundamentals changed over time?
Cuestas, Juan Carlos; Monfort, Mercedes; Shimbov, Bojan - In: Baltic journal of economics 22 (2022) 2, pp. 68-89
In this paper we contribute to the literature on determining the real exchange rate by using models that incorporate structural breaks and nonlinearities. We estimate cointegrated dynamic ordinary least squares regressions and quantile regressions. We find that the estimated coefficients for the...
Persistent link: https://www.econbiz.de/10014319295
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Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.; Sauci, Laura - In: Applied economics 50 (2018) 29, pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
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Do real exchange rates in small Central and Eastern European economies obey purchasing power parity?
Bekő, Jani; Kavkler, Alenka - In: International journal of sustainable economy 11 (2019) 2, pp. 121-140
Persistent link: https://www.econbiz.de/10012050857
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Are PPP tests erratically behaved? : some panel evidence
Caporale, Guglielmo Maria; Hanck, Christoph - In: International review of applied economics 24 (2010) 2, pp. 203-221
Persistent link: https://www.econbiz.de/10008653316
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Testing purchasing power parity in a DFA rolling Hurst framework : the case of 23 OECD countries
Gkonkas, Periklēs; Papadimitriou, Theophilos; … - In: Applied financial economics 23 (2013) 16/18, pp. 1399-1406
Persistent link: https://www.econbiz.de/10010259398
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A nonlinear adjustment in real exchange rates under transaction costs hypothesis in developed and emerging countries
Drissi, Ramzi; Boukhatem, Jamel - In: Quantitative finance and economics 4 (2020) 2, pp. 220-235
Persistent link: https://www.econbiz.de/10012271365
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External debt and real exchange rates' adjustment in the euro area : new evidence from a nonlinear NATREX model
Couharde, Cécile; Rey, Serge; Sallenave, Audrey - In: Applied economics 48 (2016) 10/12, pp. 966-986
Persistent link: https://www.econbiz.de/10011432824
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A sequential purchasing power parity test for panels of large cross-sections and implications for investors
Westerlund, Joakim; Narayan, Paresh Kumar - In: The European journal of finance 21 (2015) 13/15, pp. 1317-1333
Persistent link: https://www.econbiz.de/10011419881
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The relative price of non-traded goods under imperfect competition
Coto-Martínez, Javier; Reboredo, Juan Carlos - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 24-40
Persistent link: https://www.econbiz.de/10010439618