Narrow search
Showing 1 - 10 of 75,787
Cover Image
How equilibrium exchange rate misalignments influence on economic growth? : evidence for European countries
Ramos-Herrera, María del Carmen - In: Economics : the open-access, open-assessment journal 16 (2022) 1, pp. 199-211
impact of deviations from the long-run sustainable real exchange rate equilibrium on real economic growth rate applying panel …
Persistent link: https://www.econbiz.de/10013252580
Cover Image
Determinants of Trade Balance in West African Economic and Monetary Union (WAEMU) : evidence from heterogeneous panel analysis
Keho, Yaya - In: Cogent economics & finance 9 (2021) 1, pp. 1-16
This study investigates the determinants of the trade balance in West African and Monetary Union (WAEMU) over the period 1975-2017. We employ the Mean Group (MG) estimator along with the grouped mean version of Dynamic OLS (DOLS) and Fully Modified OLS (FMOLS) to deal with both endogeneity and...
Persistent link: https://www.econbiz.de/10013184391
Cover Image
Testing the purchasing power parity hypothesis : case of ASEAN economies
Bekő, Jani; Boršič, Darja - In: Naše gospodarstvo : NG 64 (2018) 4, pp. 74-85
We examine the purchasing power parity (PPP) hypothesis of 10 members of ASEAN. A battery of panel unit root tests is …
Persistent link: https://www.econbiz.de/10012021749
Cover Image
The nexus among competitively valued exchange rates, price level, and growth performance in the Turkish economy : new insight from the global value chains
Shuabiu, Umar Aliyu; Usman, Mohammed A. M.; … - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-19
annual data from 1980 to 2020 within the framework of the ARDL bound test, Bayer and Hanck Cointegration (BHC) test, and ECM …
Persistent link: https://www.econbiz.de/10012795288
Cover Image
The behaviour of the real effective exchange rate of South Africa : is there a misalignment?
Khomo, Melvin M.; Aziakpono, Meshach Jesse - In: Cogent economics & finance 8 (2020) 1, pp. 1-16
Clark and MacDonald (1998) the study uses a cointegration technique, which caters for endogeneity to estimate the …
Persistent link: https://www.econbiz.de/10012440315
Cover Image
The ASEAN experience of the purchasing power parity theory
Murad, S. M. Woahid; Hossain, Mohammad Amzad - In: Financial innovation : FIN 4 (2018) 23, pp. 1-10
Appl Econ 22:265-312, 2007). For panel cointegration analysis, we employed the four error-correction-based Westerlund (Oxf … Bull Econ Stat 69:709-748, 2007) panel cointegration tests. The Westerlund (Oxf Bull Econ Stat 69:709-748, 2007) tests are …We used panel data analysis to evaluate the relative purchasing power parity (PPP) hypothesis of the ten ASEAN member …
Persistent link: https://www.econbiz.de/10011921966
Cover Image
Causality between stock prices and exchange rates in Turkey : empirical evidence from the ARDL bounds test and a combined cointegration approach
Türsoy, Turgut - In: International Journal of Financial Studies : open … 5 (2017) 1, pp. 1-10
between the variables. The evidence reveals that there is a strong long-run cointegration. The robustness of the ARDL bounds … test cointegration was confirmed using the newly-developed combined cointegration, which also provided the same evidence …
Persistent link: https://www.econbiz.de/10011649295
Cover Image
Testing j-curve effect on trade balance in Turkish economy
Kansel, Zubeyir Can; Bari, Bilgin - In: Financial studies 24 (2020) 1, pp. 53-69
This study researches the effects of changes in the exchange rate on the trade balance after the transition to the floating exchange rate in the Turkish economy. For this purpose, ARDL and ECM models have been developed by using quarterly data from 2003 through 2018. The starting point of the...
Persistent link: https://www.econbiz.de/10012210658
Cover Image
Is the floating exchange rate a shock absorber in Albania? : evidence from SVAR models
Miteza, Ilir; Tanku, Altin; Vika, Ilir - In: Economic change & restructuring 56 (2023) 2, pp. 1297-1326
Persistent link: https://www.econbiz.de/10014252490
Cover Image
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