of real exchange rate misalignment using panel cointegration methods. The variables used in our real exchange rate models … using time series data from 1980 to 2004. We first estimate a panel data model (using fixed and random effects) for the real …-step System GMM panel growth models indicate that the coefficients for real exchange rate misalignment are positive for different …

1980-2011. Estimating a panel cointegrating relationship between the real exchange rate and its fundamentals, we provide … evidence for the existence of "energy currencies". Relying on the estimation of panel smooth transition regression (PSTR …

New multivariate panel cointegration methods are used to analyze nominal exchange rates and prices in four major …

Present paper considers structural break in panel AR(1) model which allows instability in mean, variance and … existing panel data time series model considering break studied by Levin et al. (2002), Pesaran (2004), Bai (2010), Liu et al …

heterogeneous panel vector-autoregression model identified through factor analysis, to study the dynamic response of exports …