Narrow search
Showing 1 - 10 of 21,468
Cover Image
Financial Integration between China and Asia Pacific Trading Partners: Parities Evidence from the First- and Second-generation Panel Tests
Chan, Tze-Haw; Baharumshah, Ahmad Zubaidi - Volkswirtschaftliche Fakultät, … - 2012
utilized in the analyses. Our findings reveal that first, RIP holds stronger than PPP among APEC-China. Second, both parities …
Persistent link: https://www.econbiz.de/10011109748
Cover Image
International Parities among China and Her Major Trading Partners in Asia Pacific
Chan, Tze-Haw - Volkswirtschaftliche Fakultät, … - 2008
interest differential series, which mostly occur in 1988, 1993/94 and 1997/98. Second, RIP holds better than PPP, suggesting …
Persistent link: https://www.econbiz.de/10005025740
Cover Image
The monetary approach to exchange rates in the CEECs
Crespo Cuaresma, Jesús; Fidrmuc, Jarko; MacDonald, Ronald - 2003
A panel data set for six Central and Eastern European countries (the Czech Republic, Hungary, Poland, Romania, Slovakia and Slovenia) is used to estimate the monetary exchange rate model with panel cointegration methods, including the Pooled Mean Group estimator, the Fully Modified Least Square...
Persistent link: https://www.econbiz.de/10012148459
Cover Image
The monetary approach to exchange rates in the CEECs
Crespo-Cuaresma, Jesús; Fidrmuc, Jarko; McDonald, Ronald - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2003
A panel data set for six Central and Eastern European countries (the Czech Republic, Hungary, Poland, Romania, Slovakia and Slovenia) is used to estimate the monetary exchange rate model with panel cointegration methods, including the Pooled Mean Group estimator, the Fully Modified Least Square...
Persistent link: https://www.econbiz.de/10005648580
Cover Image
The monetary approach to exchange rates in the CEECs
Crespo-Cuaresma, Jesús; Fidrmuc, Jarko; McDonald, Ronald - EconWPA - 2004
A panel data set for six Central and Eastern European countries (the Czech Republic, Hungary, Poland, Romania, Slovakia and Slovenia) is used to estimate the monetary exchange rate model with panel cointegration methods, including the Pooled Mean Group estimator, the Fully Modified Least Square...
Persistent link: https://www.econbiz.de/10005561077
Cover Image
Getting PPP right: Identifying mean-reverting real exchange rates in panels
Chortareas, Georgios; Kapetanios, George - 2008
Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time series properties of real exchange rates in panel frameworks. One weakness of such tests, however, is that they fail to inform the researcher as to which cross-section units are stationary. As a...
Persistent link: https://www.econbiz.de/10010280777
Cover Image
Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels
Chortareas, Georgios; Kapetanios, George - School of Economics and Finance, Queen Mary - 2008
Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time series properties of real exchange rates in panel frameworks. One weakness of such tests, however, is that they fail to inform the researcher as to which cross-section units are stationary. As a...
Persistent link: https://www.econbiz.de/10005106402
Cover Image
Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels
Chortareas, Georgios; Kapetanios, George - School of Economics and Finance, Queen Mary - 2004
Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time series properties of real exchange rates in panel frameworks. One weakness of such tests, however, is that they fail to inform the researcher as to which cross-section units are stationary. As a...
Persistent link: https://www.econbiz.de/10005106473
Cover Image
Real interest rate convergence among G7 countries : conference paper
Riedel, Jana - 2013
We analyze real interest rate convergence among six industrialized countries in between 1975M1-2011M3 within a multi-country framework by means of a dynamic latent factor model. The real interest rates are decomposed into permanent and transitory factors, and country-specific components....
Persistent link: https://www.econbiz.de/10010339303
Cover Image
Parity reversion in real interest rate in the Asian countries: Further evidence based on local-persistent model
Baharumshah, Ahmad Zubaidi; Soon, Siew-Voon; Hamzah, … - In: Economic Modelling 35 (2013) C, pp. 634-642
This paper examines the validity of real interest parity (RIP) for 10 Asian economies over the period 1977 ….'s (2001) local-persistent model provide a clear-cut conclusion on RIP: Most of the RIDs take less than a year to adjust back …
Persistent link: https://www.econbiz.de/10010719412