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Does the interest differential explain future exchange rate return? a re-examination of the UIP hypothesis for the Turkish economy
Levent, Korap - Volkswirtschaftliche Fakultät, … - 2007
, D. L. (1991). A primer on cointegration with an application to money and income, The Federal Reserve Bank of St. Louis …, F. and Cin, M.F. (2002). Monetary approach to determining exchange rate dynamics in Turkey and a test for co-integration …, International Review of Applied Economics, 21/1, January, 29-41. Engle, R. F. and Granger, C. W. J. (1987). Co-integration and error …
Persistent link: https://www.econbiz.de/10008497693
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Re-examination of the long-run purchasing power parity: further evidence from Turkey
Korap, Levent; Aslan, Özgür - Volkswirtschaftliche Fakultät, … - 2010
multivariate co-integration and vector error correction methodology. Our estimation results reveal that the PPP can strongly be …
Persistent link: https://www.econbiz.de/10008685040
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Cross-section dependence and the monetary exchange rate model : a panel analysis
Beckmann, Joscha; Belke, Ansgar; Dobnik, Frauke - 2011
national stochastic trends. We find evidence for a cross-section cointegration relationship between the exchange rates and …
Persistent link: https://www.econbiz.de/10010209430
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Cross-section dependence and the monetary exchange rate model: A panel analysis
Beckmann, Joscha; Belke, Ansgar; Dobnik, Frauke - 2011
national stochastic trends. We find evidence for a cross-section cointegration relationship between the exchange rates and …
Persistent link: https://www.econbiz.de/10010327311
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Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis
Beckmann, Joscha; Belke, Ansgar; Dobnik, Frauke - 2011
national stochastic trends. We find evidence for a cross-section cointegration relationship between the exchange rates and …
Persistent link: https://www.econbiz.de/10010274448
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Why has the Norwegian krone exchange rate been persistently weak? A fully simultaneous VAR approach
Benedictow, Andreas; Hammersland, Roger - 2022
We identify variables that help explain the persistent weakness of the Norwegian krone since 2016 within a fully simultaneous model of the underlying process driving the krone-euro exchange rate. In addition to a set of fundamental variables we consider non-traditional explanatory variables...
Persistent link: https://www.econbiz.de/10013480202
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Cross-section dependence and the monetary exchange rate model: A panel analysis
Beckmann, Joscha; Belke, Ansgar; Dobnik, Frauke - 2011
national stochastic trends. We find evidence for a cross-section cointegration relationship between the exchange rates and …
Persistent link: https://www.econbiz.de/10010280799
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Testing j-curve effect on trade balance in Turkish economy
Kansel, Zubeyir Can; Bari, Bilgin - In: Financial Studies 24 (2020) 1 (87), 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/10012484798
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Cross-section dependence and the monetary exchange rate model : a panel analysis
Beckmann, Joscha; Belke, Ansgar; Dobnik, Frauke - 2011
national stochastic trends. We find evidence for a cross-section cointegration relationship between the exchange rates and … ; cointegration ; vector error-correction models …
Persistent link: https://www.econbiz.de/10009426693
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Exchange rate pass-through in Russia
Ponomarev, Jurij; Trunin, Pavel V.; Uljukaev, Aleksej V. - 2014
The article provides estimates of short-run and medium-run exchange rate pass-through into domestic prices in Russia during the period of 2000–2012 using vector error correction model. Exchange rate pass-through asymmetry estimates, its assessments on different sub-periods and exchange rate...
Persistent link: https://www.econbiz.de/10011398366