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Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models
Mohammadi, Hassan; Jahan-Parvar, Mohammad - In: Journal of Economics and Finance 36 (2012) 3, pp. 766-779
Persistent link: https://www.econbiz.de/10010848224
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Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
Jahan-Parvar, Mohammad R.; Mohammadi, Hassan - In: Journal of Developing Areas 45 (2011) Single, pp. 313-322
cointegration support the existence of a stable relationship between real exchange rates and real oil prices in all countries …
Persistent link: https://www.econbiz.de/10011096502
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Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
Jahan-Parvar, Mohammad R.; Mohammadi, Hassan - In: Journal of Developing Areas 45 (2011) 1, pp. 313-322
cointegration support the existence of a stable relationship between real exchange rates and real oil prices in all countries …
Persistent link: https://www.econbiz.de/10011097022
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Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
Jahan-Parvar, Mohammad R.; Mohammadi, Hassan - Volkswirtschaftliche Fakultät, … - 2008
cointegration support the existence of a stable relationship between real exchange rates and real oil prices in all countries …
Persistent link: https://www.econbiz.de/10005790126
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Purchasing power parity in OECD countries: nonlinear unit root tests revisited
Cuestas, Juan Carlos; Regis, Paulo José - Nottingham Trent University, Nottingham Business … - 2010
The aim of this paper is to provide additional evidence on the purchasing power parity empirical fulfillment in a pool of OECD countries. We apply the Harvey et al. (2008) linearity test and the Kruse (2010) nonlinear unit root test. The results point to the fact that the purchasing power parity...
Persistent link: https://www.econbiz.de/10008475912
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Testing for PPP in Australia: evidence from unit root tests against nonlinear trend stationarity alternatives
Cuestas, Juan Carlos; Regis, Paulo Jose - Nottingham Trent University, Nottingham Business … - 2008
The aim of this paper is to analyse the empirical fulfilment of the PPP in Australia (1977-2004). Previous research focuses on the presence of structural breaks and fails to find any support to the PPP (Darne and Hoarau, 2008, Henry and Olekalns, 2002). In contrast, we find that the PPP...
Persistent link: https://www.econbiz.de/10004980091
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Nonlinearities in real exchange rate determination: do African exchange rates follow a radom walk?
Cuestas, Juan Carlos; Mourelle, Estefania - Nottingham Trent University, Nottingham Business … - 2008
nonlinearities in the long run path of such a variable. Controlling for two sources of nonlinearites, i.e. asymmetric adjustment to …
Persistent link: https://www.econbiz.de/10004980097
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Purchasing power parity in OECD countries: Nonlinear unit root tests revisited
Cuestas, Juan Carlos; Regis, Paulo José - In: Economic Modelling 32 (2013) C, pp. 343-346
The aim of this paper is to provide additional evidence on the purchasing power parity empirical fulfilment in a pool of OECD countries. We apply the Harvey et al. (2008) linearity test and the Kruse (2011) nonlinear unit root test. The results point to the fact that the purchasing power parity...
Persistent link: https://www.econbiz.de/10010664412
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Is East Africa an Optimum Currency Area?
Mkenda, Beatrice Kalinda - Nationalekonomiska institutionen, Handelshögskolan - 2001
able to establish cointegration between the real exchange rates in East Africa for the period 1981 to 1998, and even for …
Persistent link: https://www.econbiz.de/10005651799
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Exchange rate pass-through to inflation in Nigeria
Bada, Abiodun S.; Olufemi, Ajibola I.; Tata, Inuwa A.; … - In: CBN Journal of Applied Statistics 07 (2016) 1, pp. 49-70
prices in Nigeria for the period 1995Q1 - 2015Q1. Utilizing the Johansen approach to cointegration and a vector error …
Persistent link: https://www.econbiz.de/10011482624