Showing 91 - 100 of 72,797
results indicate that all variables are integrated of order one and cointegration analysis reports that cointegrating …
Persistent link: https://www.econbiz.de/10010578201
This paper employs the Autoregressive Distributed Lag (ARDL) bounds methodological approach to investigate the relationship between economic growth, combustible renewables and waste consumption, carbon dioxide (CO2) emissions and international tourism for the case of Tunisia spanning the period...
Persistent link: https://www.econbiz.de/10011111414
employing the Kalman filter. The time-varying cointegration parameters suggest that the security measures indeed impacted price …
Persistent link: https://www.econbiz.de/10010356541
We assess market integration and price transmission of perishable agricultural produce in Sub-Saharan Africa by studying Ghanaian tomato markets which are characterized by pronounced seasonality in production and trade flows. We analyse the tomato markets of Ghana by simultaneously regarding its...
Persistent link: https://www.econbiz.de/10010342911
national stochastic trends. We find evidence for a cross-section cointegration relationship between the exchange rates and …
Persistent link: https://www.econbiz.de/10010209430
The paper analyses the effects of trade and exchange rate policies on Cameroon's agriculture. Theoretical models and formulas are developed for empirical analysis.
Persistent link: https://www.econbiz.de/10005779587
This paper examines empirically the dynamic process of regional market integration in twelve Asian economies using a new modeling approach combining DF with ECM. This approach enables us to obtain latent regional dynamic factors which correspond well with the 'foreign' parity variables in theory...
Persistent link: https://www.econbiz.de/10010529711
Identifying the fundamentals of the real exchange rate of the CFA franc in WAEMU is the main objective of this paper. To achieve this, we used panel data over a period from 1984 to 2014. The results obtained using the Pooled Mean Group (PMG) method show that investment, government spending,...
Persistent link: https://www.econbiz.de/10012931146
This study applies multivariate panel cointegration technique to evaluate purchasing power parity (PPP) hypothesis by … to get evidence for cointegration to support PPP can be attributed to the inclusion of non-tradable goods in the …
Persistent link: https://www.econbiz.de/10012719706
There is increasing interest in regional trade, investment, and currency blocs, and in the optimal public policies for such blocs. There is also much managerial interest in the co-movement of exchange rates in a region. The Eastern Caribbean Currency Bloc is one of only three (and one of the...
Persistent link: https://www.econbiz.de/10011213280