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Inflation, exchange rates and PPP in a multivariate panel cointegration model

Jacobson, Tor; Lyhagen, Johan; Larsson, Rolf; Nessén, … - In: The econometrics journal 11 (2008) 1, pp. 58-79

Persistent link: https://www.econbiz.de/10003648613

The effect of exchange rate fluctuations on tourism in Switzerland : evidence from a panel error correction model

Kraus, Beatrice - In: Essays in applied macroeconomics, (pp. 133-200). 2016

Persistent link: https://www.econbiz.de/10011536941

Exchange rates dynamics revisited : a panel data test of the fractional integration order

Andersson, Fredrik N. G. - In: Empirical economics : a journal of the Institute for … 47 (2014) 2, pp. 389-409

Persistent link: https://www.econbiz.de/10010391171

Paritet pokupatelʹnoj sposobnosti i pričiny otklonenija kursa rublja ot pariteta v Rossii

Čeremuchin, Anton Aleksandrovič (contributor) - 2005

Persistent link: https://www.econbiz.de/10003181768

Quo vadis euro?

Alberola, Enrique; Garcia Cervero, Susana; López, J. … - In: The European journal of finance 8 (2002) 4, pp. 352-370

Persistent link: https://www.econbiz.de/10001780674

Are exchange rates cointegrated with monetary model in panel data?

Oh, Keun-yeob - In: International journal of finance & economics : IJFE 4 (1999) 2, pp. 147-154

Persistent link: https://www.econbiz.de/10001434321

Effects of real exchange rate volatility on trade : empirical analysis of the United States exports to BRICS

Ekanayake, E. M.; Dissanayake, Amila - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-21

, India, China, and South Africa, and uses quarterly data for period from 1993Q1 to 2021Q2. The specified panel regression … model was first estimated using three estimation methods, namely, the Panel Least Squares, the Panel Fully Modified Least … Squares (FMOLS), and Panel Dynamic Least Squares (DOLS). In addition, to estimate the short-run and long-run effects of real …

Persistent link: https://www.econbiz.de/10012821337

Aggregation, asymmetry and common factors for Bangladesh's exchange rate-trade balance relation

Khatoon, Rabeya; Hasan, Md. Emran; Ibon, Md. Wahid Ferdous - In: Empirical economics : a quarterly journal of the … 62 (2022) 6, pp. 2739-2770

Persistent link: https://www.econbiz.de/10013197438

Gold price and exchange rates : a panel smooth transition regression model for the G7 countries

Giannellis, Nikolaos; Kukuritakēs, Minōas - In: The North American journal of economics and finance : a … 49 (2019), pp. 27-46

Persistent link: https://www.econbiz.de/10012269149

Exchange rate volatility and investment : a panel data cointegration approach

Diallo, Ibrahima Amadou - In: Expert journal of economics 3 (2015) 2, pp. 127-135

This paper examines the link between real exchange rate volatility and domestic investment by using panel data … cointegration techniques. We study the empirical connection between real effective exchange rate volatility and investment for 51 …

Persistent link: https://www.econbiz.de/10012062442