Similar Search Results

The monetary exchange rate model as a long-run phenomenon

Groen, Jan J. J. - 1998

residuals of our pooled estimated modelare stationary. This indicates that on a pooled time series levelthere is cointegration …

Persistent link: https://www.econbiz.de/10011299983

Likelihood-based cointegration analysis in panels of vector error correction models

Groen, Jan J. J.; Kleibergen, Frank - 1999 - This version: July 28, 1999

We propose in this paper a likelihood-based framework forcointegration analysis in panels of a fixed number of vector errorcorrection models. Maximum likelihood estimators of thecointegrating vectors are constructed using iterated GeneralizedMethod of Moments estimators. Using these estimators...

Persistent link: https://www.econbiz.de/10011302148

Effect of exchange rate volatility on industry trade flows between Malaysia and China

Abdorreza Soleymani; Chua, Soo Yean - In: The journal of international trade & economic development 23 (2014) 5/6, pp. 626-655

Persistent link: https://www.econbiz.de/10011306488

The relation between national stock prices and effective exchange rates : does it affect exchange rate exposure?

Korhonen, Marko - In: Global economy journal : GEJ 15 (2015) 2, pp. 241-256

Persistent link: https://www.econbiz.de/10011339438

The relationship between stock prices and exchange rates in South Africa and Nigeria : structural breaks analysis

Fowowe, Babajide - In: International review of applied economics 29 (2015) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10010533066

Foreign exchange market interventions and the dollar-yen exchange rate in the long run

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - In: Applied economics 47 (2015) 37/39, pp. 4037-4055

Persistent link: https://www.econbiz.de/10011294668

An econometric estimation and prediction of the effects of nominal devaluation on real devaluation : does the Marshal-Lerner (M-L) assumptions fits in Nigeria?

Rafindadi, Abdulkadir Abdulrashid; Yusof, Zarinah - In: International journal of economics and financial issues … 4 (2014) 4, pp. 819-835

Persistent link: https://www.econbiz.de/10010528503

Revenue dampening effect of the oil-dollar inverse relationship for Sub-Saharan African economies

Obi, Pat; Anarfo, Ebenezer Bugri; Obi, Greg - In: Journal of African business 20 (2019) 3, pp. 305-316

Persistent link: https://www.econbiz.de/10012180398

An exchange rate model with market pressures and a contagion effect

Grabowski, Wojciech; Welfe, Aleksander - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2706-2720

Persistent link: https://www.econbiz.de/10011675580

The effects of exchange rate changes on Sub-Saharan Africa trade

Meniago, Christelle; Eita, Joel Hinaunye - In: International journal of sustainable economy 9 (2017) 3, pp. 213-230

Persistent link: https://www.econbiz.de/10011740460