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Testing the Short-Long-Run Exchange Rate Effects on Trade Balance: The Case of Colombia

Rincón, Hernán - Banco de la Republica de Colombia

estimation of multivariate cointegration systems. The main result is that exchange rates do play a role in determining the short …

Persistent link: https://www.econbiz.de/10005113962

On the Dynamics of Unemployment in a Developing Economy: Colombia

Iregui, Ana María; Otero, Jesús - Banco de la Republica de Colombia

This paper estimates an asymmetric error correction model to analyse the dynamic behaviour of the Colombian unemployment rate. We find evidence that wages above their long- run equilibrium level do increase unemployment, but wages below this level do not reduce it.

Persistent link: https://www.econbiz.de/10005113973

Interest rate, unemployment rate and China's exchange rate regime

Fu, Tze‐Wei; Lin, Monli - In: International Journal of Emerging Markets 7 (2012) 2, pp. 177-190

cointegration analysis to evaluate the long‐term equilibrium in China's economy, with the unit root test, cointegrating test and a …

Persistent link: https://www.econbiz.de/10014788229

Cointegration and causality between macroeconomic variables and life insurance demand in India

Mathew, Biju; Sivaraman, Sunitha - In: International Journal of Emerging Markets 12 (2017) 4, pp. 727-741

/methodology/approach This study employs econometric techniques like augmented Dickey-Fuller test, Johansen cointegration test, vector error …

Persistent link: https://www.econbiz.de/10014788303

A helping hand: examining the effect of foreign banks on the business environment

Hartwell, Christopher A.; Michael, Bryane - In: International Journal of Emerging Markets 10 (2015) 4, pp. 875-895

panel cointegration approaches, including Granger Causality and full-modified OLS, to research the same relationship …

Persistent link: https://www.econbiz.de/10014788440

Bank competition and interest rate pass-through in the BRICS

Fadiran, Gideon - In: International Journal of Emerging Markets 9 (2014) 4, pp. 471-487

on interest rates pass-through by applying a cointegration and asymmetric mean adjustment lag (MAL) error correction …

Persistent link: https://www.econbiz.de/10014788581

Market efficiency in Indian soybean futures markets

Ranganathan, Thiagu; Ananthakumar, Usha - In: International Journal of Emerging Markets 9 (2014) 4, pp. 520-534

markets. Design/methodology/approach – The paper uses cointegration and a QARCH-M-ECM-based framework to test the market … cointegration test is used to test the long-run unbiasedness and market efficiency of the contract, while the QARCH-M-ECM model is …

Persistent link: https://www.econbiz.de/10014789110

Dynamic interactions between stock markets and the real economy

Laopodis, Nikiforos T.; Papastamou, Andreas - In: International Journal of Emerging Markets 11 (2016) 4, pp. 715-746

methodological approach of the paper is multifold. First, the authors use cointegration analysis to determine the simple dynamics …

Persistent link: https://www.econbiz.de/10014789126

Lead-lag relationship between futures and spot FX market in India

Kharbanda, Varuna; Singh, Archana - In: International Journal of Managerial Finance 13 (2017) 5, pp. 560-577

. Second, cointegration tests (Engle and Granger’s residual based approach and Johansen’s cointegration test) are applied to …

Persistent link: https://www.econbiz.de/10014785397

What pushes up China's real estate price?

Li, Jing; Chiang, Yat‐Hung - In: International Journal of Housing Markets and Analysis 5 (2012) 2, pp. 161-176

underpinning China's real estate price escalation from 1998 to 2009. Design/methodology/approach – Cointegration approach, vector … interactions exist between housing prices and key macroeconomic variables, such as CPI, land sale and GDP. Findings – Cointegration … speculations in housing purchase. Besides, lack of cointegration relationships between HP and land sale is probably caused by …

Persistent link: https://www.econbiz.de/10014777758