This paper attempts to test the pass-through of the real exchange rate (RERT) to unemployment in Brazil over the period … suggests that the relationship between RERT and unemployment is linear in the short-run and nonlinear in the long … unemployment rate. The result of the nonlinear ARDL for the long-run analysis shows that the unemployment rate reacts to the RERT …

hryvnia there might be a deterministic element in the long-run relationships. When allowing for a trend in the co-integration …

hryvnia there might be a deterministic element in the long-run relationships. When allowing for a trend in the co­integration …

This paper uses fractional integration and cointegration in order to model the DM/dollar and the yen/dollar real …. -- fractional integration ; fractional cointegration ; real exchange rates …

and non-linear models of the real effective exchange rate of Argentina, Brazil, Chile, Colombia, Mexico, Peru and …). The results show that the series with linear characteristics are Argentina, Brazil, Chile, Colombia and Peru and those …

We set up and estimate a structural unobserved components open economy model for the rate of unemployment and the real … factors. Thus, the results indicate that the dramatic changes in the Swedish unemployment rate during the 1990s mainly was a … inflation is found to be quite sensitive to the unemployment gap. An increase in cyclical unemployment by 1 percentage point …

test PPP using Johansen's (1988) multivariate cointegration technique. The cointegration tests are conducted with the …

analyze data for different product categories, and also cointegration techniques to carefully distinguish between short …