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Competitiveness and current account adjustments in the euro area
Böing, Tobias; Stadtmann, Georg - 2016
Euro area. For this purpose, we estimate a panel with annual observations from 2000 to 2013. Our findings confirm the …
Persistent link: https://www.econbiz.de/10011442611
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The role of exchange rate for current account: a panel data analysis
Vieira, Flavio Vilela; MacDonald, Ronald - In: Economia : revista da ANPEC 21 (2020) 1, pp. 57-72
volatility) for the current account using a panel data analysis for a set of 58 countries, over the period of 1994-2014. The …
Persistent link: https://www.econbiz.de/10012287467
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The Current Account and the Real Exchange Rate : A Structural VAR Analysis of Major Currencies
Chinn, Menzie David; Lee, Jaewoo - 1998
A sticky-price model is used to motivate a structural VAR analysis of the current account the and the real exchange rate for seven major industrialized countries (the U.S., Canada, the U.K., Japan, Germany, France, and Italy). The analysis is distinguished from previous work in that it adopts...
Persistent link: https://www.econbiz.de/10014216358
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Banking, debt, and currency crises : early warning indicators for developed countries
Babeckij, Jan; Havránek, Tomáš; Matějů, Jakub; … - 2012
-2010. First, we examine stylized facts of banking, debt, and currency crises. Using panel vector autoregression, we confirm that …
Persistent link: https://www.econbiz.de/10009613287
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The Varying Coefficient Bayesian Panel VAR Model
Wieladek, Tomasz - 2016
Interacted panel VAR (IPVAR) models allow coefficients to vary as a deterministic function of observable country … characteristics. The varying coefficient Bayesian panel VAR generalises this to the stochastic case. As an application of this …
Persistent link: https://www.econbiz.de/10013001727
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Model Uncertainty in Panel Vector Autoregressive Models
Koop, Gary - 2014
We develop methods for Bayesian model averaging (BMA) or selection (BMS) in Panel Vector Autoregressions (PVARs). Our …
Persistent link: https://www.econbiz.de/10013048434
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Estimating the Production Function for the Brazilian Industrial Sector : A Bayesian Panel VAR Approach
Lima Filho, Roberto - 2014
panel of the industrial sector (Annual Industrial Survey produced by the Institute of Geography and Statistics – PIA …
Persistent link: https://www.econbiz.de/10013059629
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Fiscal Spillovers in the Euro Area : Letting the Data Speak
Dabla-Norris, Era - 2018
We estimate a panel VAR model that captures cross-country, dynamic interlinkages for 10 euro area countries using …
Persistent link: https://www.econbiz.de/10012928609
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Estimating the production function for the Brazilian industrial sector : a Bayesian panel VAR approach
Lima Filho, Roberto Ivo da Rocha - In: Cogent business & management 9 (2022) 1, pp. 1-16
panel of the industrial sector (Annual Industrial Survey produced by the Institute of Geography and Statistics …
Persistent link: https://www.econbiz.de/10014420394
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Are US-Dollar-Hedged-ETF Investors Aggressive on Exchange Rates? A Panel VAR Approach
Shank, Corey A. - 2017
benchmark and foreign exchange rate from July 2011 to November 2015 using a panel VAR approach. We find that investors are able …
Persistent link: https://www.econbiz.de/10012969245