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International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009
America, Asia and MENA). It covers the period 1979-2004, and carries out "second-generation" tests for non-stationary panels … integration ; misalignment ; second-generation panel unit-root and cointegration tests …
Persistent link: https://www.econbiz.de/10003889635
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International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009
America, Asia and MENA). It covers the period 1979-2004, and carries out second-generationʺ tests for non-stationary panels … integration ; misalignment ; second-generation panel unit-root and cointegration tests …
Persistent link: https://www.econbiz.de/10003891665
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International financial integration and Real Exchange Rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Amor, Thouraya Hadj; Rault, … - 2009
America, Asia and MENA). It covers the period 1979-2004, and carries out "second-generation" tests for non-stationary panels … integration ; misalignment ; second-generation panel unit root and cointegration tests …
Persistent link: https://www.econbiz.de/10003816542
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International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries : Some Panel Evidence
Caporale, Guglielmo Maria - 2009
America, Asia and MENA). It covers the period 1979-2004, and carries out “second-generation” tests for non-stationary panels …
Persistent link: https://www.econbiz.de/10013155428
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International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries
Rault, Christophe; Hadj Amor, Thouraya; Caporale, … - 2009
America, Asia and MENA). It covers the period 1979-2004, and carries out "second-generation" tests for non-stationary panels …
Persistent link: https://www.econbiz.de/10014202609
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Testing for PPP : Should We Use Panel Methods?
Banerjee, Anindya; Marcellino, Massimiliano Giuseppe; … - 2014
that panel tests for unit roots and cointegration are more powerful than their univariate counterparts. In this paper we …
Persistent link: https://www.econbiz.de/10014133298
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Purchasing Power Parity : A Unit Root, Cointegration and VAR Analysis in Emerging and Advanced Countries
Loukopoulos, Georgios - 2014
cointegration between exchange rates and consumer price indices. The impulse response function presents a graphical view which is …
Persistent link: https://www.econbiz.de/10013044515
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Nonlinear adjustment effects in the purchasing power parity
Phiri, Andrew - 2017
nonlinear unit root and asymmetric cointegration analysis. Our empirical results show significant asymmetric PPP effects between …
Persistent link: https://www.econbiz.de/10011785059
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Cointegrating tests of purchasing power parity using ZNZ patterned VECM
Penm, Jack H. W. - In: Zi you zhong guo zhi gong ye 91 (2001) 8, pp. 53-70
Persistent link: https://www.econbiz.de/10001654317
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Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
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 …
Persistent link: https://www.econbiz.de/10009611542