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International investment positions and exchange rate dynamics: a dynamic panel analysis
Binder, Michael; Offermanns, Christian J. - 2007
heterogeneous dynamic panel data models. In particular, in our model the long-run relationship between effective exchange rates and …
Persistent link: https://www.econbiz.de/10010264207
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Political Risk and Real Exchange Rate : What Can We Learn from Recent Developments in Panel Data Econometrics for Emerging and Developing Countries?
Bahmani‐Oskooee, Mohsen - 2019
Cross- Sectionally Augmented ARDL approach of Chudik and Pesaran (2015b), and the panel threshold estimation of Chudik et al …
Persistent link: https://www.econbiz.de/10012892145
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A Jackknife Model Averaging Analysis of RMB Misalignment Estimates
Cheung, Yin-Wong - 2019
We adopt the Jackknife Model Averaging (JMA) technique to conduct a meta-regression analysis of 925 renminbi (RMB) misalignment estimates generated by 69 studies. The JMA method accounts for model selection and sampling uncertainties, and allows for non-nested model specifications and...
Persistent link: https://www.econbiz.de/10012861432
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Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations
Anderl, Christina; Caporale, Guglielmo Maria - 2021
This paper estimates a model of the real exchange rate including standard fundamentals as well as two alternative measures of inflation expectations for five inflation targeting countries (UK, Canada, Australia, New Zealand, Sweden) over the period January 1993-July 2019. Both a benchmark linear...
Persistent link: https://www.econbiz.de/10013243236
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On the Capital Structure of Foreign Subsidiaries : Evidence from a Panel Data Quantile Regression Model
Miniaci, Raffaele; Panteghini, Paolo - 2021
estimation of unconditional quantile partial effects in a model with correlated random effects. The results show that the impact …
Persistent link: https://www.econbiz.de/10013226660
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The behavioural zloty/euro equilibrium exchange rate
Beza-Bojanowska, Joanna; MacDonald, Ronald - 2009
reflect the best possible assessment of the equilibrium exchange rate. In this paper we use the BEER and PEER approach to … premium proxy as well as to our approach for computing the total misalignment. We demonstrate that the BEER/PEER estimates of …
Persistent link: https://www.econbiz.de/10010264576
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Estimation and Inference for Spatial Models with Heterogeneous Coefficients : An Application to U.S. House Prices
Aquaro, Michele - 2019
This paper considers the problem of identification, estimation and inference in the case of spatial panel data models … errors. A quasi maximum likelihood (QML) estimation procedure is developed and the conditions for identification of spatial …
Persistent link: https://www.econbiz.de/10012890630
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Purchasing power parity for developing and developed countries: what can we learn from non-stationary panel data models?
Drine, Imed; Rault, Christophe - 2008
The aim of this paper is to apply recently developed panel cointegration techniques proposed by Pedroni (1999, 2004 …
Persistent link: https://www.econbiz.de/10010264327
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A panel data investigation of real exchange rate misalignment and growth
MacDonald, Ronald; Vieira, Flávio - 2010
using time series data from 1980 to 2004. We first estimate a panel data model (using fixed and random effects) for the real … of real exchange rate misalignment using panel cointegration methods. The variables used in our real exchange rate models …-step System GMM panel growth models indicate that the coefficients for real exchange rate misalignment are positive for different …
Persistent link: https://www.econbiz.de/10010270496
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Bootstrap panel granger-causality between government budget and external deficits for the EU
Afonso, António; Rault, Christophe - 2009
period 1970-2007, for different EU and OECD country groupings. We use the panel-data approach of Kónya (2006), which is based …
Persistent link: https://www.econbiz.de/10010264585