Do flexible exchange rates facilitate external adjustment? : a dynamic approach with time-varying and asymmetric volatility
Year of publication: |
October 2017
|
---|---|
Authors: | Habimana, Olivier |
Published in: |
International economics and economic policy : IEEP. - Berlin : Springer, ISSN 1612-4804, ZDB-ID 2141405-1. - Vol. 14.2017, 4, p. 625-642
|
Subject: | Arellano-Bond estimator | Current account adjustment | Exchange rate volatility | Flexible exchange rates | GARCH | Leverage effect | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Flexibler Wechselkurs | Flexible exchange rate | Theorie | Theory | Leistungsbilanz | Current account | Schätzung | Estimation | Außenwirtschaftliches Gleichgewicht | External balance |
-
Current account imbalances, real exchange rates, and nominal exchange rate variability
Velic, Adnan, (2017)
-
Wechselkursdynamik und Zinsentwicklung vor Regimewechseln des Währungssystems
Wilfling, Bernd, (2001)
-
Exchange rate volatility and trade deficit in Pakistan : a time series analysis
Soharwardi, Mariam Abbas, (2020)
- More ...
-
Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis
Habimana, Olivier, (2018)
-
Mukantabana, Athanasie, (2015)
-
Oil price, exchange rate and consumer price co-movement: A continuous-wavelet analysis
Habimana, Olivier, (2016)
- More ...