Search Results - subject:"AutoRegressive Distributed Lag Model"

A Panel Cointegration Approach to the Estimation of the Peseta Real Exchange Rate

Camarero, Mariam; Tamarit, Cecilio R. - 2002

In this paper we estimate different specifications of a model for the determination of the bilateral real exchange rate of the peseta relative to nine European Union members. The model is based on Meese and Rogoff (1988) monetary approach as extended by MacDonald (1998). The applied econometric...

Persistent link: https://www.econbiz.de/10014115614

Local Whittle Analysis of Stationary Fractional Cointegration

Nielsen, Morten Ørregaard - 2002

We consider a local Whittle analysis of a stationary fractionally cointegrated model. A two step estimator equivalent to the local Whittle QMLE is proposed to jointly estimate the integration orders of the regressors, the integration order of the errors, and the cointegration vector. The...

Persistent link: https://www.econbiz.de/10014116818

Exchange rate dynamics in Indonesia : 1980-1998

Saxena, Sweta Chaman - In: Journal of Asian economics 13 (2002) 4, pp. 545-563

Persistent link: https://www.econbiz.de/10015173005

Determinants and stability of demand for M2 in Malaysia

Sriram, Subramanian Sivaraman - In: Journal of Asian economics 13 (2002) 3, pp. 337-356

Persistent link: https://www.econbiz.de/10015173018

Stock market and macroeconomic fundamental dynamic interactions : ASEAN-5 countries

Wongbangpo, Praphan - In: Journal of Asian economics 13 (2002) 1, pp. 27-51

Persistent link: https://www.econbiz.de/10015173029

Impact of financial development, money, and public spending on Malaysian national income : an econometric study

Ansari, Mohammed I. - In: Journal of Asian economics 13 (2002) 1, pp. 72-93

Persistent link: https://www.econbiz.de/10015173031

The Asian financial crisis and the co-movement of Asian stock markets

Jang, Hoyoon; Sul, Wonsik - In: Journal of Asian economics 13 (2002) 1, pp. 94-104

Persistent link: https://www.econbiz.de/10015173032

Sources of export fluctuations : empirical evidence from Taiwan and South Korea, 1981 - 2000

Chiou-Wei, Song-Zan; Zhu, Zhen - In: Journal of Asian economics 13 (2002) 1, pp. 105-118

Persistent link: https://www.econbiz.de/10015173033

Defense spending promotes aggregate output in the United States : evidence from cointegration analysis

Atesoglu, H. Sonmez - In: Defence and peace economics 13 (2002) 1, pp. 55-60

Persistent link: https://www.econbiz.de/10015176336

Does trade lead to wage inequality? : A cross-industry analysis

Cheung, Kui-yin; Fan, Chengze Simon - In: Journal of the Asia Pacific economy 7 (2002) 2, pp. 147-159

This paper investigates empirically the impact of increasing volume of trade on wage inequality in four industrial sectors in Hong Kong. We generate the hypotheses within the context of the Heckscher-Ohlin model, and use the cointegration techniques to test the hypotheses. Because of the large...

Persistent link: https://www.econbiz.de/10015180426