Search Results - subject:"Panel Data Cointegration"

On the nexus between exchange rate volatility and trade flows : panel data evidence from African economies

Hosni, Rana - In: Afro-Asian Journal of Finance and Accounting : AAJFA 15 (2025) 2, pp. 175-202

Persistent link: https://www.econbiz.de/10015326680

Exchange rate volatility and investment : a panel data cointegration approach

Diallo, Ibrahima Amadou - In: Expert journal of economics 3 (2015) 2, pp. 127-135

This paper examines the link between real exchange rate volatility and domestic investment by using panel data … cointegration techniques. We study the empirical connection between real effective exchange rate volatility and investment for 51 …

Persistent link: https://www.econbiz.de/10012062442

Real exchange rates and the balance of trade : does the J-curve effect really hold?

Yazgan, Mustafa Ege; Ozturk, Serda Selin - In: Open economies review 30 (2019) 2, pp. 343-373

Persistent link: https://www.econbiz.de/10012153944

Assessing the Financial Integration of Central and Eastern European Countries with the Euro Area: Evidence from Panel Data Cointegration Tests

Boubakri, Salem; Couharde, Cécile; Guillaumin, Cyriac - In: Economie Internationale (2012) 131, pp. 105-120

The aim of this paper is to assess the financial integration degree of the Central and Eastern European Countries (CEECs) with the euro area in the prospect of their integration in the Economic and Monetary Union (EMU). To this end, we test the Feldstein-Horioka regression for a non-stationary...

Persistent link: https://www.econbiz.de/10010827704

Causalidad de Granger entre composición de las exportaciones, crecimiento económico y producción de energía eléctrica : evidencia empírica para Latinoamérica

Very, Javier; Kristjanpoller Rodríguez, Werner - In: Lecturas de economía 86 (2017), pp. 25-62

Persistent link: https://www.econbiz.de/10011948516

A Dynamic Panel Data Analysis of the Immigration and Tourism Nexus

Seeteram, Neelu - Department of Econometrics and Business Statistics, … - 2010

tourism and to estimate tourism immigration elasticities. The dynamic panel data cointegration technique is applied to model …

Persistent link: https://www.econbiz.de/10008680485

Exchange Rate Volatility and Investment, A Panel Data Cointegration Approach

Diallo, Ibrahima Amadou - Volkswirtschaftliche Fakultät, … - 2008

This paper examines the link between the real exchange rate volatility and domestic investment by using the panel data … cointegration techniques. In the first part of the paper, we study the theoretical link between the exchange rate, its volatility …

Persistent link: https://www.econbiz.de/10005835935

Foreign investment and economic growth interactions in Eurasia: 1960 to 2011

Pradhan, Rudra P.; Arvin, Mak B.; Norman, Neville R. - In: International Journal of Diplomacy and Economy 2 (2014) 1/2, pp. 139-164

This paper examines dynamic interactions between foreign direct investment (FDI) and economic growth using panel-data … cointegration and causality tests. We present our results for 34 Eurasian countries for which previous research on this subject has …

Persistent link: https://www.econbiz.de/10010761809

Foreign investment and economic growth interactions in Eurasia : 1960 to 2011

Pradhan, Rudra Prakash; Arvin, Mak B.; Norman, Neville … - In: International journal of diplomacy and economy 2 (2014) 1/2, pp. 139-164

Persistent link: https://www.econbiz.de/10010395310

Bayesian Inference in a Cointegrating Panel Data Model

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney - Rimini Centre for Economic Analysis (RCEA) - 2007

This paper develops methods of Bayesian inference in a cointegrating panel data model. This model involves each cross-sectional unit having a vector error correction representation. It is flexible in the sense that different cross-sectional units can have different cointegration ranks and...

Persistent link: https://www.econbiz.de/10005091075