Search Results - subject:"Samuelson hypothesis"

Relative productivity increases and the appreciation of the Turkish lira

Lopcu, Kenan; Dülger, Fikret; Burgaç, Almıla - In: Economic Modelling 35 (2013) C, pp. 614-621

This paper studies the Balassa–Samuelson hypothesis between Turkey and 27 members of the European Union. More … effective exchange rate and productivity indicated by the Balassa–Samuelson hypothesis is not supported for the post 2001 era in …

Persistent link: https://www.econbiz.de/10011048753

Does the Balassa-Samuelson Hypothesis Hold for Asian Countries?. An Empirical Analysis using Panel Data and Cointegration Tests

Drine, I.; Rault, Ch. - In: Applied Econometrics and International Development 4 (2004) 4

This paper tests empirically the Balassa-Samuelson (BS) hypothesis using annual data for 6 Asian countries. We apply new panel data cointegration techniques recently developed by Pedroni (2000, 2004) and we compare the results with those obtained with conventional Johansen (1995)’s time series...

Persistent link: https://www.econbiz.de/10004965356

The real exchange rate and the Balassa-Samuelson hypothesis in SAARC countries : an appraisal

Chowdhury, Khorshed - In: Journal of the Asia Pacific economy 17 (2012) 1, pp. 52-73

This paper empirically tests the Balassa-Samuelson (B-S) productivity bias hypothesis in seven South Asian countries. We use auto regressive distributed lag (ARDL) modelling to develop a dynamic structure of the B-S hypothesis. Using annual data from Penn World Table Version 7.0 and the...

Persistent link: https://www.econbiz.de/10015179913

Samuelson Hypothesis & Indian Commodity Derivatives Market

Gupta, Saurabh; Rajib, Prabina - In: Asia-Pacific Financial Markets 19 (2012) 4, pp. 331-352

for hedging strategies. Interestingly, so far the empirical evidence in favor of the Samuelson Hypothesis (maturity effect … commodity derivative markets of India, this paper ordeal the Samuelson Hypothesis on 8 commodities traded on Multi … that volatility series depend on the trading volume, compared to the time-to-maturity or open interest. As Samuelson …

Persistent link: https://www.econbiz.de/10010989069

BALASSA-SAMUELSON HYPOTHESIS: A TEST FOR THE TURKISH ECONOMY

Lopcu, Kenan; Burgac, Almila; Dulger, Fikret - In: Anadolu University Journal of Social Sciences 12 (2012) 4, pp. 1-22

. The Turkish Central Bank in recent years has emphasized the importance of the Balassa-Samuelson hypothesis for Turkey …

Persistent link: https://www.econbiz.de/10010833334

CURRENT ACCOUNT IMBALANCES, THRIFTINESS AND THE REAL EXCHANGE RATE IN A GROWING ECONOMY

Carmen Mar? Mart?ez - Departament d'Economia i Història Econòmica, … - 2003

under this consideration is that the relationship defended by the Balassa-Samuelson hypothesis is no more so straightforward …

Persistent link: https://www.econbiz.de/10005572218

Analysis of the Relative Price of Nontradable Goods in the G7 Countries

Kawai, Masahiro; Kasuya, Munehisa; Hirakata, Naohisa - Bank of Japan - 2003

To analyze the relative price of nontradable to tradable goods, we build a two-country, two-sector dynamic open macro model that in based on consumers' intertemporal optimizing behavior. The model predicts that the relative price of nontradable goods depends on the cross-sectoral productivity...

Persistent link: https://www.econbiz.de/10010907536

Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests

Drine, Imed; Rault, Christophe - William Davidson Institute, University of Michigan - 2002

This paper tests empirically the Balassa-Samuelson (BS) hypothesis using annual data for 6 Asian countries. We apply new panel data cointegration techniques recently developed by Pedroni (2000) and we compare the results with those obtained with conventional Johansen (1995)’s time series...

Persistent link: https://www.econbiz.de/10005652525

Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests

Drine, Imed; Rault, Christophe - 2002

This paper tests empirically the Balassa-Samuelson (BS) hypothesis using annual data for 6 Asian countries. We apply new panel data cointegration techniques recently developed by Pedroni (2000) and we compare the results with those obtained with conventional Johansen (1995)’s time series...

Persistent link: https://www.econbiz.de/10009477039

The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium

Chong, Yanping; Jordà, Òscar; Taylor, Alan M. - C.E.P.R. Discussion Papers - 2010

and affect movements in local price levels in ways that upset the PPP balance (the underpinning of the Harrod-Balassa-Samuelson … hypothesis, HBS). This paper uses panel-data techniques on a broad collection of countries to investigate the long-run properties …

Persistent link: https://www.econbiz.de/10008550320