Search Results - subject:"panel unit root and cointegration"

Is the natural resource production a blessing or curse for China's urbanization? : evidence from a space-time panel data model

Liu, Yaobin - In: Economic modelling 38 (2014), pp. 404-416

Persistent link: https://www.econbiz.de/10010419028

Déterminants de long terme des taux de change réels pour les pays en développement : une comparaison internationale

Drine, Imed; Rault, Christophe - In: Revue d’économie du développement 13 (2005) 1, pp. 123-150

The aim of this paper is to apply recent advances in the econometrics of non-stationary dynamic panel methods to examine the main long-run determinants of real exchange rate. We consider here a sample of 45 developing countries, divided into three groups according to geographical criteria :...

Persistent link: https://www.econbiz.de/10005350439

Panel data tests of PPP: A critical overview

Caporale, Guglielmo Maria; Cerrato, Mario - 2004

This paper reviews panel unit root and cointegration tests in the context of PPP. It highlights various drawbacks of …

Persistent link: https://www.econbiz.de/10010293710

Panel Data Tests Of PPP: A Critical Overview

Caporale, GM; Cerrato, M - 2004

panel unit root and cointegration tests in the context of PPP. It highlights various drawbacks of existing methods. First …

Persistent link: https://www.econbiz.de/10009481458

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

Panel Data Tests of PPP. A Critical Overview

Caporale, Guglielmo Maria; Cerrato, Mario - Department of Economics and Finance Research and … - 2004

This paper reviews panel unit root and cointegration tests in the context of PPP. It highlights various drawbacks of …

Persistent link: https://www.econbiz.de/10005572026

A re-examination of the Purchasing Power Parity using non-stationary dynamic panel methods : a comparative approach for developing and developed countries

Drine, Imed; Rault, Christophe - William Davidson Institute, University of Michigan - 2003

The aim of this paper is to apply recent advances in the econometrics of non-stationary dynamic panel methods to examine the robustness of the PPP concept for a sample of 73 developed and developing countries. Our investigations indicate that the strong PPP is verified for OECD and MENA...

Persistent link: https://www.econbiz.de/10005489909

Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates

Cerrato, Mario; Sarantis, Nicholas - Royal Economic Society - RES - 2003

panel unit root and cointegration tests. Panel unit root tests do not favour mean reversion in the real black market …

Persistent link: https://www.econbiz.de/10005398521

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

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