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Getting PPP right : identifying mean-reverting real exchange rates in panels

Chortareas, Georgios E. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002153120

Getting PPP right : identifying mean-reverting real exchange rates in panels

Chortareas, Georgios E. (contributor); … - 2008

real exchange rates in panel frameworks. One weakness of such tests, however, is that they fail to inform the researcher as … a small number of real exchange rates in a given panel may drive the results. In this paper we examine the PPP … when applied to a set of established panel-unit-root tests, allows the identification of the real exchange rates that are …

Persistent link: https://www.econbiz.de/10003740322

Timely measurement of real effective exchange rates

Darvas, Zsolt M. - 2021

We demonstrate that short-run real exchange effective rate changes are dominated by nominal effective exchange rate changes, while inflation rates are sticky and contribute little to short-run real exchange rate changes. These observations allow a rather accurate real-time approximation of the...

Persistent link: https://www.econbiz.de/10013184685

Panel data unit roots tests : the role of serial correlation and the time dimension

De Wachter, Stefan (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003262998

The role of education and income inequality on environmental quality : a panel data analysis of the EKC hypothesis on OECD

Maranzano, Paolo; Bento, João Paulo Cerdeira; Manera, … - 2021

1987 to 2015, we have estimated panel data models by distinguishing between low and high levels of income inequality … studies. Therefore, any EKC theory should also acknowledge a new EKC model specification that we named the Educational EKC. …

Persistent link: https://www.econbiz.de/10012510015

The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests

Chortareas, Georgios E. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868157

Dynamic factor extraction of cross-sectional dependence in panel unit root tests

Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001920602

Currency misalignments and growth : a new look using nonlinear panel data methods

Béreau, Sophie; López Villavicencio, Antonia; Mignon, … - 2009

Persistent link: https://www.econbiz.de/10003927279

On equilibrium exchange rates : is emerging Asia different?

López-Villavicencio, Antonia; Mignon, Valérie - 2009

Persistent link: https://www.econbiz.de/10003928008

Energy prices and the real exchange rate of commodity-exporting countries

Dauvin, Magali - 2013

1980-2011. Estimating a panel cointegrating relationship between the real exchange rate and its fundamentals, we provide … evidence for the existence of "energy currencies". Relying on the estimation of panel smooth transition regression (PSTR …

Persistent link: https://www.econbiz.de/10010225994