Similar Search Results

Equilibrium Real Exchange Rates in Central Europe's Transition Economies: Knocking on Heaven's Door

Égert, Balázs - William Davidson Institute, University of Michigan - 2002

. The empirical part of the paper consists in estimating a VAR-based 3-equation cointegration system. Long-term equilibrium … estimated cointegration relationship connecting the RER with relative prices and the current account. Results show that the gap …

Persistent link: https://www.econbiz.de/10005207893

Equilibrium exchange rates in the transition: the tradable price-based real appreciation and estimation uncertainty

Égert, Balázs; Lommatzsch, Kirsten - 2004

traditional Balassa-Samuelson model.With this as a background, alternative cointegration methods are applied to time series (Engle …

Persistent link: https://www.econbiz.de/10012148471

Equilibrium exchange rates in the transition: The tradable price-based real appreciation and estimation uncertainty

Égert, Balázs; Lommatzsch, Kirsten - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2004

traditional Balassa-Samuelson model. With this as a background, alternative cointegration methods are applied to time series …

Persistent link: https://www.econbiz.de/10005648593

Equilibrium Exchange Rates in the Transition: The Tradable Price-Based Real Appreciation and Estimation Uncertainty

Égert, Balázs; Lommatzsch, Kirsten - William Davidson Institute, University of Michigan - 2004

traditional Balassa-Samuelson model. With this as a background, alternative cointegration methods are applied to time series …

Persistent link: https://www.econbiz.de/10005677707

The Balassa-Samuelson Effect in Central and Eastern Europe : Myth or Reality?

Égert, Balázs; Drine, Imed; Lommatzsch, Kirsten; … - 2003

This paper studies the Balassa-Samuelson effect in 9 CEECs. Using panel cointegration techniques, we find strong …

Persistent link: https://www.econbiz.de/10014112809

Equilibrium Real Exchange Rates in Central Europe's Transition Economies : Knocking on Heaven's Door

Égert, Balázs - 2003

Persistent link: https://www.econbiz.de/10014113181

Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals?

Dufrénot, Gilles; Égert, Balázs - 2005

autoregression. Indeed, a cointegration approach is adopted and an estimated vector error correction model attempts to connect in a …

Persistent link: https://www.econbiz.de/10014065213

The Balassa-Samuelson Effect in Central and Eastern Europe : Myth or Reality?

Égert, Balázs; Drine, Imed; Lommatzsch, Kirsten; … - 2003

This paper studies the Balassa-Samuelson effect in nine Central and East European countries. Using panel cointegration …

Persistent link: https://www.econbiz.de/10014084979

The Balassa-Samuelson Effect in Central and Eastern Europe: Myth or Reality?

Égert, Balázs; Drine, Imed; Lommatzsch, Kirsten; … - Centre d'Études des Politiques Économiques (EPEE), … - 2005

This paper studies the Balassa-Samuelson effect in nine Central and East European countries. Using panel cointegration …

Persistent link: https://www.econbiz.de/10010655948

Nominal and Real Exchange Rate Models in South Africa: How Robust Are They?

Égert, Balázs - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2012

This paper addresses difficulties in modelling exchange rates in South Africa. Real exchange rate models of earlier research seem to be sensitive to the sample period considered, alternative variable definition, data frequency and estimation methods. Alternative exchange rate models proposed in...

Persistent link: https://www.econbiz.de/10010992383

1
2
3
4
5
6
7
8
9
10
Next
Last