Showing 1 - 10 of 86
The article examines the asymmetries of the exchange rate pass-through (ERPT) into import, producer and consumer price indices for the Romanian economy. Using three econometric methods naturally equipped to capture various types of asymmetries (MS-VAR, TAR and SETAR), important asymmetries with...
Persistent link: https://www.econbiz.de/10008472200
This paper investigates the exchange rate pass-through (ERPT) into import prices, producer prices and several different measures of consumer price indices for the Romanian economy. In order to determine the size and describe the dynamics in ERPT, the paper employs an array of econometric methods...
Persistent link: https://www.econbiz.de/10008685128
This paper investigates the exchange rate pass-through (ERPT) into import prices, producer prices and several different measures of consumer prices indices for Romanian economy. In order to determine the size, describe the dynamics and identify the asymmetries in ERPT the paper employs an array...
Persistent link: https://www.econbiz.de/10008492018
The article examines the asymmetries of the exchange rate pass-through (ERPT) into import, producer and consumer price indices for the Romanian economy. Using three econometric methods naturally equipped to capture various types of asymmetries (MS-VAR, TAR and SETAR), important asymmetries with...
Persistent link: https://www.econbiz.de/10008457162
The paper focuses on the sharp increase in the external debt level, both sovereign and private, threatening Romania’s financial stability, associated with weaknesses and risks arising from an unpredictable business environment and an unfavourable global and regional context. The study...
Persistent link: https://www.econbiz.de/10011099023
The necessity of improving the forecasts accuracy grew in the context of actual economic crisis, but few researchers were interested till now in finding out some empirical strategies to improve their predictions. In this article, for the inflation rate forecasts on the horizon 2010-2012, we...
Persistent link: https://www.econbiz.de/10011162485
The aim of this paper is to test the nonlinearity of the relation between the stock price in Romania and the nominal Romanian Leu against Euro from March 2000 to March 2014. The empirical evidence shows that there is a long-run equilibrium between the two variables during the time period...
Persistent link: https://www.econbiz.de/10011082312
The connection between the macroeconomic development on one hand and the stock market dynamics on the other hand is the focus of many research initiatives. We are trying to apply the methodology used in the field of macroeconomic convergence to the dynamics of market capitalization for European...
Persistent link: https://www.econbiz.de/10011082313
A main problem for macroeconomic studies continues to be the estimation of capital stock and some derived indicators like coefficient of capital, depreciation rate, etc. In this way we are proposing a simple and intuitively model in order to estimate such basic macroeconomic indicators but...
Persistent link: https://www.econbiz.de/10011093914
Pornind de la lucrările şi articolele publicate anterior de către autor, în această lucrare sunt investigate o serie de specificităţi ale valorilor calculate ale Testului Student în cazul regresiei liniare cu trei variabile explicative. În acest context, se relevă faptul că valenţele...
Persistent link: https://www.econbiz.de/10010739885