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The Impact of Foreign Reserves on the Real Growth Function of Jamaica (1992-2011) Using Vector Auto Regressive Model, Granger Causality Test and Co-Integration Analysis

Bamikole, Oluwafemi Olanrewaju - 2015

The paper examines the short-run and the long-run impacts of net international reserves on the real gross domestic product of Jamaica from 1990 to 2011. The variables used in this study are the logarithms of exchange rate, imports, foreign reserves, government capital expenditure, real gross...

Persistent link: https://www.econbiz.de/10013038109

Modelling of import demand function for a developing country : an empirical approach

Aziz, M. Nusrate - In: Asian African journal of economics and econometrics 13 (2013) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10010206660

How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009

(the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …

Persistent link: https://www.econbiz.de/10010207061

Is foreign direct investment beneficial for Mexico? : a co-integration analysis, 1958 - 2010

Ramírez, Miguel D. - In: Journal of emerging markets 18 (2013) 3, pp. 36-59

Persistent link: https://www.econbiz.de/10010519778

Explaining inflation with a classical dichotomy model and switching monetary regimes : Mexico 1932-2013

Garcés Díaz, Daniel G. - 2017

framework, inflation dynamics in Mexico since the country abandoned the gold standard. The model encompasses known results …

Persistent link: https://www.econbiz.de/10011759587

Government spending and the exchange rate : exploring this relationship in Mexico using a cointegrated system of equations

Cruz Blanco, Moritz Alberto; Sánchez Vargas, Armando - In: Review of development economics : an essential resource … 26 (2022) 1, pp. 587-605

Persistent link: https://www.econbiz.de/10012814148

Testing for complete pass-through of exchange rate without trade barriers

Zhang, Tengfei; Li, Tianxiang; Baležentis, Tomas; … - In: Journal of business economics and management 21 (2020) 2, pp. 543-563

The objective of this paper is to test whether the complete pass-through of exchange rate exists when there are almost no transaction costs and in the environment of competitive market. In general, the literature claims that the pass-through of exchange rate is incomplete due to imperfect...

Persistent link: https://www.econbiz.de/10012197615

Estimating Taylor-Type Rules : An Unbalanced Regression?

Siklos, Pierre L.; Wohar, Mark E. - 2004

, cointegration, structural breaks, and non-linearities to make the case that most existing estimates are based on an unbalanced … regression. A variety of estimates reveal that neglected cointegration results in the omission of a necessary error correction …

Persistent link: https://www.econbiz.de/10014068494

Analysis of the Stationarity of East Asian Currencies Using Unit Root Test and Cointegration Test

Wang, Zhiqian - 2013

This paper investigates the stationarity of East Asian currencies by using a unit root test and cointegration test. We … over the short term by carrying out a unit root test and assess whether cointegration relationships exist over the long … term by carrying out a cointegration test. Based on an empirical analysis of 502 combinations, we find that only one …

Persistent link: https://www.econbiz.de/10013077639

Foreign direct investment and macroeconomic factors : evidence from Indian economy

Nadig, Asha; Viswanathan, T. - In: International journal of public sector performance … 11 (2023) 1, pp. 62-80

Persistent link: https://www.econbiz.de/10014227942