This paper aims to estimate a disaggregated import demand model for Fiji using relative prices, total consumption, investment expenditure and export expenditure variables for the period 1970 to 2000. Design/methodology/ approach - The recently developed bounds testing approach to cointegration...

In this article, we examine the Fiji-US exchange rate volatility using daily data for the period 2000 to 2006. Our modelling framework is based on the EGARCH model. We find robust evidence of conditional shocks having a positive effect on exchange rate volatility, shocks having asymmetric...