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Non-causality in VAR-ECM models with purely exogeneous long-run paths
Rault, Christophe - In: Economics letters 67 (2000) 2, pp. 121-129
Persistent link: https://www.econbiz.de/10001471313
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Further results on weak exogeneity in vector error correction models
Rault, Christophe - In: Brazilian review of econometrics : the review of the … 25 (2005) 2, pp. 159-172
Persistent link: https://www.econbiz.de/10003360067
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The sources of real exchange fluctuations in developing countries : an econometric investigation
Drine, Imed (contributor); Rault, Christophe (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002531094
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Immigration, Growth and Unemployment : Panel VAR Evidence from OECD Countries
Boubtane, Ekrame - 2012
This paper examines empirically the interaction between immigration and host country economic conditions. We employ panel VAR techniques to use a large annual dataset on 22 OECD countries over the period 1987-2009. The VAR approach allows to addresses the endogeneity problem by allowing the...
Persistent link: https://www.econbiz.de/10013098455
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Une analyse économétrique des sources de fluctuations du taux de change réel dans trois pays en développement : le cas du Maroc, des Philippines et de l'Uruguay
Drine, Imed; Rault, Christophe - In: Revue économique : revue bimestrielle 60 (2009) 6, pp. 1421-1453
Persistent link: https://www.econbiz.de/10003903074
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Immigration, growth and unemployment : panel VAR evidence from OECD countries
Boubtane, Ekrame; Coulibaly, Dramane; Rault, Christophe - 2013
This paper examines empirically the interaction between immigration and host country economic conditions. We employ panel VAR techniques to use a large annual dataset on 22 OECD countries over the period 1987-2009. The VAR approach allows to addresses the endogeneity problem by allowing the...
Persistent link: https://www.econbiz.de/10009766677
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Oil prices and stock markets in GCC countries : empirical evidence from panel analysis
Arouri, Mohamed; Rault, Christophe - In: International journal of finance & economics : IJFE 17 (2012) 3, pp. 242-253
Persistent link: https://www.econbiz.de/10009615687
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Immigration, growth and unemployment : panel VAR evidence from OECD countries
Boubtane, Ekrame; Coulibaly, Dramane; Rault, Christophe - 2012
This paper examines empirically the interaction between immigration and host country economic conditions. We employ panel VAR techniques to use a large annual dataset on 22 OECD countries over the period 1987-2009. The VAR approach allows to addresses the endogeneity problem by allowing the...
Persistent link: https://www.econbiz.de/10009656607
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Shock and volatility transmissions between bank stock returns in Romania : evidence from a VAR-GARCH approach
Ulici, Maria; Chaibi, Anissa; Rault, Christophe - In: The journal of applied business research 30 (2014) 3, pp. 689-699
Persistent link: https://www.econbiz.de/10010370930
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Exploring the causality links between energy and employment in African countries
Arouri, Mohamed; BenYoussef, Adel; M'henni, Hatem; … - 2014
Using a bootstrap panel analysis that allows for cross-country dependence, without requiring the use of pre-tests for a unit root, we study the causality links between energy use and employment for a sample of 16 African countries over the 1991-2010 period (according to availability of...
Persistent link: https://www.econbiz.de/10010380039