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Purchasing Power Parity for Developing and Developed Countries : What can we Learn from Non-Stationary Panel Data Models?
Drine, Imed; Rault, Christophe - 2021
The aim of this paper is to apply recently developed panel cointegration techniques proposed by Pedroni (1999, 2004 …
Persistent link: https://www.econbiz.de/10013316947
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A re-examination of the Purchasing Power Parity using non-stationary dynamic panel methods : a comparative approach for developing and developed countries
Drine, Imed; Rault, Christophe - William Davidson Institute, University of Michigan - 2003
The aim of this paper is to apply recent advances in the econometrics of non-stationary dynamic panel methods to …
Persistent link: https://www.econbiz.de/10005489909
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Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models?
Drine, Imed; Rault, Christophe - Institute for the Study of Labor (IZA) - 2007
The aim of this paper is to apply recently developed panel cointegration techniques proposed by Pedroni (1999, 2004 …
Persistent link: https://www.econbiz.de/10005761840
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International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009
integration ; misalignment ; second-generation panel unit-root and cointegration tests …
Persistent link: https://www.econbiz.de/10003889635
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International financial integration and Real Exchange Rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Amor, Thouraya Hadj; Rault, … - 2009
integration ; misalignment ; second-generation panel unit root and cointegration tests …
Persistent link: https://www.econbiz.de/10003816542
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Purchasing Power Parity for Developing and Developed Countries. What can we Learn from Non-Stationary Panel Data Models?
Drine, Imed; Rault, Christophe - CESifo - 2008
The aim of this paper is to apply recently developed panel cointegration techniques proposed by Pedroni (1999, 2004 …
Persistent link: https://www.econbiz.de/10005405826
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The Sources of Real Exchange Fluctuations in Developing Countries : An Econometric Investigation
Drine, Imed; Rault, Christophe - 2004
In this paper we address the two following questions: (1) what are the major sources of real exchange rate fluctuations in developing countries? (2) do economic policy makers have room to face possible real exchange rate fluctuations? To answer these questions, we estimate a structural VAR model...
Persistent link: https://www.econbiz.de/10014072506
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International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries
Rault, Christophe; Hadj Amor, Thouraya; Caporale, … - 2009
The aim of this paper is to provide new empirical evidence on the impact of international financial integration on the long-run Real Exchange Rate (RER) in 39 developing countries belonging to three different geographical regions (Latin America, Asia and MENA). It covers the period 1979-2004,...
Persistent link: https://www.econbiz.de/10014202609
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Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis Using Panel Data and Cointegration Tests
Drine, Imed; Rault, Christophe - 2008
new panel data cointegration techniques recently developed by Pedroni (2000, 2004) and we compare the results with those …-stationary dynamic panel methods. Closer exminations of the three key components of the BS hypothesis enable us to identify clearly the …
Persistent link: https://www.econbiz.de/10014215658
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Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis Using Panel Data Cointegration Tests
Rault, Christophe; Drine, Imed - 2002
new panel data cointegration techniques recently developed by Pedroni (2000) and we compare the results with those …-stationary dynamic panel methods. Closer examinations of the three key components of the BS hypothesis enable us to identify clearly the …
Persistent link: https://www.econbiz.de/10014106819