using time series data from 1980 to 2004. We first estimate a panel data model (using fixed and random effects) for the real … of real exchange rate misalignment using panel cointegration methods. The variables used in our real exchange rate models …-step System GMM panel growth models indicate that the coefficients for real exchange rate misalignment are positive for different …

using time series data from 1980 to 2004. We first estimate a panel data model (using fixed and random effects) for the real … of real exchange rate misalignment using panel cointegration methods. The variables used in our real exchange rate models …-step System GMM panel growth models indicate that the coefficients for real exchange rate misalignment are positive for different …

using time series data from 1980 to 2004. We first estimate a panel data model (using fixed and random effects) for the real … of real exchange rate misalignment using panel cointegration methods. The variables used in our real exchange rate models …-step System GMM panel growth models indicate that the coefficients for real exchange rate misalignment are positive for different …

using time series data from 1980 to 2004. We first estimate a panel data model (using fixed and random effects) for the real … of real exchange rate misalignment using panel cointegration methods. The variables used in our real exchange rate models …-step System GMM panel growth models indicate that the coefficients for real exchange rate misalignment are positive for different …

panel cointegration techniques to derive fully countryspecific measures of misalignment and measures based on panel …-of-sample performance prior to comparing it to two final panel specifications. Robustness of the results is supported by recently introduced … cross-sectionally augmented panel unit root tests by Pesaran (2007) and bootstrapped error correction-based panel …

-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus …

1980-2011. Estimating a panel cointegrating relationship between the real exchange rate and its fundamentals, we provide … evidence for the existence of "energy currencies". Relying on the estimation of panel smooth transition regression (PSTR …

In this paper we analyze the impact of exchange rate uncertainty on export flows among a panel of 27 countries … throughout the 1994/01-2014/12 period. In order to do this, we apply a panel vector autoregressive model approach. By dividing … the panel into two subgroups that involve manufacturing-exporting and commodity-exporting economies, we observe a …

We use a dynamic heterogeneous panel model to estimate real equilibrium exchange rates for advanced transition …