empirical exchange rate model
An economic evaluation of empirical exchange rate models
... on exchange rate predictability in a Bayesian framework, which requires a choice for the prior distribution of the model ...regression model we assume independent Normal-Gamma prior ...
43
An Empirical Analysis of Effects of Foreign Direct Investment, Exchange Rate and Energy Infrastructure on Domestic Investment
... (FDI), exchange rate and energy infrastructure on domestic investment in ...(ARDL) Model. Empirical findings show that FDI has positive and significant effect on domestic investment while ...
17
An Impact of Japan and Korea Exchange Rate Volatilities in Southeast Asia Two Exchange Rate Markets: Empirical Study of Thailand and Philippine Countries
... Philippine exchange rate markets. The empirical results show that the Thailand exchange rate market conforms the conditionally supposition of the AIGARCH ...The empirical results ...
8
Exchange Rate Pass Through into China’s Import Prices: An Empirical Analysis Based on ARDL Model
... and exchange rate under the VAR ...ARDL model and bounds test can be used to distinguish and estimate long-run relationship be- tween ...ARDL model are more reliable with small ...
10
The Relationship between Exchange Rate and Inflation: An Empirical Study of Turkey
... and exchange rate in Turkey. Unlike many empirical studies which make use of the US and Turkey inflation data to test the relationship between inflation and exchange rate in Turkey, ...
6
Theoretical and empirical analysis of the debt adjusted real exchange rate in selected transition economies during 1994 2001
... simple model consisting of linear approximations of behavioural equations containing fundamental and shock ...The model distinguishes between a real exchange rate that is affected by short-run ...
34
Real disturbances and the exchange rate: theoretical and empirical analysis
... determine the values of the endogenous variables i, q and e, given the exogenous variables and F. Over time the dynamics would be (determined by the current account and any revisions in the expectations.. But in our ...
144
An Empirical Assessment of the Real Exchange Rate and Poverty in Nigeria
... economy model which is adopted for this study. The dependant economy model provides the theoretical background for policies designed to reduce internal and external imbalances in developing countries, ...
12
The Exchange Rate Uncertaınty On Foreıgn Trade: Evıdence From Panel Coıntegratıon Analysıs For Turkey
... of exchange rate uncertainty on bilateral trade between Turkey and its 10 major trading partners using panel fully modified ordinary least square (FMOLS) ...not exchange rate volatility is a ...
15
Panel Cointegration and the Monetary Exchange Rate Model
... sound empirical work, but also increases the power and accuracy of conventional time series unit root and cointegration tests, see Breitung and Pesaran (2008) for a recent overview of the ...monetary model, ...
21
Exchange Rate Volatility and Export Growth in India: An Empirical Investigation
... the model simultaneously, removing problems associated with omitted variables and ...long-run model and valid t-statistic even when some of the regressors are endogenous (Harris and Sollis, ...the ...
26
Trade Flows and Exchange Rate Shocks in Nigeria: An Empirical Result
... the exchange rate ...and exchange rate dynamics in ...the empirical literature. The theoretical framework and model specification are discussed in section five, methodology and ...
30
Real Exchange Rate and Economic Growth: An Empirical Assessment for Vietnam
... real exchange rate can lead to a positive effect on real ...the model to the development of real ...real exchange rate is ranked as the third factor, following real GDP itself in ...
11
Exchange Rate Volatility and Export Trade in Nigeria: An Empirical Investigation
... in exchange rate volatility can increase the volume of trade in two not mutually exclusive ways – by producing more exports, and by increasing the number of firms that are engaged in ...which ...
28
Estimating the error correction model for Sudanese exchange rate
... Time series are consistent with the theoretical and empirical properties of integrated data. In the limit, presidential approval, for example, cannot be integrated because its range is restricted to a unit ...
6
A Structural Model of Exchange Rate Dynamics
... of empirical studies tell about the controversial solution to the ...nominal exchange rate to its long-term values calculated by PPP in the long term of 3–12 ...
8
An Empirical Analysis of Strategic Competition and Exchange Rate Pass-Through
... and exchange rate pass-through, we need to classify firms in terms of their specific competition strategic interaction in the ...al.'s model to categorize firms into two different types of strategic ...
18
Influence of European, Japan and Singapore’s Exchange Rate Volatility in Asian Exchange Rate Market: Empirical Study of Taiwan Market
... Singapore’s exchange rate volatility on Taiwan ...of exchange rate prices from 2006-2014 was collected from Taiwan’s ...The empirical results show that the AIGARCH (1, 1) model ...
8
DETERMINANTS OF NOMINAL EXCHANGE RATE FLUCTUATIONS IN KENYA
... Lastly, this study used ARDL approach because it is flexible unlike other conventional cointegration approaches such as Engle-Granger, (1987), Johansen, (1991; 1995) and Johansen-Juselius, (1990) tests, because it can ...
36
Modelling Currency Crises in Nigeria: An Application of Logit Model
... logit model, this paper estimates the probabilities of currency crises in Nigeria as a logistic function of selected macroeconomic ...real exchange rate misalignment propels currency crises. The ...
12