Search Results

Nonlinear Panel Data Estimation via Quantile Regression,
Manuel Arellano and Stéphane Bonhomme, from CEMFI (2015)
Keywords: Panel data, dynamic models, non-separable heterogeneity, quantile regression, expectation-maximization.

Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models,
Manuel Arellano and Stéphane Bonhomme, from CEMFI (2016)
Keywords: Dynamic models, structural economic models, panel data, unobserved heterogeneity.

Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models,
Manuel Arellano and Stéphane Bonhomme, from CEMFI (2017)
Keywords: Dynamic models, structural economic models, panel data, unobserved heterogeneity.

Random effects panel data models with known heteroskedasticity,
Julius Schäper and Rainer Winkelmann, from Department of Economics - University of Zurich (2024)
Keywords: Generalized least squares, linear probability model, meta regression

Models of Productivity in European Union, the USA and Japan,
Xosé Rodríguez and Pilar Exposito, in Applied Econometrics and International Development (2004)
Keywords: productivity models, European productivity, Japan productivity, USA productivity

A parametric test to discriminate between a linear regression model and a linear latent growth model,
Marco Barnabani, from Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" (2015)
Keywords: Linear Mixed Models; Longitudinal data; Generalized F-distribution; Hypothesis testing.

QUASI MAXIMUM-LIKELIHOOD ESTIMATION OF DYNAMIC PANEL DATA MODELS FOR SHORT TIME SERIES,
Robert Phillips, from The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting (2014)
Keywords: random effects; fixed effects; differenced QML; augmented dynamic panel data model

Forecasting the Interindustry Development of the German Economy: The Model I FORGE,
Christian Lutz, Bernd Meyer, Martin Distelkamp and Marc Ingo Wolter, from GWS - Institute of Economic Structures Research (2003)
Keywords: Forecasting, Interindustry Development, German Economy, INFORGE

Global Multisector / Multicountry 3 - E Modelling: From COMPASS to GI FORS,
Bernd Meyer, Christian Lutz and Marc Ingo Wolter, from GWS - Institute of Economic Structures Research (2003)
Keywords: Global Modell, COMPASS, GINFORS, Multisector, Multicountry, environmental policy

Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects,
Chirok Han and Goeun Lee, from Institute of Economic Research, Korea University (2017)
Keywords: Fixed effects, selection bias correction, efficiency, correlated random effects, pairwise differencing

Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing,
Goeun Lee and Chirok Han, from Institute of Economic Research, Korea University (2018)
Keywords: Attrition, missing, nonresponse, bias-correction, panel data, imputation

Nonlinear panel data methods for dynamic heterogeneous agent models,
Manuel Arellano and Stéphane Bonhomme, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
Keywords: dynamic models, structural economic models, panel data, unobserved heterogeneity.

Nonlinear panel data estimation via quantile regressions,
Manuel Arellano and Stéphane Bonhomme, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
Keywords: Panel data; dynamic models; non-separable heterogeneity; quantile regression; expectation-maximization

The bootstrap and the Edgeworth correction for semiparametric averaged derivatives,
Yoshihiko Nishiyama and Peter Robinson, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004)

Non-linear models with panel data,
Bo E. Honoré, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002)

Dynamic panel data models: a guide to microdata methods and practice,
Stephen Bond, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002)

Ökonomenpanel von ifo und FAZ – Ergebnisse der Februar-Umfrage 2016,
Kai Jäger, Manuela Krause and Niklas Potrafke, in ifo Schnelldienst (2016)
Keywords: Erhebungstechnik, Panel, Ökonomen, Wirtschaftspolitik

An Econometrician amongst Statisticians: T. W. Anderson,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2022)
Keywords: Asymptotic expansions, Confidence interval construction, Explosive autoregression, LIML, Reduced rank regression, Simultaneous equation models, Weak identification regression, MA unit root, Trend regression, Wald statistic

Asymptotics of Polynomial Time Trend Estimation and Hypothesis Testing under Rank Deficiency,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2022)
Keywords: Asymptotic deficiency, Asymptotic equivalence, Hypothesis testing, Least squares regression, MA unit root, Trend regression, Wald statistic

Latent Variable Nonparametric Cointegrating Regression,
Qiying Wang, Peter Phillips and Ioannis Kasparis, from Cowles Foundation for Research in Economics, Yale University (2017)
Keywords: Cointegrating regression, Kernel regression, Latent variable, Local time, Misspecification, Nonlinear nonparametric nonstationary regression

Detecting Financial Collapse and Ballooning Sovereign Risk,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2017)
Keywords: Collapse, Crash, Exuberance, Recursive test, Rolling test, Sovereign risk

Inference in Near Singular Regression,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2015)
Keywords: Endogeneity, Instrumental variable, Overidentification test, Regression, Singular Signal Matrix, Structural equation

Folklore Theorems, Implicit Maps and New Unit Root Limit Theory,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2011)
Keywords: Binding function, Delta method, Exact bias, Implicit continuous maps, Indirect inference, Maximum likelihood

Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors,
Alexander Chudik, Kamiar Mohaddes, Mohammad Pesaran and Mehdi Raissi, from Federal Reserve Bank of Dallas (2015)

Autoregressive Models with Sample Selectivity for Panel Data,
Manuel Arellano, Olympia Bover and Jose Labeaga, from Centro de Estudios Monetarios Y Financieros- (1997)
Keywords: SAMPLING ; LABOUR SUPPLY ; WAGES ; MODELS

Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present,
Kazuhiko Hayakawa, from Institute of Economic Research, Hitotsubashi University (2006)
Keywords: Dynamic panel data, many instruments, generalized method of moments estimator, unobservable large heterogeneity

Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models,
Soren Johansen and Soeren Johansen, from University of Copenhagen. Department of Economics (2021)
Keywords: Abstract, Exact rational expectations; Cointegrated VAR model; Reduced rank regression; Adjustment coefficients

Dynamic Panel Data Model and Moment Generating Function,
Yoshitsugu Kitazawa, from Kyushu Sangyo University, Faculty of Economics (2003)
Keywords: Dynamic Panel Data Model; Generalized Method of Moments; Moment Generating Function; Monte Carlo Experiments; Small Sample Properties

Some additional moment conditions for a dynamic count panel data model,
Yoshitsugu Kitazawa, from Kyushu Sangyo University, Faculty of Economics (2008)
Keywords: count panel data, linear feedback model, implicit operation, moment conditions, generalized method of moments, Monte Carlo experiments

Equidispersion and moment conditions for count panel data model,
Yoshitsugu Kitazawa, from Kyushu Sangyo University, Faculty of Economics (2009)
Keywords: count panel data, linear feedback model, equidispersion, implicit operation, crosslinkage moment conditions, GMM, Monte Carlo experiments

A negative binomial model and moment conditions for count panel data,
Yoshitsugu Kitazawa, from Kyushu Sangyo University, Faculty of Economics (2009)
Keywords: count panel data, predetermined explanatory variable, linear feedback model, overdispersion, negative binomial model, implicit operation, cross-linkage moment conditions, GMM, Monte Carlo experiments

A forward demeaning transformation for a dynamic count panel data model,
Yoshitsugu Kitazawa, from Kyushu Sangyo University, Faculty of Economics (2010)
Keywords: forward demeaning; linear feedback model; strictly exogenous explanatory variables; count panel data

A hyperbolic transformation for a fixed effects logit model,
Yoshitsugu Kitazawa, from Kyushu Sangyo University, Faculty of Economics (2010)
Keywords: fixed effects logit; conditional logit estimator; hyperbolic transformation; moment conditions; GMM; Monte Carlo experiments

Average elasticity in the framework of the fixed effects logit model,
Yoshitsugu Kitazawa, from Kyushu Sangyo University, Faculty of Economics (2011)
Keywords: average elasticity; fixed effects logit model

The Narrow Road to EMU Enlargement,
Amina Lahrèche-Revil, in La Lettre du CEPII (2004)
Keywords: International integration;Euro area;European enlargement;Exchange rate;Monetary block;EMS

Equilibrium and Disequilibrium Exchange Rate: Case of Rupiah Exchange Rate,
Agus Budi Santosa, in International Journal of Economics and Financial Issues (2017)
Keywords: Equilibrium, Disequilibrium, Intervention, Purchasing Power Parity, Price Rigidity

Exchange Policy and Economic Growth: Effect of the Real Effective Exchange Rate Misalignment on the Growtth of Tunisia,
Hend Sfaxi and Srdjan Redzepagic, in Economic Analysis (2010)
Keywords: Exchange policy, real effective exchange rate misalignment, external competitiveness, economic growth, Tunisia

The Liberalization of Foreign Exchange Markets and Economic Growth in Sub-Saharan Africa,
N-H-I Lipumba, from World Institute for Development Economics Research (1997)
Keywords: EXCHANGE RATE ; TRADE LIBERALIZATION

La Fixation du Taux de Change Reel a un Niveau "Anormal": Comment la Realiser et Quelles en Sont les Consequences?,
P. Artus, from Caisse des Depots et Consignations - Cahiers de recherche (1997)
Keywords: TAUX DE CHANGE

La Determination du Taux de Change enZones Cibles: Une Sunthese des Theories,
F. Pansard, from Caisse des Depots et Consignations - Cahiers de recherche (1997)
Keywords: TAUX DE CHANGE

Taux de change, aleas reels et volatilite,
P. Artus, from Caisse des Depots et Consignations - Cahiers de recherche (1999)
Keywords: TAUX DE CHANGE ; ECONOMIE INTERNATIONALE ; VOLATILITE

Quel systeme de change dans les pays emergents?,
P. Artus, from Caisse des Depots et Consignations - Cahiers de recherche (2000)
Keywords: MODELES ; INFLATION ; PRODUCTION ; EPARGNE ; RISQUE ; TAUX D'INTERET

†Fear of Floating†in Albania and Economic Growth,
Kadia Besart, in Romanian Economic Journal (2015)
Keywords: exchange rate, fear of floating, trade, economic growth

Monetary Stabilization Policy during Economic Crisis: Case of Korea,
Chae-Shick Chung and Se-Jik Kim, in Korean Economic Review (2004)
Keywords: Crisis; High interest rate policy; Non-linear impulse response function

Market Microstructure and the Profitability of Currency Trading,
Carol Osler, in Annual Review of Financial Economics (2012)
Keywords: carry trade, technical analysis, skewness, liquidity

Estimating Real Effective Exchange Rate by Industry in Korea and Panel Unit-Root Tests (in Korean),
Hokyung Bang, in Economic Analysis (Quarterly) (2010)
Keywords: Purchasing power parity, Half-life, Real effective exchange rate, Panel unit-root test

Extracting the Nominal Risk-Free Rate from Stock Returns and the Purchasing Power Parity Hypothesis of the Won-Dollar Exchange Rate (in Korean),
Hyein Shim and Heechae Ko, in Economic Analysis (Quarterly) (2012)
Keywords: Purchasing power parity Hypothesis, 3-factor model, stock returns

Influence of different monetary regimes on financial stability in see countries,
Zoran Grubisic and Perisa Ivanovic, in Journal of Central Banking Theory and Practice (2012)
Keywords: FDI, public debt, credit rating, monetary union, financial stability, macroprudential policy

EXCHANGE RATE EFFECTS ON A SMALL OPEN ECONOMY: EVIDENCE FROM TAIWANESE FIRMS,
Fujen Daniel Hsiao and Lei Han, in The International Journal of Business and Finance Research (2012)
Keywords: Foreign exchange exposure, Residual regression, Exchange rate fluctuations, Firm value

THE DETERMINATION OF THE COSTA RICA COLON/USD EXCHANGE RATE,
Yu Hsing, in The International Journal of Business and Finance Research (2009)

The Exchange Rate and Purchasing Power Parity in Arbitrage-Free Models of Asset Pricing,
P. Sercu, in Review of Business and Economic Literature (2005)
Keywords: Purchasing power parity, general equilibrium, non-traded goods, regression tests, cointegration

Significance of dollar as world currency,
Hrvoje Jošić and Petar Mezga, in Notitia - journal for economic, business and social issues (2015)
Keywords: dollar, world currency, global financial crisis

FOREX - historický vývoj, súčasný stav a perspektívy vývoja najväčšieho finančného trhu súčasnosti,
Jozef Portašík, in Medzinarodne vztahy (Journal of International Relations) (2011)
Keywords: Forex, medzinárodný menový trh, pákový efekt, voľný menový trh, Banka pre medzinárodné platby, Special Drawing Rights

Global Macroeconomic Announcements and Foreign Exchange Implied Volatility,
Muhammad Ishfaq, Zhang Bi Qiong and Syed Mehmood Raza Shah, in International Journal of Economics and Financial Issues (2017)
Keywords: Implied Volatility, Macroeconomic Announcements, Foreign Exchange

Exchange Rate - a Tool to Influence Economic Life,
Bucur Ion, Dusmanescu Dorel and Bucur Cristian, in Ovidius University Annals, Economic Sciences Series (2011)
Keywords: exchange rate, supply and demand relationship, economic stability, balance of payments

Estimando Probabilidades de Ocorrência de Crises Cambiais no Brasil,
Inez Sílvia Batista Castro and José Carlos de Lacerda Leite, from ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] (2003)
Keywords: Balance of Payments Crisis, Causes of Speculative Attacks, Brazilian Economy in the 90’s, Exchange Rate Devaluation, Drift adjustment method.

Impact of Foreign Exchange Risk on International Portfolios,
Andrei Tudor Stancu, in Romanian Economic Journal (2010)
Keywords: currency risk, value-at-risk, Cornish-Fisher approximation, EWMA, component VaR, future contracts

CHANGES IN EXCHANGE RATE REGIMES,
Carmen SANDU (toderascu), in SEA - Practical Application of Science (2014)
Keywords: Exchange rate, Central bank, International monetary fund, Foreign exchange market, European monetary system

MANAGING CURRENCY RISKINTERMSOF FLOATINGRATES,
Carmen SANDU (toderascu) and Laurentiu Droj, in SEA - Practical Application of Science (2014)
Keywords: Currency, Currency risk, Importers, Exporters, Appreciation, Depreciation

Foreign exchange intervention (Pro and contra): pro - the ECB should intervene to support the Euro,
Niels Thygesen, in CESifo Forum (2000)
Keywords: Wechselkurspolitik, EU-Staaten, Exchange rate policy, EU countries

THE BITCOIN PROJECT AND THE FREE MARKET,
Mihaela Iavorschi, in CES Working Papers (2013)
Keywords: bitcoin, crypto-currency, free market Romania

Is the Forward Exchange rate Premia Stationary?,
H. Kawakatsu and M. Morey, from California Irvine - School of Social Sciences (1995)
Keywords: EXCHANGE RATE;FINANCIAL POLICY

Constanţa County Exports in the Last 10 Years,
Dobre Ioana Claudia, in Ovidius University Annals, Economic Sciences Series (2022)
Keywords: exports, Constanţa, international trade

Inflation, Foreign Exchange Rate and Translation Exposure,
Jaroslava Durčáková, in Český finanční a účetní časopis (2008)
Keywords: Translation Exposure, Inflation, Foreign Exchange Rate, Translační devizová expozice, Inflace, Devizový kurs

Exchange Rate Policy in Context of Financial Markets' Instability,
Jaroslava Durčáková and Tomáš Kunz, in Český finanční a účetní časopis (2012)
Keywords: Exchange rate policy, Foreign exchange market, Balance of payment, Kurzová politika, Národní devizový trh, Platební bilance

BRICS: Exchange Rate policy in Context of Internal and External Equilibrium,
Jaroslava Durčáková and Ondřej Šíma, in Český finanční a účetní časopis (2013)
Keywords: Brazil, Exchange rate policy, Balance of payments, Brazílie, kurzová politika, platební bilance

La faiblesse de l'euro. Une explication monétaire,
Eric Girardin and Virginie Boinet, in Revue économique (2001)

Foreign exchange intervention (Pro and contra): contra - there's no point in intervention to support the Euro,
Adam Posen, in CESifo Forum (2000)
Keywords: Wechselkurspolitik, EU-Staaten, Exchange rate policy, EU countries

Reálný mìnový kurz: hledání jeho rovnovážné hodnoty (Real Exchange Rate: The Search for an Equilibrium),
Martin Èihák, in Czech Journal of Economics and Finance (Finance a uver) (1999)
Keywords: makroekonomie, mìnový kurz

Romanian exports resilience at county level,
Artur-Emilian Simion, in Eco-Economics Review (2016)
Keywords: county exports, imports and trade balance, resilience on exports

Random walks and half-lives in Chilean and Mexican peso real exchange rates: 1980-2003,
Andre Mollick, in Journal of Applied Economics (2007)
Keywords: ARMA models, half-lives, random walks, real exchange rates, unit roots

IMPACT OF EXCHANGE RATE ON ECONOMIC GROWTH IN NIGERIA (1981-2016): AN ARDL APPROACH,
Sakiru Oladele Akinbode, Oladapo Fapetu, Jayeola Olabisi and Olutunji Timothy Ojo, in Contemporary Economy Journal (2019)
Keywords: exchange rate, economic growth, Nigeria

Crisis and Volatility in Asian Versus Latin American Real Exchange Rates,
Andre Mollick, in Economie Internationale (2009)
Keywords: Currency crisis; half-lives; PPP; real exchange rates; volatility

Old Sins: Exchange Rate Clauses and European Foreign Lending in the 19th Century,
Marc Flandreau and Nathan Sussman, from C.E.P.R. Discussion Papers (2004)
Keywords: N32; Original sin; Exchange clauses; Sovereign debt; Key currencies

Exchange Rate Regime Choice under Hyperinflationary Conditions in a Post-War Situation: The Case of Iraq,
Imad A. Moosa, in Economia Internazionale / International Economics (2004)

Il contestuale verificarsi di crisi bancarie e di crisi valutarie: il caso del Messico (1994) e quello dei Paesi del Sud Est asiatico (1997),
Elena Seghezza, in Economia Internazionale / International Economics (1998)

Exchange Rate Movements and the Trade Balance Deficit: A Multivariate Cointegration Analysis,
John M. Paleologos and Spyros E. Georgantelis, in Economia Internazionale / International Economics (1997)

On Single- and Multi-Market Unbiasedness of F o rw a rd Exchange Rates: Some Evidence from Four Asian Countries,
Razzaque H. Bhatti, in Journal of Economic Integration (1997)
Keywords: Multi-Market; Unbiasedness;

An Empirical Investigation on the Relationship between Onshore and Offshore Indian Rupee Market,
Udit Kumar and Gautam Jain, in Journal of Quantitative Methods (2018)
Keywords: exchange rate; spot market; forward market; causality; structural breaks

Consistency and Exchange Rate Expectations,
Swarna D. Dutt, in Indian Economic Review (1996)

An Exchange Market Pressure Model for India,
Priya Mathur, in Indian Economic Review (1999)

MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: The Case of Argentina, Brazil, Taiwan and Turkey, 1986-2006,
Idil Uz Akdogan and Mehrin Dalan, in Applied Econometrics and International Development (2009)
Keywords: Exchange rates, monetary fundamentals, cointegration, panel analysis

The Dollar - Unsafe Haven,
Agnès Benassy-Quere, in La Lettre du CEPII (2009)
Keywords: DOLLAR;EXCHANGE RATE

Euro/dollar: Every Body Can Make Mistakes,
Agnès Benassy-Quere, in La Lettre du CEPII (2002)
Keywords: Euro;Dollar;Key currencies;Foreign exchange markets;Forecasting

Exchange Rate Volatility and Trade Flows of Pakistan with Major Trading Partners: Is There an Asymmetric Third-Country Effect?,
Parveen Akhtar, Sana Ullah, Muhammad Tariq Majeed and Ahmed Usman, in Journal of International Commerce, Economics and Policy (JICEP) (2022)
Keywords: Trade flows, exchange rate volatility, NARDL, Pakistan

Implementation of the European Monetary Union and Its Sustainability, 1999-2002: Recommendations from a Dynamic Game,
Maria Aguirre, in Journal of Economic Integration (2000)
Keywords: European Monetary Union; EU; Economic integration

Some Notes on Overshooting,
Stefan Homburg, in EconStor Open Access Articles and Book Chapters (1989)
Keywords: Exchange Rate, Overshooting

EMPIRICAL VERIFICATION OF THE PURCHASING POWER PARITY,
Jakub Wisniewski, in Oeconomia Copernicana (2012)
Keywords: purchasing power parity, real exchange rate, stationarity, cointegration

UNCOVERED INTEREST RATE PARITY ON THE JAPANESE YEN EXCHANGE RATE MARKET,
Katarzyna Czech, in Oeconomia Copernicana (2012)
Keywords: uncovered interest rate parity, exchange rate market, Japanese yen, currency speculation strategy „carry trade”

Ability of the New EU Member States to Fulfill the Exchange Rate Stability Convergence Criterion,
Daniel Stavarek, from University Library of Munich, Germany (2006)
Keywords: exchange rates; rate of return; volatility; ERM II; exchange rate stability criterion; new EU Member States