Real exchange rate misalignments

C Terra, F Valladares - International Review of Economics & Finance, 2010 - Elsevier
This paper investigates episodes of real exchange rate appreciations and depreciations for
a sample of 85 countries from 1960 to 1998. A Markov Switching Model is used to …

[图书][B] Principles of international finance and open economy macroeconomics: Theories, applications, and policies

C Terra - 2015 - books.google.com
Principles of International Finance and Open Economy Macroeconomics: Theories,
Applications, and Policies presents a macroeconomic framework for understanding and …

[HTML][HTML] Produtividade agregada brasileira (1970-2000): declínio robusto e fraca recuperação

PC Ferreira, R Ellery Jr, V Gomes - Estudos Econômicos (São Paulo), 2008 - SciELO Brasil
Este artigo discute o comportamento da Produtividade Total dos Fatores (PTF) no Brasil
entre 1970 e 1998. É feita uma análise de quanto da queda da PTF pode ser explicado a …

Dinâmica não-linear e sustentabilidade da dívida pública brasileira

LRRO Lima, AG Simonassi - 2005 - bibliotecadigital.fgv.br
This paper contributes to the debate on whether the Brazilian public debt is sustainable or
not in the long run by considering threshold effects on the Brazilian Budget Deficit. Using …

Tests of goods market integration between China and African BRI countries

S Lee, PK Shum, K Woo - International Studies of Economics, 2024 - Wiley Online Library
Abstract The Chinese Government has promulgated the “Belt and Road Initiative”(BRI) to
increase trade flows and integrate goods markets between China and BRI countries. The …

[PDF][PDF] A panel data analysis for bilateral trade of Ethiopia and East African Community countries: The Gravity Model Approach

W Tebekew - Addis Ababa, 2014 - scholar.archive.org
This study tries to explore the trade relations between Ethiopia and East African community
countries in general and specifically the Trade Integration for cooperation with the East …

Compositional analysis of exchange rates

WL Maldonado, JJ Egozcue… - … in Contemporary Statistics …, 2021 - Springer
Triangular arbitrage in the foreign exchange market of a group of countries exists whenever
it is possible to make profit by buying and selling their currencies using the spot exchange …

[HTML][HTML] A note on purchasing power parity and the choice of price index

C Terra, AL Vahia - Revista Brasileira de Economia, 2008 - SciELO Brasil
The PPP argument states that the currencies purchasing power should be the same across
countries for the same basket of tradable goods. We run a horse race among six different …

Etude des facteurs déterminant du taux de change du Dinar Algérien

Y Boucheta - 2014 - dspace1.univ-tlemcen.dz
L 'objectif de cette thèse est de chercher un taux de change référentiel pour l 'économie
Algérienne. Afin d 'atteindre cet objectif, nous avons abordé dans un premier temps les …

Agregação temporal e não-linearidade afetam os testes da paridade do poder de compra: evidência a partir de dados brasileiros

OR Simões, EF Marçal - Revista Brasileira de Economia, 2012 - SciELO Brasil
Este artigo analisa as séries de câmbio real brasileira calculada a partir de índices de
preços ao consumidor para o Brasil e 21 parceiros comerciais no período de 1957 a 2010 …