The tobit cointegrated vector autoregressive model: An application to the currency market

W Grabowski, A Welfe - Economic Modelling, 2020 - Elsevier
The Tobit cointegrated vector autoregressive model proposed in this study extends the
existing methodology by allowing the censored variable to be nonstationary. The approach …

Investigation of the factors affecting real exchange rate in the Philippines

C Mariano, V Sablan, JR Sardon… - Review of Integrative …, 2015 - papers.ssrn.com
This paper aims to investigate the factors affecting the real exchange rate in the Philippines
from 1973 to 2014, namely gross domestic product, volume of money flow, net foreign …

The impact of trade conflict on monetary policy in target economies

XX Zhao, J Wen, S Wanaguru… - The Singapore Economic …, 2024 - World Scientific
The nexus between trade conflict and monetary policy is of great importance in international
political and economic analysis. By employing data from a panel of global countries …

[PDF][PDF] Nexus between global financial integration and economic growth: An ARDL approach.

MO Faruk - Theoretical & Applied Economics, 2024 - ebsco.ectap.ro
Scholars propose that global financial integration can boost foreign investment, technology
transfer, and economic development, yet it presents challenges like inflation & financial …

Income Inequality and External Wealth of Nations

J Carrera, G Montes-Rojas, D Panigo… - Journal of Globalization …, 2024 - degruyter.com
We study the relationship between income inequality and external wealth using dynamic
panel data models with 5-years average observations to consider the slow motion of …

[PDF][PDF] DOES NET FOREIGN ASSETS AND EXCHANGE RATE HAVE THRESHOLD EFFECT ON BALANCE OF TRADE IN NIGERIA? OSINUSI KUNLE. B.

AR SOKUNBI - JOURNAL OF ECONOMICS AND ALLIED …, 2024 - researchgate.net
This study adopted an ex post facto research design in the analysis of NFA, REER and TB
datasets sourced from secondary sources from 1982 to 2023. The technique used to check …

THE IMPACT OF MONETARY VARIABLES ON EXCHANGE RATE IN MALAYSIA FROM 2013 UNTIL 2015

MC Ng, C Geetha - … Journal of Business and Economics (MJBE), 2020 - jurcon.ums.edu.my
This research aims to study the relationship between exchange rate and this study's
independent variables which are, inflation rate, interest rate and foreign exchange reserve in …

Real exchange rate misalignment and macroeconomic performance in open economies: analysis on selected emerging market economies

AH Mamun - 2019 - acikbilim.yok.gov.tr
Traditional view acknowledges the detrimental impact of Real Exchange Rate (RER)
misalignment on the macroeconomic performance of open economies from the long-term …

[PDF][PDF] Financial integration and economic growth: Long run, short run and causality relationships

O Chiwira - researchgate.net
Modern national economic structures are becoming more open and integrated with
neighboring, regional and international economies. The study examines the relationship …

내국인해외증권투자확대가외환시장에미치는영향(The Impact of the Residents' Foreign Portfolio Investments on Foreign Exchange Market)

TS Kang, YSI Jeong, K Kim, E Kang - KIEP No. 연구보고서, 2019 - papers.ssrn.com
내국인 해외증권투자 확대가 외환시장에 미치는 영향 Page 1 연구보고서 19-10 내국인 해외증권
투자 확대가 외환시장에 미치는 영향 강태수 정영식 김경훈 강은정 Electronic copy available at …