Search Results - Enders, C~
-
1
Real exchange rate shocks, asymmetric adjustments and long-run equilibrium in less developed countries
Published 2004“…While existing studies involving developed and less developed countries often find against purchasing power parity having employed linear tests of non-stationarity or non-cointegration, we employ a new cointegration test, recently advocated by Enders and Siklos and Enders and Dibooglu, that tests for an asymmetric adjustment towards parity with respect to positive and negative real exchange rate shocks. …”
Get full text
Default Preprint -
2
Real exchange rate shocks, asymmetric adjustment and long-run equilibrium in less developed countries
Published 2003“…While existing studies involving developed and less developed countries often find against purchasing power parity having employed linear tests of non-stationarity or non-cointegration, we employ a new cointegration test, recently advocated by Enders and Siklos and Enders and Dibooglu, that tests for an asymmetric adjustment towards parity with respect to positive and negative real exchange rate shocks. …”
Get full text
Default Preprint -
3
How to improve bank regulation in Indonesia: an empirical study ofoptimal bank corrective action employing the dynamic contingent claims model
Published 2004“…While existing studies involving developed and less developed countries often find against purchasing power parity having employed linear tests of non-stationarity or non-cointegration, we employ a new cointegration test, recently advocated by Enders and Siklos and Enders and Dibooglu, that tests for an asymmetric adjustment towards parity with respect to positive and negative real exchange rate shocks. …”
Get full text
Default Preprint -
4
Are fiscal deficits inflationary in African countries? A new evidence from an asymmetric cointegration analysis
Published 2019“…This paper investigates relationship between fiscal deficits and inflation in a sample of twelve African countries using quarterly series, covering the period from 1980:1 to 2018:4. …”
Get full text
Default Article