Currency misalignments in the BRIICS countries: fixed vs. floating exchange rates

DOI10.1007/S11079-018-9477-0zbMath1402.91453OpenAlexW2794223591WikidataQ125622147 ScholiaQ125622147MaRDI QIDQ1628351

Minoas Koukouritakis, Nikolaos Giannellis

Publication date: 4 December 2018

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11079-018-9477-0

zbMATH Keywords

panel cointegrationBRIICSexternal balance modelfixed vs. floating exchange ratesmisalignment rate

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

A tale of two surplus countries: China and Germany

Cites Work

• Cross-sectional dependence robust block bootstrap panel unit root tests
• Threshold effects in non-dynamic panels: Estimation, testing, and inference
• Testing slope homogeneity in large panels
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• A panel bootstrap cointegration test
• Real exchange rates, the trade balance and net foreign assets: long-run relationships and measures of misalignment
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• A residual-based test of the null of cointegration in panel data
• Linear Regression Limit Theory for Nonstationary Panel Data
• Fear of Floating
• Efficient Inference in a Random Coefficient Regression Model
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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