Essays about: "Error-correction model of exchange rate"

Showing result 1 - 5 of 9 essays containing the words Error-correction model of exchange rate.

  1. 1. Effects of exchange rate changes on the Zambi's trade balance

    University essay from Högskolan Väst/Avd för juridik, ekonomi, statistik och politik

    Author : Justine Kuntashula; [2020]
    Keywords : Zambia´s trade balance; real effective exchange rate; M-L condition; J- curve effect;

    Abstract : In this paper, we examined the effects of real effective exchange rate (REER) changes on the Zambia´s trade balance, and whether the Marshal-Lerner condition (M-Lerner condition) and the Jcurve effect are satisfied in Zambia following the depreciation of the Zambian Kwacha (ZMK) against the U.S. dollar. READ MORE

  3. 2. The Impact of Brexit on the Swedish Economy : a Study on the Swedish Forest Products Export Sector

    University essay from SLU/Dept. of Economics

    Author : Carl Lundberg; [2018]
    Keywords : Brexit; Exchange Rate; Export; Forest Industry; Time Series Analysis; Vector Error Correction Model;

    Abstract : On the 29th of March 2019, the U.K. is scheduled to leave the European Union. This withdrawal is estimated to affect both the U. READ MORE

  4. 3. THE RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND THE CHINESE STOCK MARKET-AN APPLICATION OF VECTOR ERROR CORRECTION MODEL

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Zhe Zeng; [2017]
    Keywords : ;

    Abstract : Using Johansen's vector error correction model, this paper investigates the long-term equilibrium between stock price and six selected macroeconomic variables in China. On testing different VECM models, we find that there is no long-term equilibrium between stock price and 6 macroeconomic variables, although there may exist long-term equilibrium among macroeconomic variables themselves. READ MORE

  5. 4. The effects of Chinese exchange rate depreciations on the bilateral trade relationship between the US and China

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Maximilian Kärnfelt; Oscar Oddestad; [2014-06-24]
    Keywords : China and US trade; Exchange rate; Error Correction Model; Cointegration; Law of one price;

    Abstract : This paper examines the impacts of real exchange depreciations on the bilateral trade between the US and China. Both the theoretical predictions and the empirical evidence suggest that Chinese real exchange rate depreciation would stimulate Chinese exports. READ MORE

  6. 5. SHORT-RUN AND LONG-RUN DYNAMICS OF TRADE BALANCE: TESTING FOR THE VALIDITY OF MARSHALL-LERNER CONDITION AND J-CURVE HYPOTHESIS IN TURKEY

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Sercan Piskin; [2014]
    Keywords : Marshall-Lerner condition; J-Curve Hypothesis; Turkey’s trade balance; ARDL Model; Bounds Test.; Social Sciences;

    Abstract : Growing trade deficit has been one of the major problems of the Turkish economy to date. This study aims to provide empirical insights to policy makers about whether real depreciation or devaluation of Turkish Lira is an effective way of improving the trade deficit. READ MORE