Search

Your search keyword '"Ruptures structurelles"' showing total 4 results
Start Over Descriptor "Ruptures structurelles" Topic cointegration
4 results on '"Ruptures structurelles"'

1. External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks.

Author

Delbianco, Fernando and Fioriti, Andrés

Subjects
MACROECONOMICS, COMMODITY exchanges
Abstract

Copyright of Lecturas de Economia is the property of Universidad de Antioquia, Facultad de Ciencias Economicas and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Published
2018
Full Text
View/download PDF

2. Hypothèse de la Parité des Pouvoirs d'Achat : Le cas de la République Sud-Africaine et la Chine

Author

Joël Kazadi, Laboratoire d'Econométrie et Statistique (LES), École de Santé Publique, Université de Kinshasa, and Kazadi, Joël

Subjects
Racine unitaire, Cointegration, Price index, Taux de change, Exchange rate, Cointégration, [STAT] Statistics [stat], [STAT]Statistics [stat], Unit root, MESH: C12, MESH: F31, Structural breaks, Indice des prix, MESH: E31, Ruptures structurelles
Abstract

This paper examines the Purchasing Power Parity (PPP) hypothesis between South Africa and China for the period 1986-2019, using time series techniques which allow for structural breaks. The unit root test of Zivot and Andrews (1992) and the cointegration test of Gregory and Hansen (1996) respectively reveal that the real exchange rate serie is not stationary in level and that the series of nominal exchange rate and price indices for the two countries do not admit a long-run equilibrium relationship. These results lead us to conclude that the PPP theory does not hold for the case of South Africa and China., Ce papier examine l'hypothèse de la parité des pouvoirs d'achat (PPA) entre la République Sud-Africaine (RSA) et la Chine, durant la période 1986-2019, en recourant aux techniques des séries temporelles autorisant la présence des ruptures structurelles. Le test de la racine unitaire de Zivot and Andrews (1992) et le test de cointégration de Gregory and Hansen (1996) révèlent respectivement que la série du taux de change réel n'est pas stationnaire en niveau et que les séries du taux de change nominal et des indices des prix relatives aux deux pays n'admettent pas une relation d'équilibre à long terme. Ces résultats nous conduisent ainsi à conclure que la théorie de la PPA ne se vérifie pas pour le cas de la RSA et la Chine.

Published
2020

3. Misalignment under different exchange rate regimes: The case of Turkey * [*.] We would like to thank two anonymous referees for helpful comments and suggestions. All errors remain ours.

Author

Dağdeviren, Sengül, Binatli, Ayla Oğuş, and Sohrabji, Niloufer

Subjects
FOREIGN exchange rates, ECONOMIC equilibrium, FINANCIAL crises, MARKET volatility, ERRORS
Abstract

Copyright of International Economics (2110-7017) is the property of Elsevier B.V. and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Published
2012
Full Text
View/download PDF

4. Stochastic Convergence amongst Mexican States.

Author

Lluís Carrion-I-Silvestre, Josep and German-Soto, Vicente

Subjects
ECONOMIC convergence, ECONOMICS, GROSS domestic product, PER capita, MEXICAN states
Abstract

Copyright of Regional Studies is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Published
2007
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results