Macroeconomic Fluctuations and Asymmetries in Selected East Mediterranean and Gulf Countries: An Empirical Investigation

The Journal of Economic Asymmetries - Tập 1 - Trang 143-172 - 2004
Simon Neaime1
1American University of Beirut

Tài liệu tham khảo

Ambler, 1989, “Does Money Matter in Canada? Evidence from a Vector Error Correction Model”, The Review of Economics and Statistics, 71, 651, 10.2307/1928107 Bailey, 1989, “The Effects of US Money Supply Announcements on Canadian Stock, Bond, and Currency Prices”, Canadian Journal of Economics, 3, 607, 10.2307/135543 Backus, 1986, “The Canadian-US Exchange Rate: Evidence from a Vector Autoregression”, The Review of Economics and Statistics, 68, 628, 10.2307/1924522 Batten, 1985, “The Interrelationship of Monetary Policies Under Floating Exchange Rate Regimes”, Journal of Money Credit and Banking, 17, 103, 10.2307/1992510 Bordo, 1987, “The Behavior of Money Stock Under Interest Rate Control: Some Evidence for Canada”, Journal of Money Credit and Banking, 19, 181, 10.2307/1992274 Choudhri, 1983, “The Transmission of Inflation in A Small Economy: An Empirical Analysis of the Influence of U.S. Monetary Disturbances on Canadian Inflation”, Journal of International Money and Finance, 2, 167, 10.1016/0261-5606(83)90013-X Engle, 1987, “Co-integration and Error Correction Representation, Estimation and Testing”, 55, 251 Gregory, 1985, “An Econometric Model of Canadian Monetary Policy over the 1970's”, Journal of Money Credit and Banking, 17, 43, 10.2307/1992505 Hoffmaister, 1998, “Macroeconomic Fluctuations in Sub-Saharan Countries”, International Monetary Fund (IMF) Staff Papers, 45 Johansen, 1991, “Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models”, Econometrica, 59, 1551, 10.2307/2938278 Kireyev, A., (2000), “Comparative Macroeconomics Dynamics in the EMG World: A Panel VAR Approach”, IMF Working paper Series, (WP/00/54). Naka, 1997, “Examining Impulse Response Functions in Cointegrated Systems”, Applied Economics, 29, 1593, 10.1080/00036849700000035 Mansooriann, 2002, “Habits and Durability in Consumption and the Effects of Exchange Rate Policies”, International Economic Journal, 16, 97, 10.1080/10168730200080016 Mansoorian, 2003, “Durable Goods, Habits, Time Preference, and Exchange Rates”, North American Journal of Economics and Finance, 14, 115, 10.1016/S1062-9408(02)00115-8 Mansoorian, 2000, “Habits and Durability in Consumption and the Effects of Tariff Protection”, Open Economies Review, 11, 195, 10.1023/A:1008333322391 Neaime, 2002, “The Future of the Dollar-Euro Exchange Rate”, North American Journal of Economics and Finance, 13, 57, 10.1016/S1062-9408(02)00061-X Neaime, 2000 Osterwald-Lenum, 1992, “A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics”, Oxford Bulletin of Economics and Statistics, 54, 461, 10.1111/j.1468-0084.1992.tb00013.x Phillips, 1988, “Testing for a Unit Root in Time Series Regression”, Biometrika, 75, 335, 10.1093/biomet/75.2.335 Prasad, 1998, “International Evidence of Trade Dynamics”, International Monetary Fund Staff Papers, 3, 401, 10.2307/3867410 Sims, 1980, “Comparison on Interwar and Post War Business Cycles: Monetarism Reconsidered”, American Economic Review, 70, 250