Exchange Rate Volatility and Growth in Emerging Europe
Corina Georgeta Boar
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Corina Georgeta Boar: Academia de Studii Economice / Facultatea de Finante, Asigurari, Banci si Burse de Valori
The Review of Finance and Banking, 2010, vol. 02, issue 2, 103-120
This paper analyses the in_uence of NEER and REER volatility on growth in a panel of six developing European countries. Two measures of volatility are employed (standard deviation and ARCH/GARCH models) and its in_uence on growth is tested both through a GLS and a GMM estimation. Moreover, given the properties of the time series used, both panel and individual cointegration are tested using the Pedroni and, re-spectively, the Johansen methodology.
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Persistent link: https://EconPapers.repec.org/RePEc:rfb:journl:v:02:y:2010:i:2:p:103-120
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