Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries

Nikolaos Giannellis and Minoas Koukouritakis ()

No 1806, Working Papers from University of Crete, Department of Economics

Abstract: In this paper we investigate whether the price of gold is affected by internal and external macroeconomic performance, which is reflected in exchange rate movements

Keywords: G7; external balance model; panel cointegration; misalignment rate; panel smooth transition regression model (search for similar items in EconPapers)
JEL-codes: E42 F31 F41 (search for similar items in EconPapers)
Pages: 28 pages
Date: 2018-10-20
New Economics Papers: this item is included in nep-fmk, nep-mac and nep-opm
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Journal Article: Gold price and exchange rates: A panel smooth transition regression model for the G7 countries (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:crt:wpaper:1806

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