Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Daniel Ordoñez-Callamand"'
Publikováno v:
Revista de Economía del Rosario, Vol 21, Iss 1 (2018)
El artículo explora la estimación de una función de demanda por dinero tradicional para la economía colombiana para el periodo 1984-2016. Se utiliza un modelo de cointegración bajo un enfoque no lineal, como el propuesto por Saikkonen y Choi (20
Externí odkaz:
https://doaj.org/article/4f367f935cb2496c9a85f32da832e0c8
Autor:
José Eduardo Gómez-González, Santiago Gomez-Malagon, Daniel Ordoñez-Callamand, Luis Fernando Melo-Velandia
Publikováno v:
Empirical Economics. 59:357-369
We use a panel rank cointegration approach to check for the stability conditions of the cross-country money market interest rate basis. Using weekly information on short-term interest rates and spot and forward exchange rates for a set of 20 European
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6be0be40ab75f1bd8826a106f4af05b9
https://doi.org/10.1007/s00181-019-01633-4
https://doi.org/10.1007/s00181-019-01633-4
Publikováno v:
International Review of Economics & Finance. 58:78-101
Central bank intervention typically entails the use of multiple and possibly non-linear policies. In this paper we introduce a dynamic Tobit model embedded in a Vector Autoregression in order to identify simultaneous monetary shocks. Our method is ea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c12b4ae2e3d35e714a2d2774bd67f9d2
https://doi.org/10.1016/j.iref.2018.03.001
https://doi.org/10.1016/j.iref.2018.03.001
Publikováno v:
International Finance. 21:195-213
Most of the literature on the effectiveness of foreign exchange intervention has yet to reach a general consensus. In part, this is due to the different estimation methods in which exogenous variation is identified. In this sense, the use of heavily-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8bca6cfcbfdb143501b4022ad8b1e77f
https://doi.org/10.1111/infi.12131
https://doi.org/10.1111/infi.12131
Publikováno v:
International Finance. 21:2-22
This paper studies current account sustainability in four major Latin American countries from 1996 to 2016. We use an empirical model that allows for the presence of several regimes. We find that there is a long†run relationship between the inco
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0df98c048627db1d150d88dca643e9a5
https://doi.org/10.1111/infi.12124
https://doi.org/10.1111/infi.12124
Publikováno v:
The North American Journal of Economics and Finance. 42:629-639
We study the determinants of sovereign default risk for a group of 23 OECD countries using quarterly data spanning the period between 2000:Q1 and 2016:Q3. Applying the recently developed panel dynamic heterogeneous common correlated effects estimator
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ca16ebc40597c681329ee257827273c2
https://doi.org/10.1016/j.najef.2017.09.008
https://doi.org/10.1016/j.najef.2017.09.008
This article models the money demand for the Colombian economy between 1984 and 2016. We use a cointegration model under a non-linear framework as the one proposed by Saikkonen and Choi (2004). Our results suggest two extreme regimes for the money de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3a289c5b94f4da58edc4a72d41abf6b7
https://doi.org/10.32468/be.1012
https://doi.org/10.32468/be.1012
