Academic Journals Database
Disseminating quality controlled scientific knowledge

EXCHANGE RATE VOLATILITY AND GROWTH IN EMERGING EUROPE

ADD TO MY LIST
 
Author(s): CORINA GEORGETA BOAR

Journal: Review of Finance and Banking
ISSN 2067-2713

Volume: 2;
Issue: 2;
Start page: 103;
Date: 2010;
VIEW PDF   PDF DOWNLOAD PDF   Download PDF Original page

ABSTRACT
This paper analyses the influence of NEER and REER volatility on growth ina panel of six developing European countries. Two measures of volatility are employed(standard deviation and ARCH/GARCH models) and its influence on growth is tested boththrough a GLS and a GMM estimation. Moreover, given the properties of the time seriesused, both panel and individual cointegration are tested using the Pedroni and, respectively,the Johansen methodology.
Grammarly - world's best grammar checker     Make your system Speedy again with SpeedyPC Pro!