Cointegration analysis in an inflationary environment: what can we learn from Ukraine's nominal exports?
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Kiel
Inst. für Weltwirtschaft
2001
|
| Series: | Kieler Arbeitspapiere
1084 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 39 S. graph. Darst. |
Staff View
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Record in the Search Index
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| adam_text | Contents
1. Motivation 3
2. The demand for Ukrainian exports 5
3. Data availability and the construction of regressors 7
4. Cointegration Analysis I: Identifying the Demand Relationship 12
4.1. Johansen Procedure 12
4.2. The System Restricted to One Cointegration Vector 14
5. Uncertainties surrounding the empirical price elasticity of
Ukrainian export demand 18
6. Cointegration Analysis II: Accounting for Permanent Real
Appreciation by the Deterministic Part of the Model 22
6.1. Rank Test 23
6.2. Narrowing the Range of Potential Cointegrating Vectors 24
6.3. Allowing for An Upward Sloping Export Supply Curve 25
6.4. Final Specification With An Infinitely Elastic Long Run
Supply Curve 28
7. Summary and Conclusions 31
Appendix: Unit root tests to determine the order of integration 34
References 36
|
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:57:03Z |
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| language | English |
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| physical | 39 S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
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| series | Kieler Arbeitspapiere |
| series2 | Kieler Arbeitspapiere |
| spelling | Strauß, Hubert Verfasser aut Cointegration analysis in an inflationary environment what can we learn from Ukraine's nominal exports? by Hubert Strauß Kiel Inst. für Weltwirtschaft 2001 39 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Kieler Arbeitspapiere 1084 1993-2000 Export / Nachfrage / Außenhandelselastizität / Kointegration / Schätzung / Kaufkraftparität / Inflation / Exchange Rate Pass-Through / Ukraine Kointegration (DE-588)4347470-6 gnd rswk-swf Export (DE-588)4016020-8 gnd rswk-swf Ukraine (DE-588)4061496-7 gnd rswk-swf Ukraine (DE-588)4061496-7 g Export (DE-588)4016020-8 s Kointegration (DE-588)4347470-6 s DE-604 Kieler Arbeitspapiere 1084 (DE-604)BV000000922 1084 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009634227&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Strauß, Hubert Cointegration analysis in an inflationary environment what can we learn from Ukraine's nominal exports? Kieler Arbeitspapiere Export / Nachfrage / Außenhandelselastizität / Kointegration / Schätzung / Kaufkraftparität / Inflation / Exchange Rate Pass-Through / Ukraine Kointegration (DE-588)4347470-6 gnd Export (DE-588)4016020-8 gnd |
| subject_GND | (DE-588)4347470-6 (DE-588)4016020-8 (DE-588)4061496-7 |
| title | Cointegration analysis in an inflationary environment what can we learn from Ukraine's nominal exports? |
| title_auth | Cointegration analysis in an inflationary environment what can we learn from Ukraine's nominal exports? |
| title_exact_search | Cointegration analysis in an inflationary environment what can we learn from Ukraine's nominal exports? |
| title_full | Cointegration analysis in an inflationary environment what can we learn from Ukraine's nominal exports? by Hubert Strauß |
| title_fullStr | Cointegration analysis in an inflationary environment what can we learn from Ukraine's nominal exports? by Hubert Strauß |
| title_full_unstemmed | Cointegration analysis in an inflationary environment what can we learn from Ukraine's nominal exports? by Hubert Strauß |
| title_short | Cointegration analysis in an inflationary environment |
| title_sort | cointegration analysis in an inflationary environment what can we learn from ukraine s nominal exports |
| title_sub | what can we learn from Ukraine's nominal exports? |
| topic | Export / Nachfrage / Außenhandelselastizität / Kointegration / Schätzung / Kaufkraftparität / Inflation / Exchange Rate Pass-Through / Ukraine Kointegration (DE-588)4347470-6 gnd Export (DE-588)4016020-8 gnd |
| topic_facet | Export / Nachfrage / Außenhandelselastizität / Kointegration / Schätzung / Kaufkraftparität / Inflation / Exchange Rate Pass-Through / Ukraine Kointegration Export Ukraine |
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| volume_link | (DE-604)BV000000922 |
| work_keys_str_mv | AT straußhubert cointegrationanalysisinaninflationaryenvironmentwhatcanwelearnfromukrainesnominalexports |