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Full-Text Articles in Econometrics
Nonlinearities In The Real Exchange Rates: New Evidence From Developed And Developing Countries, Yamin S. Ahmad, Ming Chien Lo, Olena M. Staveley-O'Carroll
Nonlinearities In The Real Exchange Rates: New Evidence From Developed And Developing Countries, Yamin S. Ahmad, Ming Chien Lo, Olena M. Staveley-O'Carroll
Economics Department Working Papers
This paper investigates nonlinearities in the dynamics of real exchange rates. We use Monte Carlo simulations to establish the size properties of the Teräsvirta-Anderson (1992) and the Teräsvirta (1994) test, when the dynamics of the real exchange rate is influenced by an exogenous process. In addition, we examine the modification proposed by Ahmad, Lo and Mykhaylova (2013; Journal of International Economics) to show that the modified nonlinearity test performs much better than the original in both Monte Carlo exercises and in the actual data on 1431 bilateral real exchange rate series. Finally, we investigate the dynamics of the real exchange …
Exploring The Visegrád-Russia Connection: Understanding The Political And Economic Ramifications Of Sanction Policies Four Years Later (Preface), Eric S. Peters
Exploring The Visegrád-Russia Connection: Understanding The Political And Economic Ramifications Of Sanction Policies Four Years Later (Preface), Eric S. Peters
Select or Award-Winning Individual Scholarship
In 2014 the European Union, in concert with a number of other nations, enacted multiple rounds of sanctions against the Russian Federation. These sanctions were implemented due to the perceived role of the Russian Federation in the Ukrainian Euro Maiden Revolution of February 2014, and the subsequent annexation of the Crimean region. The following work investigates the resulting impacts of these sanctions on V4 (Czech, Hungarian, Polish, & Slovak) economies before ultimately concluding sanctions did not result in long term economic harm to the respective nations. The work is divided into 6 essays (Econometric Analyses, Energy, Financial …
Fighting World Hunger Can Be A Win-Win: Innovating Firms Can Do Well By Doing Good, Konstantinos Giannakas, Amalia Yiannaka
Fighting World Hunger Can Be A Win-Win: Innovating Firms Can Do Well By Doing Good, Konstantinos Giannakas, Amalia Yiannaka
CAFIO: Policy Research Group Policy Pagers
A 2018 report by the Food and Agriculture Organization of the United Nations estimates that more than 820 million people around the world have been facing malnutrition and hunger.
Based on K. Giannakas and A. Yiannaka. 2018. Doing Well by Doing Good: Agricultural Biotechnology in the Fight against Hunger. Agricultural Economics. doi: 10.1111/agec.12455