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- Cointegration (1)
- Contractionary effect (1)
- Devaluation (1)
- Dynamic panel data (1)
- Endogeneity (1)
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- Exchange Rate (1)
- Fiscal Dominance (1)
- Fiscal policy (1)
- J-Curve (1)
- Monetary policy (1)
- Output (1)
- Quantile regression (1)
- Structural Vector Error Correction Model (SVECM). (1)
- The Fiscal Theory of Inflation (FTI) (1)
- The Fiscal Theory of the Price Level (FTPL) (1)
- Two-stage quantile regression (1)
- Vector Autoregression (VAR) (1)
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Articles 1 - 4 of 4
Full-Text Articles in Econometrics
Monte-Carlo Simulation Study Of Two-Stage Quantile Regression For Dynamic Panel Data, Hossameldin Ahmed, Alaa Ahmed Prof, Aya Afify Ms
Monte-Carlo Simulation Study Of Two-Stage Quantile Regression For Dynamic Panel Data, Hossameldin Ahmed, Alaa Ahmed Prof, Aya Afify Ms
Economics
No abstract provided.
Equal Quantile Order For Two-Stage Quantile Regression For Dynamic Panel Data Models: Monte-Carlo Simulation Study, Hossameldin Ahmed, Aya Afify Ms, Alaa Ibrahim Prof
Equal Quantile Order For Two-Stage Quantile Regression For Dynamic Panel Data Models: Monte-Carlo Simulation Study, Hossameldin Ahmed, Aya Afify Ms, Alaa Ibrahim Prof
Economics
No abstract provided.
Monetary-Fiscal Policy Interaction: An Empirical Analysis In Egypt, Sahar M. Abdel-Haleim, Mohamed Hassan, Lobna M. Abdel-Latif
Monetary-Fiscal Policy Interaction: An Empirical Analysis In Egypt, Sahar M. Abdel-Haleim, Mohamed Hassan, Lobna M. Abdel-Latif
Business Administration
This paper examines the effect of the developments introduced since 2003 in Egypt on the nature of interaction of monetary and fiscal policies and the achievement of macroeconomic objectives. Utilizing the Structural Vector Autoregression (SVAR) approach, the dynamic interaction of policies and their effects on macroeconomic aggregates are investigated. The findings support the success of the developments in eliminating the fiscal dominance. However, coordination between policies is still weak to achieve the macroeconomic stabilization objectives. The results also prove the conventional Keynesian effect of fiscal policy on real GDP. However, the fiscal multiplier is very small. Likewise, expansionary monetary policy …
The Effect Of Devaluation On Output In The Egyptian Economy: A Vector Autoregression Analysis, Sahar M. Abdel-Haleim, Hala El-Ramly
The Effect Of Devaluation On Output In The Egyptian Economy: A Vector Autoregression Analysis, Sahar M. Abdel-Haleim, Hala El-Ramly
Business Administration
The objective of this paper is to analyze the relationship between exchange rate changes and output in the Egyptian economy. This is the first such study that we know of for Egypt. Employing a Vector Autoregression model, the paper conducts the study using annual data for Egypt over the period 1982-2004. The results of the study indicate that devaluations have an initial contractionary effect on output in Egypt. This contractionary effect lasts for a period of as long as four years before the expected positive effect of the devaluation starts to materialize. Moreover, the study clarifies that real exchange rate …