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Exchange Rate Volatility and Growth in Emerging Europe

Listed author(s):
  • Corina Georgeta Boar

    (Academia de Studii Economice / Facultatea de Finante, Asigurari, Banci si Burse de Valori)

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    This paper analyses the in_uence of NEER and REER volatility on growth in a panel of six developing European countries. Two measures of volatility are employed (standard deviation and ARCH/GARCH models) and its in_uence on growth is tested both through a GLS and a GMM estimation. Moreover, given the properties of the time series used, both panel and individual cointegration are tested using the Pedroni and, re-spectively, the Johansen methodology.

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    Article provided by Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante in its journal The Review of Finance and Banking.

    Volume (Year): 02 (2010)
    Issue (Month): 2 (December)
    Pages: 103-120

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    Handle: RePEc:rfb:journl:v:02:y:2010:i:2:p:103-120
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