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Exchange Rate Volatility and Growth in Emerging Europe

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  • Corina Georgeta Boar

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

Abstract

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.

Suggested Citation

  • Corina Georgeta Boar, 2010. "Exchange Rate Volatility and Growth in Emerging Europe," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 2(2), pages 103-120, December.
  • Handle: RePEc:rfb:journl:v:02:y:2010:i:2:p:103-120
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    Cited by:

    1. Mariarosaria Comunale, 2016. "Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in the EU," CAMA Working Papers 2016-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Comunale, Mariarosaria, 2017. "Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in EU," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 350-370.
    3. Aihua Wang & Faruk Balli & Xiumin Li, 2015. "Possible Best Currency Basket Selection from the Perspective of Real Effective Exchange Rate," Pacific Economic Review, Wiley Blackwell, vol. 20(4), pages 635-650, October.

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