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Modelling export equations using an unobserved component model: the case of the Euro Area and its competitors

  • Bernardina Algieri

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    File URL: http://hdl.handle.net/10.1007/s00181-010-0399-y
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    Article provided by Springer in its journal Empirical Economics.

    Volume (Year): 41 (2011)
    Issue (Month): 3 (December)
    Pages: 593-637

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    Handle: RePEc:spr:empeco:v:41:y:2011:i:3:p:593-637
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    1. David De La Croix & Jean-Pierre Urbain, 1998. "Intertemporal substitution in import demand and habit formation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(6), pages 589-612.
    2. Alain N. Kabundi & Francisco Nadal-De Simone, 2009. "Recent French Export Performance; Is there a Competitiveness Problem?," IMF Working Papers 09/2, International Monetary Fund.
    3. Harvey, Andrew, 1997. "Trends, Cycles and Autoregressions," Economic Journal, Royal Economic Society, vol. 107(440), pages 192-201, January.
    4. Keiko Murata & Dave Turner & David Rae & Laurence Le Fouler, 2000. "Modelling Manufacturing Export Volumes Equations: A System Estimation Approach," OECD Economics Department Working Papers 235, OECD Publishing.
    5. Robert Anderton & Filippo di Mauro & Fabio Moneta, 2004. "Understanding the impact of the external dimension on the euro area - trade, capital flows and other international macroeconomic linkages," Occasional Paper Series 12, European Central Bank.
    6. Harvey, Andrew & Scott, Andrew, 1994. "Seasonality in Dynamic Regression Models," Economic Journal, Royal Economic Society, vol. 104(427), pages 1324-45, November.
    7. Hervé, Karine & Pain, Nigel & Richardson, Pete & Sédillot, Franck & Beffy, Pierre-Olivier, 2011. "The OECD's new global model," Economic Modelling, Elsevier, vol. 28(1), pages 589-601.
    8. Reinhart, Carmen, 1994. "Devaluation, Relative Prices, and International Trade," MPRA Paper 13708, University Library of Munich, Germany.
    9. Arellano, M, 1987. "Computing Robust Standard Errors for Within-Groups Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(4), pages 431-34, November.
    10. James G. MacKinnon, 1995. "Numerical Distribution Functions for Unit Root and Cointegration Tests," Working Papers 918, Queen's University, Department of Economics.
    11. Rafal Kierzenkowski, 2009. "The Challenge of Restoring French Competitiveness," OECD Economics Department Working Papers 720, OECD Publishing.
    12. Deardorff, Alan V. & Stern, Robert M., 1978. "The terms-of-trade effect on expenditure : Some evidence from econometric models," Journal of International Economics, Elsevier, vol. 8(3), pages 409-414, August.
    13. Nigel Pain & Annabelle Mourougane & Franck Sédillot & Laurence Le Fouler, 2005. "The New OECD International Trade Model," OECD Economics Department Working Papers 440, OECD Publishing.
    14. Nicholas Sarantis & Chris Stewart, 2001. "Unobserved components in an error-correction model of consumption for Southern European countries," Empirical Economics, Springer, vol. 26(2), pages 391-405.
    15. Goldstein, Morris & Khan, Mohsin S, 1978. "The Supply and Demand for Exports: A Simultaneous Approach," The Review of Economics and Statistics, MIT Press, vol. 60(2), pages 275-86, May.
    16. Rose, Andrew K., 1990. "Exchange rates and the trade balance : Some evidence from developing countries," Economics Letters, Elsevier, vol. 34(3), pages 271-275, November.
    17. Pain, Nigel & Wakelin, Katharine, 1998. "Export Performance and the Role of Foreign Direct Investment," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(0), pages 62-88, Supplemen.
    18. Abdelhak S. Senhadji & Claudio E. Montenegro, 1999. "Time Series Analysis of Export Demand Equations: A Cross-Country Analysis," IMF Staff Papers, Palgrave Macmillan, vol. 46(3), pages 2.
    19. Faini, Riccardo & Clavijo, Fernando & Senhadji-Semlali, Abdel, 1992. "The fallacy of composition argument : Is it relevant for LDCs' manufactures exports?," European Economic Review, Elsevier, vol. 36(4), pages 865-882, May.
    20. Caporale, Guglielmo Maria & Chui, Michael K F, 1999. "Estimating Income and Price Elasticities of Trade in a Cointegration Framework," Review of International Economics, Wiley Blackwell, vol. 7(2), pages 254-64, May.
    21. Ca' Zorzi, Michele & Schnatz, Bernd, 2007. "Explaining and forecasting euro area exports: which competitiveness indicator performs best?," Working Paper Series 0833, European Central Bank.
    22. Joseph E. Gagnon, 2003. "Long-run supply effects and the elasticities approach to trade," International Finance Discussion Papers 754, Board of Governors of the Federal Reserve System (U.S.).
    23. Landesmann, M. & Snell, A., 1988. "The Consequences Of Mrs Thatcher For Uk Manufacturing Exports," Cambridge Working Papers in Economics 883, Faculty of Economics, University of Cambridge.
    24. Hung, Wansing & Kim, Yoonbai & Ohno, Kenichi, 1993. "Pricing exports: a cross-country study," Journal of International Money and Finance, Elsevier, vol. 12(1), pages 3-28, February.
    25. James H. Stock & Mark W. Watson, 1991. "A simple estimator of cointegrating vectors in higher order integrated systems," Working Paper Series, Macroeconomic Issues 91-3, Federal Reserve Bank of Chicago.
    26. Marquez, Jaime & McNeilly, Caryl, 1988. "Income and Price Elasticities for Exports of Developing Countries," The Review of Economics and Statistics, MIT Press, vol. 70(2), pages 306-14, May.
    27. Bussière, Matthieu & Chudik, Alexander & Sestieri, Giulia, 2009. "Modelling global trade flows: results from a GVAR model," Working Paper Series 1087, European Central Bank.
    28. Anderton, Bob, 1991. "Underlying Trends in Manufacturing Export Shares for Six Major Industrialized Countries," Bulletin of Economic Research, Wiley Blackwell, vol. 43(2), pages 169-78, April.
    29. Boyd, Derick & Caporale, Gugielmo Maria & Smith, Ron, 2001. "Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(3), pages 187-200, July.
    30. Peter Hooper & Catherine L. Mann, 1989. "Exchange Rate Pass-through in the 1980s: The Case of U.S. Imports of Manufactures," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 20(1), pages 297-337.
    31. Filippo di Mauro & Katrin Forster, 2008. "Globalisation and the competitiveness of the euro area," Occasional Paper Series 97, European Central Bank.
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