The Effects of Budget Deficit Reduction on Exchange Rate: Evidence from Turkey
Download full text from publisher
References listed on IDEAS
- Menzie Chinn & Louis Johnston, 1996.
"Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries,"
NBER Working Papers
5709, National Bureau of Economic Research, Inc.
- Louis Dorrance Johnston & Menzie David Chinn, 1997. "Real Exchange Rate Levels, Productivity and Demand Shocks; Evidence from a Panel of 14 Countries," IMF Working Papers 97/66, International Monetary Fund.
- Canzoneri, Matthew B. & Cumby, Robert E. & Diba, Behzad, 1999.
"Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries,"
Journal of International Economics,
Elsevier, vol. 47(2), pages 245-266, April.
- Canzoneri, Matthew B & Cumby, Robert & Diba, Behzad, 1996. "Relative Labour Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries," CEPR Discussion Papers 1464, C.E.P.R. Discussion Papers.
- Matthew B. Canzoneri & Robert E. Cumby & Behzad Diba, 1996. "Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries," NBER Working Papers 5676, National Bureau of Economic Research, Inc.
- Stock, James H & Watson, Mark W, 1993.
"A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems,"
Econometric Society, vol. 61(4), pages 783-820, July.
- 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.
- Chinn, Menzie David, 1997. "Paper pushers or paper money? Empirical assessment of fiscal and monetary models of exchange rate determination," Journal of Policy Modeling, Elsevier, vol. 19(1), pages 51-78, February.
- Balvers, Ronald J. & Bergstrand, Jeffrey H., 2002. "Government expenditure and equilibrium real exchange rates," Journal of International Money and Finance, Elsevier, vol. 21(5), pages 667-692, October.
- Engle, Robert & Granger, Clive, 2015.
"Co-integration and error correction: Representation, estimation, and testing,"
Publishing House "SINERGIA PRESS", vol. 39(3), pages 106-135.
- Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-276, March.
- Laurence Ball & N. Gregory Mankiw, 1995.
"What do budget deficits do?,"
Proceedings - Economic Policy Symposium - Jackson Hole,
Federal Reserve Bank of Kansas City, pages 95-119.
- Laurence Ball & N. Gregory Mankiw, 1995. "What Do Budget Deficits Do?," NBER Working Papers 5263, National Bureau of Economic Research, Inc.
- Laurence Ball & N. Gregory Mankiw, 1995. "What do Budget Deficits Do?," Harvard Institute of Economic Research Working Papers 1740, Harvard - Institute of Economic Research.
- Engle, R.F. & Yoo, B.S., 1989. "Cointegrated Economic Time Series: A Survey With New Results," Papers 8-89-13, Pennsylvania State - Department of Economics.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Craig S. Hakkio, 1996. "The effects of budget deficit reduction on the exchange rate," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 21-38.
- Chinn, Menzie David, 1997. "Whither the Yen? Implications of an Intertemporal Model of the Dollar/Yen Rate," Journal of the Japanese and International Economies, Elsevier, vol. 11(2), pages 228-246, June.
- Levin, Andrew & Lin, Chien-Fu & James Chu, Chia-Shang, 2002.
"Unit root tests in panel data: asymptotic and finite-sample properties,"
Journal of Econometrics,
Elsevier, vol. 108(1), pages 1-24, May.
- Tom Doan, "undated". "LEVINLIN: RATS procedure to perform Levin-Lin-Chu test for unit roots in panel data," Statistical Software Components RTS00242, Boston College Department of Economics.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- K. Azim Özdemir & Mesut Saygili, 2013. "Economic uncertainty and money demand stability in Turkey," Journal of Economic Studies, Emerald Group Publishing, vol. 40(3), pages 314-333, July.
More about this item
KeywordsBudget deficits; exchange rates; cointegration analysis;
- H62 - Public Economics - - National Budget, Deficit, and Debt - - - Deficit; Surplus
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-07-21 (All new papers)
- NEP-CBA-2006-07-21 (Central Banking)
- NEP-CWA-2006-07-21 (Central & Western Asia)
- NEP-FMK-2006-07-21 (Financial Markets)
- NEP-IFN-2006-07-21 (International Finance)
- NEP-PBE-2006-07-21 (Public Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:deu:dpaper:0507. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Gonca Konyali). General contact details of provider: http://edirc.repec.org/data/iideutr.html .