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Tests for Interest Rate Convergence
(National University of Ireland, Galway, 1997-05)
We use a new test for cointegration that allows for structural breaks in the cointegrating relationship to test for bilateral interest rate convergence in the European Monetary System. Contrary to previous studies that ...
Exchange Rate Volatility and Exports: The Case of Ireland
(National University of Ireland, Galway, 1997-05)
We use the techniques of cointegration and error-correction models to estimate long-run and short-run export demand functions for Ireland using quarterly data for the 1979-1993 period. We consider three determinants of ...
Testing for monetary policy convergence in european countries
(National University of Ireland, Galway, 1997-12)
The paper tests for long-run monetary policy convergence and short-run
policy interactions in seven ERM countries over the 1979-1992 period using
the approach of multivariate cointegration and Granger-causality tests. ...
Cointegration Tests of the Profit-maximising Equilibrium in Greek Manufacturing 1958-1991
(National University of Ireland, Galway, 1997-05)
This paper applies the recently developed cointegration techniques to test for a
long-run equilibrium among real wages and the average productivity of labour
as implied by profit maximisation in the Greek manufacturing ...