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Keywords: Panel threshold model
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Journal Articles
Does productivity drive the real exchange rate movements? A re-examination of the Balassa–Samuelson hypothesis
Available to Purchase
Journal:
Journal of Economic Studies
Journal of Economic Studies (2020) 47 (5): 1093–1118.
Published: 02 June 2020
... the bi-directional causality among RER and productivity for both the approaches. Further, to provide more insights, the study employs a fixed-effects panel threshold model. The results indicate that increase in productivity leads to both appreciation and depreciation of RER depending on threshold regimes...
Journal Articles
Asymmetric impact of exchange rate pass-through into employees' wages in sub-Saharan Africa: panel non-linear threshold estimation
Available to Purchase
Journal:
Journal of Economic Studies
Journal of Economic Studies (2020) 47 (7): 1629–1647.
Published: 28 April 2020
... of marginal propensity to consume (MPC) and marginal propensity to savings (MPS). Originality/value This article integrates labor purchasing power into the analysis of ERPT using non-linear dynamic panel heterogeneous threshold regression. It extends the Hansen (1996, 1999) dynamic panel threshold models...
