Investigating the Balassa-Samuelson hypothesis in the transition: Do we understand what we see? A panel study

Economics of Transition

Volumn 10, Issue 2, 2002, Pages 273-309

  Égert, Balázs ^a  

^a UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

Author keywords

Balassa Samuelson effect; Panel cointegration; Productivity; Real exchange rate; Transition

Indexed keywords

CAPITAL FLOW; HYPOTHESIS TESTING; PRODUCTIVITY; REAL EXCHANGE RATE; TRANSITIONAL ECONOMY;

CZECH REPUBLIC; HUNGARY; POLAND; SLOVAKIA; SLOVENIA;

EID: 0036069391     PISSN: 09670750     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0351.00112     Document Type: Article

References (28)

1. The purchasing-power-parity doctrine: A reappraisal
2. Sustainable regimes of capital movements in accession countries
3. Designing disinflation programs in transition economies: The implications of relative price adjustment
4. Real exchange rate dynamics in transition economies
5. Interpreting real exchange rate movements in transition countries
6. Cointegration and error correction: Representation, estimation and testing
7. Modelling inflation in EU accession countries: The case of the Czech Republic, Hungary and Poland
8. Equilibrium exchange rates in transition countries
9. Economic transformation and real exchange rates in the 2000s: The Balassa-Samuelson connection
10. Recursive estimation in cointegrated VAR-models
11. Postwar US business cycles: An empirical investigation
12. Economic growth and real exchange rate: An overview of the Balassa-Samuelson hypothesis in Asia
13. Statistical analysis of cointegration vectors
14. Determination of the cointegration rank in the presence of a linear trend
15. Fully modified OLS for heterogeneous cointegrated panels and the case of purchasing power parity
16. Critical values for cointegration tests in heterogeneous panels with multiple regressors
17. Fully modified OLS for heterogeneous cointegrated panels
18. Panel cointegration; asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis
19. On adjusting the HP-filter for the frequency of observations
20. The impact of productivity differentials on inflation and the real exchange rate: An estimation of the Balassa-Samuelson effect in Slovenia
21. Purchasing power parity and the real exchange rate
22. Components of the real exchange rate in hungary
23. The minimum inflation rate for Euroland
24. Maastricht and the choice of exchange rate regime in transition countries during the run-up to EMU