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  1. The impacts of the dollar-renminbi exchange rate misalignment on the China-United States commodity trade
    an asymmetric analysis
    Autor*in: Ferjani, Sabrine; Saafi, Sami; Nouira, Ridha; Rault, Christophe
    Erschienen: April 2022
    Verlag:  CESifo, Center for Economic Studies & Ifo Institute, Munich, Germany

    Contrary to most existing studies of the literature that assumed that the effects of real exchange rate (RE) misalignment on trade flows are symmetric, this paper considers a more general and realistic framework allowing for possible asymmetric... mehr

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    Contrary to most existing studies of the literature that assumed that the effects of real exchange rate (RE) misalignment on trade flows are symmetric, this paper considers a more general and realistic framework allowing for possible asymmetric effects. We use monthly time-series data over the January 2002-October 2020 period from 66 two-digit industries that trade between China and the U.S. in order to avoid the well-known aggregation bias. Estimates of symmetric error-correction models (ECM) revealed that real dollar-renminbi rate misalignment has short-run effects on 35 U.S. exporting and 53 U.S. importing industries. These short-run effects translated into the long run in 18 and 17 industries, respectively. The numbers increased considerably when estimating asymmetric ECM. Indeed, short-run asymmetric effects were then found in 47 U.S. exporting and 62 U.S. importing industries, which translated into long-run asymmetric effects in 20 U.S. exporting and 21 U.S. importing industries. Our analysis highlights the importance of separating currency overvaluation from currency undervaluation in assessing the effects of the RE misalignment on trade flows between the U.S. and China and confirms that the impacts are industry specific. Our findings (robust to possible structural breaks) are useful for trading industries, and policymakers, and advocate accounting for asymmetries when examining the RE misalignment-trade flows nexus.

     
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    Sprache: Englisch
    Medientyp: Buch (Monographie)
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    Weitere Identifier:
    hdl: 10419/260836
    Schriftenreihe: CESifo working paper ; no. 9706 (2022)
    Schlagworte: asymmetry; nonlinear ARDL; exchange rate misalignment; commodity trade; China; the United States
    Umfang: 1 Online-Ressource (circa 49 Seiten)
  2. The determinants of crude oil prices
    evidence from ARDL and nonlinear ARDL approaches
    Autor*in: Salem, Leila Ben; Nouira, Ridha; Jeguirim, Khaled; Rault, Christophe
    Erschienen: October 2022
    Verlag:  CESifo, Munich, Germany

    This paper is an innovative attempt to empirically investigate the determinants of crude oil prices. The main objective is to distinguish between short- and long-term effects of some covariates on oil prices. The autoregressive distributed lag (ARDL)... mehr

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    This paper is an innovative attempt to empirically investigate the determinants of crude oil prices. The main objective is to distinguish between short- and long-term effects of some covariates on oil prices. The autoregressive distributed lag (ARDL) approach is applied to daily series spanning the period from January 2, 2003, to May 24, 2021, to analyze long-run relationships and short-run dynamics. The paper also focuses on the asymmetric effects of covariates and a nonlinear ARDL (NARDL) approach is used to explore this asymmetry. The use of an asymmetric error correction model with asymmetric cointegration provides new insights for examining the determinants of oil prices. All investigations of underlying oil price fluctuations are examined both before and in the COVID-19 pandemic. Our results, based on different econometric specifications, have key policy implications for policymakers both with and without COVID-19 potential considerations.

     
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    Weitere Identifier:
    hdl: 10419/267283
    Schriftenreihe: CESifo working papers ; 10050 (2022)
    Schlagworte: crude oil prices; ARDL; nonlinear ARDL; symmetric and asymmetric
    Umfang: 1 Online-Ressource (circa 25 Seiten), Illustrationen
  3. The determinants of crude oil prices
    evidence from ARDL and nonlinear ARDL approaches
    Autor*in: Ben Salem, Leila; Nouira, Ridha; Jeguirim, Khaled; Rault, Christophe
    Erschienen: October 2022
    Verlag:  IZA - Institute of Labor Economics, Bonn, Germany

    This paper is an innovative attempt to empirically investigate the determinants of crude oil prices. The main objective is to distinguish between short- and long-term effects of some covariates on oil prices. The autoregressive distributed lag (ARDL)... mehr

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    This paper is an innovative attempt to empirically investigate the determinants of crude oil prices. The main objective is to distinguish between short- and long-term effects of some covariates on oil prices. The autoregressive distributed lag (ARDL) approach is applied to daily series spanning the period from January 2, 2003, to May 24, 2021, to analyze long-run relationships and short-run dynamics. The paper also focuses on the asymmetric effects of covariates and a nonlinear ARDL (NARDL) approach is used to explore this asymmetry. The use of an asymmetric error correction model with asymmetric cointegration provides new insights for examining the determinants of oil prices. All investigations of underlying oil price fluctuations are examined both before and in the COVID-19 pandemic. Our results, based on different econometric specifications, have key policy implications for policymakers both with and without COVID-19 potential considerations.

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/267403
    Schriftenreihe: Discussion paper series / IZA ; no. 15666
    Schlagworte: crude oil price; ARDL; Nonlinear ARDL; symmetric and asymmetric; COVID-19
    Umfang: 1 Online-Ressource (circa 25 Seiten), Illustrationen
  4. The impacts of the dollar-renminbi exchange rate misalignment on the China-United States commodity trade
    an asymmetric analysis
    Autor*in: Ferjani, Sabrine; Saafi, Sami; Nouira, Ridha; Rault, Christophe
    Erschienen: April 2022
    Verlag:  IZA - Institute of Labor Economics, Bonn, Germany

    Contrary to most existing studies of the literature that assumed that the effects of real exchange rate (RE) misalignment on trade flows are symmetric, this paper considers a more general and realistic framework allowing for possible asymmetric... mehr

    Zugang:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 4
    Fernleihe:
    keine Fernleihe

     

    Contrary to most existing studies of the literature that assumed that the effects of real exchange rate (RE) misalignment on trade flows are symmetric, this paper considers a more general and realistic framework allowing for possible asymmetric effects. We use monthly time-series data over the January 2002-October 2020 period from 66 two-digit industries that trade between China and the U.S. in order to avoid the well-known aggregation bias. Estimates of symmetric error-correction models (ECM) revealed that real dollar-renminbi rate misalignment has short-run effects on 35 U.S. exporting and 53 U.S. importing industries. These short-run effects translated into the long run in 18 and 17 industries, respectively. The numbers increased considerably when estimating asymmetric ECM. Indeed, short-run asymmetric effects were then found in 47 U.S. exporting and 62 U.S. importing industries, which translated into long-run asymmetric effects in 20 U.S. exporting and 21 U.S. importing industries. Our analysis highlights the importance of separating currency overvaluation from currency undervaluation in assessing the effects of the RE misalignment on trade flows between the U.S. and China and confirms that the impacts are industry specific. Our findings (robust to possible structural breaks) are useful for trading industries, and policymakers, and advocate accounting for asymmetries when examining the RE misalignment-trade flows nexus.

     
    Export in Literaturverwaltung   RIS-Format
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/263451
    Schriftenreihe: Discussion paper series / IZA ; no. 15235
    Schlagworte: asymmetry; nonlinear ARDL; exchange rate misalignment; commodity trade; China; the United States
    Umfang: 1 Online-Ressource (circa 49 Seiten)
  5. On the impact of oil prices on sectoral inflation
    evidence from world's top oil exporters and importers
    Autor*in: Ben Salem, Leila; Nouira, Ridha; Rault, Christophe
    Erschienen: January 2024
    Verlag:  CESifo, Munich, Germany

    This paper investigates the impact of oil price variations on sectoral inflation for a sample of 10 top oil importing and exporting countries. Specifically, we analyze the effects of oil prices on the consumer price index using monthly data spanning... mehr

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 63
    Fernleihe:
    keine Fernleihe

     

    This paper investigates the impact of oil price variations on sectoral inflation for a sample of 10 top oil importing and exporting countries. Specifically, we analyze the effects of oil prices on the consumer price index using monthly data spanning the July 2009 to February 2021 period. Two nonlinear techniques are used to this end: The nonlinear autoregressive distributed lag approach (NARDL), and the Hansen's model (2000). Our econometric results first indicate that the effect of oil price on inflation tends to change across sectors and countries. Second, the inflationary effects of variations in oil prices are likely to affect the energy sector, such as transport and equipment, which are the most dependent on oil. Third, the effect of oil price exists for all countries, but it is stronger in oil-importing than in oil-exporting ones. Besides, the country most sensitive to the oil price level is China.

     
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    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/282567
    Schriftenreihe: CESifo working papers ; 10879 (2024)
    Schlagworte: oil price; sectoral inflation; NARDL; panel threshold model; oil-importing countries; oil-exporting countries
    Umfang: 1 Online-Ressource (circa 46 Seiten), Illustrationen
  6. Oil price fluctuations and exchange rate dynamics in the MENA region
    evidence from non-causality-in-variance and asymmetric non-causality tests
    Autor*in: Nouira, Ridha; Hadj Amor, Thouraya; Rault, Christophe
    Erschienen: 2018
    Verlag:  CESifo, Center for Economic Studies & Ifo Institute, Munich

    The aim of this paper is to investigate the exchange rate consequences of oil-price fluctuations and to test for the dynamics of oil price volatility by examining interactions between oil market and exchange rate in selected MENA countries (Egypt,... mehr

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    Staats- und Universitätsbibliothek Bremen
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    The aim of this paper is to investigate the exchange rate consequences of oil-price fluctuations and to test for the dynamics of oil price volatility by examining interactions between oil market and exchange rate in selected MENA countries (Egypt, Jordan, Morocco, Qatar, Saudi Arabia, Tunisia, and UAE). Using daily time series data covering the period from January 1, 2001 to December 29, 2017, we implement the test for asymmetric non-causality of Hatemi-J (2012), the asymmetric generalized impulse response functions of Hatemi-J (2014), and the test for noncausality-in-variance of Hafner and Herwartz (2006) to examine the presence of volatility spillover between oil prices and exchange rates return series. The econometric investigation reveals in particular that i) when prices are rising in Tunisia and Saudi Arabia, oil prices cause change in exchange rates, and ii) there is significant evidence of volatility spillovers from oil markets to exchange rate markets in the selected MENA countries. These findings have important implications both from the investor's and from the policy-maker's perspective.

     
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/185399
    Schriftenreihe: Array ; no. 7201
    Umfang: 1 Online-Ressource (circa 25 Seiten), Illustrationen
  7. Political risk and real exchange rate
    what can we learn from recent developments in panel data econometrics for emerging and developing countries?
    Autor*in: Bahmani-Oskooee, Mohsen; Hadj Amor, Thouraya; Nouira, Ridha; Rault, Christophe
    Erschienen: [2019]
    Verlag:  CESifo, Center for Economic Studies & Ifo Institute, Munich, Germany

    This paper focuses on the analysis of the long-run response of the Real Exchange Rate (RER) to political risks and tests whether non-economic variables have an impact on RER in 31 emerging and developing countries. We use annual data from the... mehr

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    This paper focuses on the analysis of the long-run response of the Real Exchange Rate (RER) to political risks and tests whether non-economic variables have an impact on RER in 31 emerging and developing countries. We use annual data from the International Country Risk Guide database over the 1984 to 2016 period. Based on the recently developed method of Cross- Sectionally Augmented ARDL approach of Chudik and Pesaran (2015b), and the panel threshold estimation of Chudik et al. (2017) our main findings are the following: i) countries experiencing a high degree of corruption, a high risk to investment, or a high degree of political instability tend to experience a real exchange rate depreciation, ii) there exists strong evidence for a threshold effect on the relationship between investment profile-RER, corruption-RER and political instability-RER. Specifically, political instability and corruption adversely affect real exchange rate especially when they exceed the threshold. iii) the effects of bureaucracy, law, and order seem to be statistically insignificant on the RER. Our findings are robust to the inclusion of the Balassa-Samuelson effect in the estimated equations.

     
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    Format: Online
    Weitere Identifier:
    hdl: 10419/198803
    Schriftenreihe: Array ; no. 7443 (January 2019)
    Umfang: 1 Online-Ressource (circa 25 Seiten)
  8. How do oil prices affect the GDP and its components?
    new evidence from a time-varying threshold model
    Autor*in: Ben Salem, Leila; Nouira, Ridha; Saafi, Sami; Rault, Christophe
    Erschienen: April 2024
    Verlag:  IZA - Institute of Labor Economics, Bonn, Germany

    Revealing the precise thresholds at which fluctuations in oil prices start to affect gross domestic product and its various components (consumption, investment, expenditure and exports) holds significant implications for policymakers in both... mehr

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    Revealing the precise thresholds at which fluctuations in oil prices start to affect gross domestic product and its various components (consumption, investment, expenditure and exports) holds significant implications for policymakers in both oil-importing and oil-exporting countries. Existing studies assessing the effects of oil prices on economic activity typically assume constant or stable threshold values. However, recent evidence suggests that this restrictive assumption may not accurately capture the dynamic nature of these relationships. We address this issue by adopting a more realistic framework that allows for the possibility that oil prices will have a time-varying effect on economic activity. We also employ the innovative time-varying threshold regression kink model of Yang and Su (2018). Our analysis focuses on a sample of 20 top oil-importing and oil-exporting countries during the period 1995Q1 to 2023Q2. The findings of our investigation provide compelling evidence to support the existence of time-varying threshold levels in the relationship between oil prices and macroeconomic activity for most countries in our sample. Notably, our research unveils a substantial heterogeneity in the oil price thresholds across the investigated countries, thereby challenging the notion of a universal threshold applicable to all.

     
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    Schriftenreihe: Discussion paper series / IZA ; no. 16970
    Schlagworte: oil price; GDP and its components; time-varying threshold; oil-importing countries; oil-exporting countries
    Umfang: 1 Online-Ressource (circa 49 Seiten), Illustrationen
  9. Volatility spillover between oil prices and main exchange rates
    evidence from a DCC-GARCH-connectedness approach
    Autor*in: Ben Salem, Leila; Zayati, Montassar; Nouira, Ridha; Rault, Christophe
    Erschienen: February 2024
    Verlag:  IZA - Institute of Labor Economics, Bonn, Germany

    This paper investigates the co-movements of oil prices and the exchange rates of 10 top oil-importing and oil-exporting countries. Firstly, we estimated the total static spillover index based on vector autoregressive (VAR) models. Secondly, we... mehr

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    This paper investigates the co-movements of oil prices and the exchange rates of 10 top oil-importing and oil-exporting countries. Firstly, we estimated the total static spillover index based on vector autoregressive (VAR) models. Secondly, we adopted the recent DCC-GARCH-CONNECTEDNESS approach proposed by Gabauer (2020) to conduct a time-varying analysis that investigates the directionally dynamic connectedness among WTI and Shanghai crude oil futures and currency markets. We explored contagion spillover volatility by focusing on a sample of major oil-exporting and oil-importing countries using daily data from 4 March 2018 to 25 August 2023. We analysed this relationship during four phases: the entire sample; before COVID-19; during COVID-19; and during the Russian-Ukrainian war. Our results confirm the persistence of volatility for the series studied, thereby justifying the use of the dynamic connectedness approach. Our findings also reveal strong evidence of volatility transmission between oil prices and exchange-rate markets. However, the COVID-19 pandemic and the Russian-Ukrainian war have altered this link. The connectedness between the two markets (petrol and exchange) was stronger at the beginning of the crisis period and then gradually depreciated in value over time. Our findings reveal that exchange rates for both oil-exporting and oil-importing countries are more sensitive to oil price shocks during crises than in normal periods. This suggests that volatility contagion between these two markets continues to exist, thus emphasising the role of oil price shocks as net transmitters across the network during extreme scenarios.

     
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    Schriftenreihe: Discussion paper series / IZA ; no. 16832
    Schlagworte: Shanghai futures; WTI; exchange rates; DCC-GARCHConnectedness; COVID-19; Russian-Ukrainian war
    Umfang: 1 Online-Ressource (circa 46 Seiten), Illustrationen
  10. On the impact of oil prices on sectoral inflation
    evidence from world's top oil exporters and importers
    Autor*in: Ben Salem, Leila; Nouira, Ridha; Rault, Christophe
    Erschienen: January 2024
    Verlag:  IZA - Institute of Labor Economics, Bonn, Germany

    This paper investigates the impact of oil price variations on sectoral inflation for a sample of 10 top oil importing and exporting countries. Specifically, we analyze the effects of oil prices on the consumer price index using monthly data spanning... mehr

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    This paper investigates the impact of oil price variations on sectoral inflation for a sample of 10 top oil importing and exporting countries. Specifically, we analyze the effects of oil prices on the consumer price index using monthly data spanning the July 2009 to February 2021 period. Two nonlinear techniques are used to this end: The nonlinear autoregressive distributed lag approach (NARDL), and the Hansen's model (2000). Our econometric results first indicate that the effect of oil price on inflation tends to change across sectors and countries. Second, the inflationary effects of variations in oil prices are likely to affect the energy sector, such as transport and equipment, which are the most dependent on oil. Third, the effect of oil price exists for all countries, but it is stronger in oil-importing than in oil-exporting ones. Besides, the country most sensitive to the oil price level is China.

     
    Export in Literaturverwaltung   RIS-Format
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    Sprache: Englisch
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    Format: Online
    Weitere Identifier:
    hdl: 10419/282833
    Schriftenreihe: Discussion paper series / IZA ; no. 16706
    Schlagworte: oil price; sectoral inflation; NARDL; panel threshold model; oil-importing countries; oil-exporting countries
    Umfang: 1 Online-Ressource (circa 46 Seiten), Illustrationen
  11. Volatility spillover between oil prices and main exchange rates
    evidence from a DCC-GARCH-Connectedness approach
    Autor*in: Ben Salem, Leila; Zayati, Montassar; Nouira, Ridha; Rault, Christophe
    Erschienen: March 2024
    Verlag:  CESifo, Munich, Germany

    This paper investigates the co-movements of oil prices and the exchange rates of 10 top oil-importing and oil-exporting countries. Firstly, we estimated the total static spillover index based on vector autoregressive (VAR) models. Secondly, we... mehr

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    Verlag (kostenfrei)
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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 63
    Fernleihe:
    keine Fernleihe

     

    This paper investigates the co-movements of oil prices and the exchange rates of 10 top oil-importing and oil-exporting countries. Firstly, we estimated the total static spillover index based on vector autoregressive (VAR) models. Secondly, we adopted the recent DCC-GARCH-CONNECTEDNESS approach proposed by Gabauer (2020) to conduct a time-varying analysis that investigates the directionally dynamic connectedness among WTI and Shanghai crude oil futures and currency markets. We explored contagion spillover volatility by focusing on a sample of major oil-exporting and oil-importing countries using daily data from 4 March 2018 to 25 August 2023. We analysed this relationship during four phases: the entire sample; before COVID-19; during COVID-19; and during the Russian‒Ukrainian war. Our results confirm the persistence of volatility for the series studied, thereby justifying the use of the dynamic connectedness approach. Our findings also reveal strong evidence of volatility transmission between oil prices and exchange-rate markets. However, the COVID-19 pandemic and the Russian‒Ukrainian war have altered this link. The connectedness between the two markets (petrol and exchange) was stronger at the beginning of the crisis period and then gradually depreciated in value over time. Our findings reveal that exchange rates for both oil-exporting and oil-importing countries are more sensitive to oil price shocks during crises than in normal periods. This suggests that volatility contagion between these two markets continues to exist, thus emphasising the role of oil price shocks as net transmitters across the network during extreme scenarios.

     
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    Quelle: Verbundkataloge
    Sprache: Englisch
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    Format: Online
    Weitere Identifier:
    hdl: 10419/296078
    Schriftenreihe: CESifo working papers ; 10989 (2024)
    Schlagworte: Shanghai futures; WTI; exchange rates; DCC-GARCH-CONNECTEDNESS; Covid-19; Russian-Ukraine war
    Umfang: 1 Online-Ressource (circa 46 Seiten), Illustrationen