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The response of inflation to its determinants : does it differ at short and long horizons?
Rashid, Abdul - In: International journal of economics and business research 6 (2013) 2, pp. 229-242
Persistent link: https://www.econbiz.de/10010351155
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Estimating import-demand function in ARDL framework : the case of Pakistan
Rashid, Abdul; Razzaq, Tayyaba - 2010
We develop a structural econometric model of import demand for Pakistan, with binding foreign exchange constraint. ARDL and DOLS techniques are used to estimate the log-run coefficients of price and income elasticities. The empirical results from ARDL bound testing approach and Johansen’s...
Persistent link: https://www.econbiz.de/10011524088
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Estimating Import-Demand Function in ARDL Framework: The Case of Pakistan
Rashid, Abdul; Razzaq, Tayyaba - Volkswirtschaftliche Fakultät, … - 2010
We estimate the import demand function for Pakistan using the structural model recently developed by Emran and Shilpi (2010). ARDL and DOLS techniques are used to estimate the log-run coefficients of price and income elasticities. The empirical results from ARDL bound testing approach and...
Persistent link: https://www.econbiz.de/10008684920
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On the exchange rate expectations: Does UIP really beat PPP and random walks?
Rashid, Abdul - In: International Journal of Economics and Business Research 4 (2012) 3, pp. 346-361
In this paper, the purchasing power parity, uncovered interest rate parity and random walk component are nested in a single equation and tested for Pakistan. The autoregressive distributed lag framework is used to recover the underlying parameters of exchange rate expectations formation. The...
Persistent link: https://www.econbiz.de/10010816765
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Estimating Import-Demand Function in ARDL Framework
Rashid, Abdul; Razzaq, Tayyaba - 2010
We develop a structural econometric model of import demand for Pakistan, with binding foreign exchange constraint. ARDL and DOLS techniques are used to estimate the log-run coefficients of price and income elasticities. The empirical results from ARDL bound testing approach and Johansen’s...
Persistent link: https://www.econbiz.de/10011496118
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The response of inflation to its determinants: does it differ at short and long horizons?
Rashid, Abdul - In: International Journal of Economics and Business Research 6 (2013) 2, pp. 229-242
Using an autoregressive distributed lag (ARDL) approach, this paper empirically analyses whether the response of inflation to its determinants differs at short and long horizons. The results from the bounds test provide evidence of the existence of a significant long-run relationship between...
Persistent link: https://www.econbiz.de/10010684348
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Estimating Import-Demand Function in ARDL Framework: The Case of Pakistan
Rashid, Abdul; Razzaq, Tayyaba - Volkswirtschaftliche Fakultät, … - 2010
We develop a structural econometric model of import demand for Pakistan, with binding foreign exchange constraint. ARDL and DOLS techniques are used to estimate the log-run coefficients of price and income elasticities. The empirical results from ARDL bound testing approach and Johansen’s...
Persistent link: https://www.econbiz.de/10008560058
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Estimating Import-Demand Function in ARDL Framework
Rashid, Abdul; Razzaq, Tayyaba - Economics and Econometrics Research Institute (EERI) - 2010
We develop a structural econometric model of import demand for Pakistan, with binding foreign exchange constraint. ARDL and DOLS techniques are used to estimate the log-run coefficients of price and income elasticities. The empirical results from ARDL bound testing approach and Johansen’s...
Persistent link: https://www.econbiz.de/10008462000