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dc.contributor.authorHassan, Gazi M.
dc.contributor.authorHolmes, Mark J.
dc.date.accessioned2013-10-31T01:18:55Z
dc.date.available2013-10-31T01:18:55Z
dc.date.copyright2013-12
dc.date.issued2013
dc.identifier.citationHassan, G. M., Holmes, M. J. (2013). Remittances and the real effective exchange rate. Applied Economics, 45(45), 4959-4970.en_NZ
dc.identifier.urihttps://hdl.handle.net/10289/8129
dc.description.abstractWe examine the long-run relationship between remittances and the real exchange rate for less-developed countries. In a key departure from the literature, we employ a panel cointegration approach using an innovative method for the measurement of the multilateral real effective exchange rate and we focus on high-remittance economies. We find a small inelastic, but significant, long-run relationship which confirms a Dutch disease type effect. The short-run relationship is explored using a panel vector error correction model which confirms that short-run causality is unidirectional running from remittances to the exchange rate. Potential asymmetries in this relationship are identified using quantile regression analysis.en_NZ
dc.language.isoenen_NZ
dc.publisherRoutledgeen_NZ
dc.relation.ispartofApplied Economics
dc.relation.urihttp://www.tandfonline.com/doi/abs/10.1080/00036846.2013.808311#.UnGs-XBkNuAen_NZ
dc.subjectremittancesen_NZ
dc.subjectreal effective exchange rateen_NZ
dc.subjectpanel cointegrationen_NZ
dc.subjectpanel vector error correctionen_NZ
dc.subjectquantile regressionen_NZ
dc.titleRemittances and the real effective exchange rateen_NZ
dc.typeJournal Articleen_NZ
dc.identifier.doi10.1080/00036846.2013.808311en_NZ


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