The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model

Dąbrowski, Marek A.; Papież, Monika; Rubaszek, Michał; Śmiech, Sławomir

doi:10.1016/j.eneco.2022.106017

Cited by 15 publications

(1 citation statement)

References 62 publications

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“…Uysal & Mohamoud (2018) demonstrated a positive correlation between exports and exchange rates in East African nations. According to Dąbrowski et al (2022) global disturbances elicited significant reactions from exporters, particularly in the oil sector, and Chien et al (2020) findings affect the stability of bilateral trade exchange rates.…”

Section: Figure 1 Average Exchange Rate (Rupiah-usd)mentioning

confidence: 99%

Analysis of exchange rates in the economic uncertainty era

Salim,

Soelistyo

2024

Optim. J. Ekon. dan Pembang.

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The exchange rate, an essential macroeconomic indicator, reflects the economy's strength. In 2023, global economic uncertainty poses a risk to the health of a country's economy, particularly impacting the exchange rate, which is crucial for global economic transactions. This study examines how exports, inflation, interest rates, GDP, and a dummy variable for economic uncertainty affect the rupiah's value against the USD. The study employs the Error Correction Model (ECM) and tests based on classical assumptions to conduct this analysis. Understanding the indicators that influence fluctuations in the rupiah exchange rate is critical in planning effective economic policies, so this research is essential to provide in-depth insight into how short-term and long-term influences on the exchange rate are affected by independent variables as well as contributing to the understanding of policy in predict exchange rates. This research concludes that exports, inflation, and GDP are the factors that dominate this research in designing policies to maintain the stability of the Rupiah currency against the USD in facing the threat of economic uncertainty. The implication of the study that government needs to strengthen exports and maintain the stability of price to control inflation.

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Section: Figure 1 Average Exchange Rate (Rupiah-usd)mentioning

confidence: 99%

Analysis of exchange rates in the economic uncertainty era

Salim,

Soelistyo

2024

Optim. J. Ekon. dan Pembang.

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Rental market structure and housing dynamics: An interacted panel VAR investigation

Rubaszek,

Stenvall,

Uddin

2024

Int. J Fin Econ

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This article uses the interacted panel VAR method to analyse how institutional factors related to the structure of the housing market explain cross‐country heterogeneity in responses to macroeconomic shocks. While the previous literature focused on the stabilizing role of the mortgage market, we argue that housing tenure structure also plays an important role. In the baseline, we use data for nine OECD members to investigate how the size and regulations of the rental market affect the response of the housing market to interest rate shocks. As a reference, we also conduct a similar analysis with the mortgage market structure as the institutional factor. We find that both the rental market size and maximum loan‐to‐value ratios are important in explaining heterogeneity of housing market responses to macroeconomic shocks.

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Responses of Foreign Exchange Market to External Shocks: What Makes Differences?

Lim

2024

Open Econ Rev

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The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model

Cited by 15 publications

References 62 publications

Analysis of exchange rates in the economic uncertainty era

Analysis of exchange rates in the economic uncertainty era

Rental market structure and housing dynamics: An interacted panel VAR investigation

Responses of Foreign Exchange Market to External Shocks: What Makes Differences?

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