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On the Causes and Effects of Exchange Rate Volatility on Economic Growth: Evidence from Ghana
16 references·16 citing·36 second hopsampled
On the Causes and Effects of Exchange Rate Volatility on Economic Growth: Evidence from Ghana (2016)On the Causes and Effects of Exchange Rat…Carry Trades and Global Foreign Exchange Volatility (2012)Carry Trades and Global Forei…To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth (2003)To Float or to Fix: Evidence …Monetary Policy in the Open Economy Revisited: Price Setting and Exchange-Rate Flexibility (2003)Monetary Policy in the Open E…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Exchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)Sources of Real Exchange Rate…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Outward-Oriented Developing Economies Really Do Grow More Rapidly: Evidence from 95 LDCs, 1976-1985 (1992)Outward-Oriented Developing E…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Foreign direct investment, remittances, real exchange rate, imports, and economic growth in Ghana: An ARDL approach (2023)Foreign direct investment, re…Effect of exchange rate on inflation in the inflation targeting framework: Is the threshold level relevant? (2023)Effect of exchange rate on in…Exchange Rate Volatility, Inflation and Economic Growth in Developing Countries: Panel Data Approach for SADC (2022)Exchange Rate Volatility, Inf…Modeling the volatility of exchange rate and international trade in Ghana: empirical evidence from GARCH and EGARCH (2021)Modeling the volatility of ex…The Effect of Exchange Rate Volatility on Economic Growth: Case of the CEE Countries (2020)The Effect of Exchange Rate V…Macroeconomic Fundamentals and the Exchange Rate Volatility: Empirical Evidence From Somalia (2020)Macroeconomic Fundamentals an…Asymmetric effect of exchange rate volatility on trade in sub-Saharan African countries (2020)Asymmetric effect of exchange…Asymmetric effect of exchange rate volatility on India's cross‐border trade: Evidence from global financial crisis and multiple threshold nonlinear autoregressive distributed lag model (2020)Asymmetric effect of exchange…The impact of exchange rate volatility on the Nigerian economic growth: An empirical investigation (2019)The impact of exchange rate v…The Effects of Exchange Rate Volatility on Economic Growth of West African English-Speaking Countries (2019)The Effects of Exchange Rate …Interdependence of Major Exchange Rates in Ghana: A Wavelet Coherence Analysis (2019)Interdependence of Major Exch…Differential effects of credit risk and capital adequacy ratio on profitability of the domestic banking sector in Ghana (2019)Differential effects of credi…Real exchange rate volatility and domestic consumption in Ghana (2018)Real exchange rate volatility…Determinants of exchange rate volatility: empirical evidence for Turkey (2018)Determinants of exchange rate…The Real Exchange Rate, the Ghanaian Trade Balance, and the J-curve (2017)The Real Exchange Rate, the G…Financial Development, Growth Volatility and Information Asymmetry in Sub‐Saharan Africa: Does Law Matter? (2017)Financial Development, Growth…Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Convergence Across States and Regions (1991)Bounds testing approaches to the analysis of level relationships (2001)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1992Outward-Oriented Developing Economies Really Do Grow More Rapidly: Evidence from 95 LDCs, 1976-19852,153 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 2012Carry Trades and Global Foreign Exchange Volatility925 cited
  • 2003Monetary Policy in the Open Economy Revisited: Price Setting and Exchange-Rate Flexibility755 cited

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2003
To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth
634 cited
  • 1994Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?622 cited
  • Cited by

    • 2020The Effect of Exchange Rate Volatility on Economic Growth: Case of the CEE Countries130 cited
    • 2022Exchange Rate Volatility, Inflation and Economic Growth in Developing Countries: Panel Data Approach for SADC91 cited
    • 2020Macroeconomic Fundamentals and the Exchange Rate Volatility: Empirical Evidence From Somalia89 cited
    • 2017Financial Development, Growth Volatility and Information Asymmetry in Sub‐Saharan Africa: Does Law Matter?85 cited
    • 2020Asymmetric effect of exchange rate volatility on India's cross‐border trade: Evidence from global financial crisis and multiple threshold nonlinear autoregressive distributed lag model62 cited
    • 2019Differential effects of credit risk and capital adequacy ratio on profitability of the domestic banking sector in Ghana61 cited
    • 2023Effect of exchange rate on inflation in the inflation targeting framework: Is the threshold level relevant?48 cited
    • 2020Asymmetric effect of exchange rate volatility on trade in sub-Saharan African countries46 cited
    • 2023Foreign direct investment, remittances, real exchange rate, imports, and economic growth in Ghana: An ARDL approach45 cited
    • 2019The Effects of Exchange Rate Volatility on Economic Growth of West African English-Speaking Countries43 cited
    • 2018Determinants of exchange rate volatility: empirical evidence for Turkey42 cited
    • 2017The Real Exchange Rate, the Ghanaian Trade Balance, and the J-curve38 cited
    • 2019Interdependence of Major Exchange Rates in Ghana: A Wavelet Coherence Analysis36 cited
    • 2019The impact of exchange rate volatility on the Nigerian economic growth: An empirical investigation33 cited
    • 2021Modeling the volatility of exchange rate and international trade in Ghana: empirical evidence from GARCH and EGARCH32 cited
    • 2018Real exchange rate volatility and domestic consumption in Ghana28 cited