{"title":"汇款对汇率和消费的影响：来自乌克兰的证据","authors":"I. Oleksiv, D. Mirzoieva","doi":"10.1080/00128775.2022.2093751","DOIUrl":null,"url":null,"abstract":"ABSTRACT This study analyzes the influence of remittances on the exchange rate and consumption, applying the Granger test and ARDL/ECM models to investigate different aspects of such impact. Using the Granger test, we tested causalities between remittance inflows, exchange rate, consumption, export, and import. The Granger test showed causal relations between remittances and all other listed variables. We also found that remittances contributed to the exchange rate appreciation in the short and long-term perspectives by applying ARDL/ECM models. Additionally, the ARDL/ECM models showed that the exchange rate was significantly defined by its lagged values.","PeriodicalId":45883,"journal":{"name":"Eastern European Economics","volume":"60 1","pages":"418 - 432"},"PeriodicalIF":1.3000,"publicationDate":"2022-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"Impact of Remittances on the Exchange Rate and Consumption: Evidence from Ukraine\",\"authors\":\"I. Oleksiv, D. Mirzoieva\",\"doi\":\"10.1080/00128775.2022.2093751\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"ABSTRACT This study analyzes the influence of remittances on the exchange rate and consumption, applying the Granger test and ARDL/ECM models to investigate different aspects of such impact. Using the Granger test, we tested causalities between remittance inflows, exchange rate, consumption, export, and import. The Granger test showed causal relations between remittances and all other listed variables. We also found that remittances contributed to the exchange rate appreciation in the short and long-term perspectives by applying ARDL/ECM models. Additionally, the ARDL/ECM models showed that the exchange rate was significantly defined by its lagged values.\",\"PeriodicalId\":45883,\"journal\":{\"name\":\"Eastern European Economics\",\"volume\":\"60 1\",\"pages\":\"418 - 432\"},\"PeriodicalIF\":1.3000,\"publicationDate\":\"2022-07-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Eastern European Economics\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/00128775.2022.2093751\",\"RegionNum\":4,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Eastern European Economics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/00128775.2022.2093751","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ECONOMICS","Score":null,"Total":0}
Impact of Remittances on the Exchange Rate and Consumption: Evidence from Ukraine
ABSTRACT This study analyzes the influence of remittances on the exchange rate and consumption, applying the Granger test and ARDL/ECM models to investigate different aspects of such impact. Using the Granger test, we tested causalities between remittance inflows, exchange rate, consumption, export, and import. The Granger test showed causal relations between remittances and all other listed variables. We also found that remittances contributed to the exchange rate appreciation in the short and long-term perspectives by applying ARDL/ECM models. Additionally, the ARDL/ECM models showed that the exchange rate was significantly defined by its lagged values.
期刊介绍：
Eastern European Economics publishes original research on the newly emerging economies of Central and Eastern Europe, with coverage of the ongoing processes of transition to market economics in different countries, their integration into the broader European and global economies, and the ramifications of the 2008-9 financial crisis. An introduction by the journal"s editor adds context and expert insights on the articles presented in each issue.
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