%0 Journal Article
%T EXCHANGE RATE VOLATILITY AND GROWTH IN EMERGING EUROPE
%A CORINA GEORGETA BOAR
%J Review of Finance and Banking
%D 2010
%I Bucharest Academy of Economic Studies
%X This paper analyses the influence of NEER and REER volatility on growth ina panel of six developing European countries. Two measures of volatility are employed(standard deviation and ARCH/GARCH models) and its influence on growth is tested boththrough a GLS and a GMM estimation. Moreover, given the properties of the time seriesused, both panel and individual cointegration are tested using the Pedroni and, respectively,the Johansen methodology.
%U http://www.rfb.ase.ro/articole/paper5.pdf