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Frankel J. et Rose A. (1996). “Currency Crashes in Emerging Markets: Empirical Indicators” NBER Working paper 5437, January.

has been cited by the following article:

Article

The Effects of Currency Crises on Economic Growth: A Dynamic Panel Data Analysis

1Department of Economics, Higher Institute of Management Gabès, Tunisia

2Department of Quantitative Methods, FESM, Tunisia


International Journal of Econometrics and Financial Management. 2018, Vol. 6 No. 1, 1-6
DOI: 10.12691/ijefm-6-1-1
Copyright © 2018 Science and Education Publishing

Cite this paper:
Arafet Hamida, Tarek Sadraoui. The Effects of Currency Crises on Economic Growth: A Dynamic Panel Data Analysis. International Journal of Econometrics and Financial Management. 2018; 6(1):1-6. doi: 10.12691/ijefm-6-1-1.

Correspondence to: Tarek  Sadraoui, Department of Quantitative Methods, FESM, Tunisia. Email: tarek.sadraoui@gmail.com

Abstract

The purpose of this research is to study the effect of currency crises on economic growth. To do this, we opted for a dynamic panel data model and impulse response functions for a sample of seventeen emerging countries over a period from 1980 to 2014. The main results of the various empirical investigations show that there is a Negative effect of currency crises on short-term economic growth.

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