Eugene Kouassi
Université de Montréal
5 Papers
50 Citations
Eugene Kouassi is an academic researcher from Université de Montréal. The author has contributed to research in topics: Terms of trade & Current account. The author has an hindex of 4, co-authored 5 publications.
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Papers
Temporal Causality and the Dynamic Interactions between Terms of Trade and Current Account Deficits in Co-Integrated VAR Processes: Further Evidence from Ivorian Time Series
TL;DR: In this paper, the authors investigated the relationship between the terms of trade and current account deficits within a context of VECM and concluded that economic policy in the Ivory Coast should be carried out with extreme caution due to the nature of international commodity markets, the mechanism of the term of trade formation, and the relative exogeneity of current account deficit.
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Temporal causality and the dynamic interactions between terms of trade and current account deficits in co-integrated VAR processes: further evidence from Ivorian time series
TL;DR: In this article, the authors investigated the relationship between the terms of trade and current account deficits within a context of VECM and concluded that economic policy in Cote-D'Ivoire should be carried out with extreme caution due to the nature of international commodity markets.
7
Is it real? The long-run relation between terms of trade and current account deficits: the Ivory evidence
TL;DR: In this article, the long-run relationship between current account deficits, domestic income, foreign income and foreign interest rates based on Ivorian time series data is estimated based on co-integration technique.
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Seasonality, Nonstationarity and the Structural Forecasting of the Index of Industrial Production
Eugene Kouassi,Walter C. Labys +1 more
- 01 Jan 2005
TL;DR: In this article, two STS models suitable for forecasting the index of industrial production were proposed, the first model requires that the index be transformed with a first and seasonal difference filters, while the second model considers the index in its second difference filter, while seasonality is modeled with a constant and seasonal dummy variables.