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Berau, S., Mignon, V. and Lopez-Villavicencio, A. (2010) Nonlinear Adjustment of the Real Exchange Rate towards Its Equilibrium Value: A Panel Smooth Transition Error Correction Modelling. Economic Modelling, 27, 404-416. https://doi.org/10.1016/j.econmod.2009.10.007

has been cited by the following article:

• TITLE: Subprime Mortgage Crisis and the Exchange Rate Channel: Evidence from Six Countries of the Zone Euro-Med

  AUTHORS: Ahmed Hachicha, Fatma Hachicha

  KEYWORDS: Subprime Mortgage Crisis, Exchange Rate Channel, Euro-Med Zone, Three Evaluation Methods, Economic Convergence

  JOURNAL NAME: Applied Mathematics, Vol.8 No.11, November 28, 2017

  ABSTRACT: This article proposes to assess the impact of the subprime mortgage crisis on the exchange rate channel in 6 countries of the Euro-Med zone. To do this, our analysis is based on three evaluation methods that allow us to conclude that the exchange rate channel is better evaluated by the non-linear approach of the countries studied. Thus, the depreciation of the exchange rate adopted by the countries of the Med zone did worse macroeconomic stability and economic convergence.