Accounting for real exchange rates in emerging economies: The role of commodity prices
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DOI: 10.1016/j.iref.2022.02.019
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More about this item
Keywords
Exchange rates; Commodity prices; Variance decomposition; Structural vector autoregression; Local projection; Panel vector autoregression; Generalized vector autoregression; Impulse response function.;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- F30 - International Economics - - International Finance - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
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