Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis
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- Christian Dreger & Jarko Fidrmuc, 2009. "Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis," Working Paper / FINESS 5.6, DIW Berlin, German Institute for Economic Research.
- Christian Dreger & Jarko Fidrmuc, 2010. "Drivers of exchange rate dynamics in selected CIS countries: Evidence from a FAVAR analysis," Working Papers 289, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
References listed on IDEAS
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Citations
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Cited by:
- Dreger, Christian & Kholodilin, Konstantin A. & Ulbricht, Dirk & Fidrmuc, Jarko, 2016.
"Between the Hammer and the Anvil: The Impact of Economic Sanctions and Oil Prices on Russia’s Ruble,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 44(2), pages 295-308.
- Dreger, Christian & Kholodilin, Konstantin A. & Ulbricht, Dirk & Fidrmuc, Jarko, 2016. "Between the hammer and the anvil: The impact of economic sanctions and oil prices on Russia’s ruble," Journal of Comparative Economics, Elsevier, vol. 44(2), pages 295-308.
- Jarko Fidrmuc & Philipp J. Süss, 2011.
"The Outbreak of the Russian Banking Crisis,"
Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 5(1), pages 046-063, March.
- Fidrmuc, Jarko & Süß, Philipp Johann, 2009. "The Outbreak of the Russian Banking Crisis," Discussion Papers in Economics 10996, University of Munich, Department of Economics.
- Frank Hespeler, 2013.
"A VECM evaluation of monetary transmission in Uzbekistan,"
Economic Change and Restructuring, Springer, vol. 46(2), pages 219-253, May.
- Frank Hespeler, 2011. "A VECM evaluation of monetary transmission in Uzbekistan," EcoMod2011 3460, EcoMod.
- Christian Dreger & Jarko Fidrmuc & Konstantin Kholodilin & Dirk Ulbricht, 2015.
"The Ruble between the Hammer and the Anvil: Oil Prices and Economic Sanctions,"
Discussion Papers of DIW Berlin
1488, DIW Berlin, German Institute for Economic Research.
- Dreger, Christian & Fidrmuc, Jarko & Kholodilin, Konstantin & Ulbricht, Dirk, 2015. "The Ruble between the hammer and the anvil: Oil prices and economic sanctions," BOFIT Discussion Papers 25/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Christian Dreger & Jarko Fidrmuc & Konstantin Kholodilin & Dirk Ulbricht, 2015.
"The Ruble between the Hammer and the Anvil: Oil Prices and Economic Sanctions,"
Discussion Papers of DIW Berlin
1488, DIW Berlin, German Institute for Economic Research.
- Dreger, Christian & Fidrmuc, Jarko & Kholodilin, Konstantin & Ulbricht, Dirk, 2015. "The Ruble between the hammer and the anvil: Oil prices and economic sanctions," BOFIT Discussion Papers 25/2015, Bank of Finland, Institute for Economies in Transition.
- repec:zbw:bofitp:2015_025 is not listed on IDEAS
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More about this item
Keywords
Exchange rates; CIS countries; financial crisis; FAVAR models;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2009-03-28 (Central Banking)
- NEP-CIS-2009-03-28 (Confederation of Independent States)
- NEP-IFN-2009-03-28 (International Finance)
- NEP-TRA-2009-03-28 (Transition Economics)
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