Exchange Rate Movements and Fundamentals: Impact of Oil Prices and the People’s Republic of China’s Growth
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More about this item
Keywords
exchange rates; commodity prices; People’s Republic of China’s growth; monetary policy; factor model; TVP-FAVAR; Bayesian methods;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CNA-2019-12-02 (China)
- NEP-ENE-2019-12-02 (Energy Economics)
- NEP-ORE-2019-12-02 (Operations Research)
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