Using Long-Run Restrictions to Investigate the Sources of Exchange Rate Fluctuations
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More about this item
Keywords
vector autoregression; taste shocks; monetary shocks; exchange rate movements; long-run identifying restrictions;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2010-04-17 (Central Banking)
- NEP-MON-2010-04-17 (Monetary Economics)
- NEP-OPM-2010-04-17 (Open Economy Macroeconomics)
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