Are supply shocks important for real exchange rates? : a fresh view from the frequency-domain
Britta Gehrke, Fang Yao
| Year of publication: |
December 2017
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|---|---|
| Authors: | Gehrke, Britta ; Yao, Fang |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 79.2017, p. 99-114
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| Subject: | Real exchange rate | Supply shocks | SVAR | Spectral variance decomposition | Kaufkraftparität | Purchasing power parity | Schock | Shock | VAR-Modell | VAR model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2017.09.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011788354