Exchange rate and US macroeconomy : evidence from the factor-augmented vector autoregressive model
Lian An, Xiaomei Ren, Huimin Li, Jing Xu
| Year of publication: |
June 2017
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|---|---|
| Authors: | An, Lian ; Ren, Xiaomei ; Li, Huimin ; Xu, Jing |
| Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 231534-8. - Vol. 62.2017, 2, p. 483-508
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| Subject: | Exchange rate | macro economy | factor-augmented vector autoregression | VAR-Modell | VAR model | Wechselkurs | USA | United States | Wirkungsanalyse | Impact assessment | Theorie | Theory | Schätzung | Estimation |