Is the exchange rate a shock absorber or a source of shocks? : evidence from the US
Kuhelika De, Wei Sun
| Year of publication: |
2020
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|---|---|
| Authors: | De, Kuhelika ; Sun, Wei |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 89.2020, p. 1-9
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| Subject: | Factor augmented vector autoregression model | Monetary policy | Open economy macroeconomics | Real exchange rate | Shock absorber | Source of shock | US economy | Schock | Shock | VAR-Modell | VAR model | Wechselkurs | Exchange rate | Geldpolitik | Kaufkraftparität | Purchasing power parity | USA | United States | Eurozone | Euro area | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.10.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012425897