Nonlinear models for the sources of real effective exchange rate fluctuations : evidence from the Republic of Korea
Xiangcai Meng (Assistant Professor), Chia-Hsing Huang (Professor)
| Year of publication: |
December 2016
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|---|---|
| Authors: | Meng, Xiangcai ; Huang, Chia-Hsing |
| Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 40.2016, p. 21-30
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| Subject: | Real effective exchange rate | Demand shock | Supply shock | Monetary shock | Impulse response | Historical decomposition | Variance decomposition | SVAR | EGARCH | Schock | Shock | Kaufkraftparität | Purchasing power parity | Südkorea | South Korea | VAR-Modell | VAR model | Schätzung | Estimation | Wechselkurs | Exchange rate | Geldpolitik | Monetary policy | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.japwor.2016.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011700741