Sources of fluctuations in exchange rates: a structural VAR analysis

Structural vector autoregressive (SVAR) techniques are used to identify the sources of fluctuations in nominal and real exchange rates of the Greek drachma. The results indicate that, in most cases, supply shocks are the dominant sources of exchange rate volatility.

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Year of publication:	1996
Authors:	Apergis, Nicos ; Karfakis, Costas
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 3.1996, 4, p. 251-254
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009207989