Similar Search Results

Is the exchange rate a shock absorber or a source of shocks? : New empirical evidence

Farrant, Katie (contributor); Peersman, Gert (contributor) - 2005

Persistent link: https://www.econbiz.de/10002593999

Accounting for the source of exchange rate movements : new evidence

Farrant, Katie; Peersman, Gert - 2005

Persistent link: https://www.econbiz.de/10003062567

Accounting for the source of exchange rate movements : new evidence

Farrant, Katie (contributor); Peersman, Gert (contributor) - 2005

Persistent link: https://www.econbiz.de/10003234585

Accounting for the Source of Exchange Rate Movements : New Evidence

Farrant, Katie; Peersman, Gert - 2005

This paper analyses the role of the real exchange rate in a structural vector autoregression framework for the United Kingdom, euro area, Japan and Canada versus the United States. A new identification strategy is proposed building on sign restrictions. The results are compared to the benchmark...

Persistent link: https://www.econbiz.de/10014061901

Is the Exchange Rate a Shock Absorber or a Source of Shocks? New Empirical Evidence

Farrant, Katie; Peersman, Gert - In: Journal of Money, Credit and Banking 38 (2006) 4, pp. 939-961

This paper analyses the role of the real exchange rate in a structural vector autoregression framework for the United Kingdom, Euro area, Japan, and Canada vis-a-vis the United States. A new identification strategy is proposed building on sign restrictions. The results are compared to the...

Persistent link: https://www.econbiz.de/10005736572