Exchange rate volatility and domestic consumption in the G7 : an asymmetric analysis
Year of publication: |
2021
|
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Authors: | Bahmani-Oskooee, Mohsen ; Baek, Jungho |
Published in: |
Applied economics quarterly. - Berlin : Duncker & Humblot, ISSN 1611-6607, ZDB-ID 2115633-5. - Vol. 67.2021, 1, p. 1-25
|
Subject: | aggregate consumption | exchange rate uncertainty | G7 | nonlinear ARDL | Wechselkurs | Exchange rate | Volatilität | Volatility | Privater Konsum | Private consumption | Kointegration | Cointegration | ARCH-Modell | ARCH model | Schätzung | Estimation | Währungsrisiko | Exchange rate risk | Risiko | Risk | Konsumtheorie | Consumption theory |
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