Exchange rate volatility and export performance: A cointegrated VAR approach
Year of publication: |
2007-11
|
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Authors: | Boug, Pål ; Fagereng, Andreas |
Institutions: | Statistisk Sentralbyrå, Government of Norway |
Subject: | Exports | exchange rate volatility | GARCH | CVAR | forecasting |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; F14 - Country and Industry Studies of Trade ; F17 - Trade Forecasting and Simulation |
Source: |
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Exchange rate volatility and export performance: A cointegrated VAR approach
Boug, Pål, (2007)
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Exchange Rate Volatility and Export Performance : A Cointegrated VAR Approach
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