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