Vector Autoregression Model for exchange rate : a study with impulse response functions and variance decomposition
Year of publication: |
2008
|
---|---|
Authors: | Mukhopadhyay, Chandan Kumar ; Maitra, Biswajit |
Published in: |
Economic issues in SAARC context. - Delhi : Abhijeet Publ., ISBN 978-81-89886-69-1. - 2008, p. 281-298
|
Subject: | Wechselkurs | Exchange rate | Indisch | Indian | US-Dollar | US dollar | Volatilität | Volatility | Schock | Shock | Dekompositionsverfahren | Decomposition method | VAR-Modell | VAR model | USA | United States | Indien | India | 1975-2005 |
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