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How are firms affected by exchange rate shocks? : evidence from survey based impulse responses
Bannert, Matthias; Drechsel, Dirk; Mikosch, Heiner; … - 2015 - This version: January 26, 2015
experimental settings into representative firm surveys, expose firm executives to treatment or shock scenarios and evaluate the …
Persistent link: https://www.econbiz.de/10010471763
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Identifying Determinants of Germany's International Price Competitiveness : A Structural VAR Approach
Meurers, Martin - 2006
The paper employs a structural vector auto-regression (SVAR) along the lines of Blanchard and Quah (1989) and Clarida and Gali (1994) to identify the sources of changes in German international price competitiveness over the past 30 years. This leads to a separation of the driving forces of the...
Persistent link: https://www.econbiz.de/10012446989
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Chapter 8. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics
Stock, J.H.; Watson, M.W. - In: Handbook of macroeconomics : volume 2, v. 2A-2B SET, (pp. 415-525). 2016
This chapter provides an overview of and user's guide to dynamic factor models (DFMs), their estimation, and their uses … chapter provides a unification of SVARs, FAVARs, and structural DFMs and shows both in theory and through an empirical …
Persistent link: https://www.econbiz.de/10014024278
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The recent effects of exchange rate on international trade
Choi, Myoung Shik - In: Prague economic papers : a bimonthly journal of … 26 (2017) 6, pp. 661-689
Persistent link: https://www.econbiz.de/10011780227
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Sources of asymmetric shocks: the exchange rate or other culprits?
Skorepa, Michal; Komárek, Luboš - In: Economic systems 39 (2015) 4, pp. 654-674
Persistent link: https://www.econbiz.de/10011532479
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Shifts in monetary policy and exchange rate dynamics : is Dornbusch's overshooting hypothesis intact, after all?
Rüth, Sebastian - In: Journal of international economics 126 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012631010
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An SVAR approach to evaluation of monetary policy in India : solution to the exchange rate puzzles in an open economy
Barnett, William A.; Bhadury, Soumya; Ghosh, Taniya - In: Open economies review 27 (2016) 5, pp. 871-893
Persistent link: https://www.econbiz.de/10011717033
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A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto; Sartore, Domenico; Tronzano, Marco - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
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Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting; Ma, Jun; Zhang, Chengsi - In: Journal of applied econometrics 38 (2023) 7, pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
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Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian; Van der Veken, Wouter - In: Journal of applied econometrics 38 (2023) 7, pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414