Dynamic interactions between oil price and exchange rate

This paper contributes to better understand the dynamic interactions between effective exchange rate (EER) and oil price for an oil-importing country like the U.S. by considering a Time-Varying Parameter VAR model with the use of monthly data from 1974:01 to 2019:07. Our findings show a depreciation...

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Detalles Bibliográficos
Autores principales: Castro, César, Jiménez-Rodríguez, Rebeca
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2020
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7444559/
https://www.ncbi.nlm.nih.gov/pubmed/32817623
http://dx.doi.org/10.1371/journal.pone.0237172

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7444559/
https://www.ncbi.nlm.nih.gov/pubmed/32817623
http://dx.doi.org/10.1371/journal.pone.0237172

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