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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...
Autores principales: | Castro, César, Jiménez-Rodríguez, Rebeca |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2020
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Materias: | |
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 |
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