The Impact of Real Oil Price on Real Effective Exchange Rate: The Case of Azerbaijan
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- Hasanov, Fakhri, 2010. "The impact of real oil price on real effective exchange rate: The case of Azerbaijan," MPRA Paper 33493, University Library of Munich, Germany.
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More about this item
Keywords
Real effective exchange rate; Real oil price; Relative productivity; Azerbaijani manat; Dutch Disease; Oil-exporting Countries; Johansen Co-integration Approach; Error Correction Modeling; Half-life Speed;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- P24 - Political Economy and Comparative Economic Systems - - Socialist and Transition Economies - - - National Income, Product, and Expenditure; Money; Inflation
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2010-08-21 (Energy Economics)
- NEP-OPM-2010-08-21 (Open Economy Macroeconomics)
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