Inflation Uncertainty, Exchange Rate Depreciation and Volatility: Evidence from Ghana, Mozambique and Tanzania
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- Molana, Hassan & Osei-Assibey, Kwame, 2010. "Inflation Uncertainty, Exchange Rate Depreciation and Volatility: Evidence from Ghana, Mozambique and Tanzania," SIRE Discussion Papers 2010-94, Scottish Institute for Research in Economics (SIRE).
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More about this item
Keywordsexchange rate; depreciation; volatility; causality; GARCH; VAR;
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- F3 - International Economics - - International Finance
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AFR-2010-12-04 (Africa)
- NEP-ALL-2010-12-04 (All new papers)
- NEP-MAC-2010-12-04 (Macroeconomics)
- NEP-MON-2010-12-04 (Monetary Economics)
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