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Oil Price, Exchange Rate and the Indian Macro Economy

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  • Taniya Ghosh

Abstract

The paper investigates the dynamic relationship between movements in oil prices and exchange rates with macroeconomic variables like price, output, interest rate and money by using structural vector auto regression (SVAR) approach. Additionally, a comparative analysis is done to show how each of these structural shocks historically has affected price, output and exchange rate. [WP-2016-013]

Suggested Citation

  • Taniya Ghosh, 2016. "Oil Price, Exchange Rate and the Indian Macro Economy," Working Papers id:11071, eSocialSciences.
    • Handle: RePEc:ess:wpaper:id:11071
    Note: Institutional Papers
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    1. repec:eco:journ2:2017-04-05 is not listed on IDEAS

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    JEL classification:

    • E0 - Macroeconomics and Monetary Economics - - General
    • E00 - Macroeconomics and Monetary Economics - - General - - - General
    • F0 - International Economics - - General

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