How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries
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- Dumrongrittikul, Taya & Anderson, Heather M., 2016. "How do shocks to domestic factors affect real exchange rates of Asian developing countries?," Journal of Development Economics, Elsevier, vol. 119(C), pages 67-85.
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More about this item
Keywords
Exchange rate fundamentals; government consumption; monetary policy; panel vector error correction model; productivity improvement in the traded sector; real exchange rates; sign and zero restrictions; trade liberalization.;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2015-03-13 (Macroeconomics)
- NEP-MON-2015-03-13 (Monetary Economics)
- NEP-OPM-2015-03-13 (Open Economy Macroeconomics)
- NEP-SEA-2015-03-13 (South East Asia)
Statistics
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