Impact of exchange rate shock on prices of imports and exports
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References listed on IDEAS
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More about this item
KeywordsImport prices; Export prices; VECM; Impulse Response; Variance Decomposition;
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-11-25 (All new papers)
- NEP-IFN-2008-11-25 (International Finance)
- NEP-MAC-2008-11-25 (Macroeconomics)
- NEP-OPM-2008-11-25 (Open Economy Macroeconomics)
- NEP-SEA-2008-11-25 (South East Asia)
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