Is the Rand Really Decoupled from Economic Fundamentals?
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More about this item
Keywords
Exchange rates; fundamentals; coherence; sign-restricted TVP-VAR;All these keywords.
JEL classification:
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2014-08-28 (Central Banking)
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