Dynamic structural impacts of oil shocks on exchange rates: lessons to learn
Abstract This study explores the dynamic effects of different oil shocks on real exchange rates in net oil importers and exporters. Specifically, the connectedness measures are combined with the structural vector autoregressive model. The findings show that oil supply shocks have a larger depreciati...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2020-02-01
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| Series: | Journal of Economic Structures |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s40008-020-00194-5 |