The EU real exchange rates: A structural Bayesian VAR. A note.

In this paper we contribute to the long literature on the real exchange determination by estimating a Bayesian structural vector autoregressive model. We aim at identifying the effect on the EU-28 RER of shock originating in its main fundamental variables, namely, current account, government consump...

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Bibliographic Details
Main Author: Cuestas, Juan C.
Format: Online
Language:eng
Published: Instituto de Economía y Finanzas. Facultad de Ciencias Económicas. Universidada Nacional de Córdoba. 2018
Subjects:
Online Access:https://revistas.unc.edu.ar/index.php/REyE/article/view/29387