Open AccessIdentification of the Equilibrium Exchange Rate Pass-Through Effect in Cointegrated VAR with an Application to the Euro area
Author(s) -
Igor Masten
Publication year - 2017
Publication title -
economic and business review
Language(s) - English
Resource type - Journals
eISSN - 2335-4216
pISSN - 1580-0466
DOI - 10.15458/85451.35
Subject(s) - cointegration , exchange rate pass through , exchange rate , economics , identification (biology) , econometrics , work (physics) , monetary economics , macroeconomics , thermodynamics , physics , botany , biology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom