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- Title
Time-varying dynamics of the real exchange rate. A structural VAR analysis.
- Authors
Mumtaz, Haroon; Sunder-Plassmann, Laura
- Abstract
The article discusses the relationship between inflation and the real exchange rate and output. It uses vector autoregression in estimating the relationship between the real exchange rate and output and inflation for four industrialized economies which include the U.S., Great Britain, and Japan. Results showed that Japan and Canada were considered to become a more significant source of output fluctuations as of 2000.
- Subjects
MATHEMATICAL models of inflation; FOREIGN exchange rates; AUTOREGRESSION (Statistics); VECTOR analysis; DEVELOPED countries; MATHEMATICAL models
- Publication
Bank of England Quarterly Bulletin, 2010, Vol 50, Issue 1, p54
- ISSN
0005-5166
- Publication type
Article