Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a Factor-Augmented Vector Autoregressive (FAVAR) Analysis
Article
Dreger, Christian and Fidrmuc, Jarko
(2011)
Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a Factor-Augmented Vector Autoregressive (FAVAR) Analysis.
Emerging Markets Finance and Trade 47 (4), pp. 49-58.
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| Item type | Article | ||||
| Journal or Publication Title | Emerging Markets Finance and Trade | ||||
| Publisher | M E SHARPE INC | ||||
| Place of Publication | ARMONK | ||||
| Volume | 47 | ||||
| Number of Issue or Book Chapter | 4 | ||||
| Page Range | pp. 49-58 | ||||
| Date | 2011 | ||||
| Date of publication | 19 Dec 2024 11:09 | ||||
| Institutions | Institute for East and Southeast European Studies (IESES) | ||||
| Identification Number |
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| Keywords | MONETARY-POLICY; REAL; RUSSIA; MODELS; CIS countries; exchange rates; FAVAR models; financial crisis | ||||
| Dewey Decimal Classification | 900 History & geography > 940 General history of Europe | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Yes | ||||
| Item ID | 64777 |
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