Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a Factor-Augmented Vector Autoregressive (FAVAR) Analysis-Reference-Cited by-同舟云学术

Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a Factor-Augmented Vector Autoregressive (FAVAR) Analysis

Published:2011-07 Issue:4 Volume:47 Page:49-58
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Dreger Christian¹,Fidrmuc Jarko²

Affiliation:

1. a German Institute for Economic Research (DIW), Institute for the Study of Labour (IZA)

2. b Zeppelin University Friedrichshafen, Germany

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.2753/REE1540-496X470403

Reference26 articles.

1. Determining the Number of Factors in Approximate Factor Models;J. Bai;Econometrica,2002

2. Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach;B. Bernanke;Quarterly Journal of Economics,2005

3. Monetary Integration in the Ex-Soviet Union: A ‘Union of Four’?;V. Chaplygin;Economics of Transition,2006

4. Real Exchange Rates in Central and Eastern Europe: What Scope for the Underlying Fundamentals?;G. Dufrenot;Emerging Markets Finance & Trade,2005

5. Equilibrium Exchange Rates in South Eastern Europe, Russia, Ukraine and Turkey: Healthy or (Dutch) Diseased?;B. EeAgert;Economic Systems,2005

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