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Long-run equilibrium real exchange rates and oil prices · Study

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ArticleLong-run equilibrium real exchange rates and oil prices

Kausik Chaudhuri1998

Article1998

Long-run equilibrium real exchange rates and oil prices

Kausik Chaudhuri · Betty C. Daniel

249 citations·0/0 files stored·Economics Letters

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Market Dynamics and Volatility Monetary Policy and Economic Impact Global Financial Crisis and Policies

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References

1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?1992Cointegration in partial systems and the efficiency of single-equation analysis 1991Critical Values for Cointegratio11 Tests*1984Testing for the Effects of Oil-Price Rises using Vector Autoregressions

Cited by

2011Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea 2010Examining crude oil price – Exchange rate nexus for India during the period of extreme oil price volatility 2016Between the hammer and the anvil: The impact of economic sanctions and oil prices on Russia’s ruble 2020The relationship between oil prices and exchange rates: Revisiting theory and evidence

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Year1998

Typearticle

Published1998-02-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations249

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/s0165-1765(97)00282-6

openalex_workW2039797352

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