Drivers of consumer prices and exchange rates in small open economies
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DOI: 10.1016/j.jimonfin.2021.102553
Abstract: We study the fluctuations of exchange rates and consumer prices in two small open economies, Sweden and Canada, using a structural Bayesian VAR. Four domestic and two global shocks are identified through zero and sign… read more here.
Keywords: open economies; small open; consumer; consumer prices ... See more keywords