Josheski, Dushko and Lazarov, Darko (2012): Nominal effective exchange rate neutrality: the case of Macedonia.
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This paper uses quarterly data on Macedonian nominal effective exchange rate for the time period 1992 to 2009 along with six other variables to investigate the nominal effective exchange rate neutrality. SVAR and Impulse response functions had been used to prove the hypothesis. Empirical evidence in this paper supports the nominal exchange rate neutrality in the case of Macedonia.
|Item Type:||MPRA Paper|
|Original Title:||Nominal effective exchange rate neutrality: the case of Macedonia|
|Keywords:||NEER, SVAR, Impulse response functions|
|Subjects:||F - International Economics > F3 - International Finance > F31 - Foreign Exchange|
|Depositing User:||DJ Josheski|
|Date Deposited:||10 Apr 2012 14:52|
|Last Modified:||22 Mar 2017 11:37|
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